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Autoregressive conditional density estimation
Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000840704
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Regression theory when variances are non-stationary
Hansen, Bruce E. - 1990
Persistent link: https://www.econbiz.de/10000787793
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Approximate asymptotic P values for structural-change tests
Hansen, Bruce E. - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 1, pp. 60-67
Persistent link: https://www.econbiz.de/10001214309
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Tests for parameter instability in regressions with I(1) processes
Hansen, Bruce E. - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 321-335
Persistent link: https://www.econbiz.de/10001126533
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Testing for parameter instability in linear models
Hansen, Bruce E. - In: Journal of policy modeling : JPMOD ; a social science … 14 (1992) 4, pp. 517-533
Persistent link: https://www.econbiz.de/10001130451
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Convergence to stochastic integrals for dependent heterogeneous processes
Hansen, Bruce E. - In: Econometric theory 8 (1992) 4, pp. 489-500
Persistent link: https://www.econbiz.de/10001137699
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GARCH (1,1) processes are near epoch dependent
Hansen, Bruce E. - In: Economics letters 36 (1991) 2, pp. 181-186
Persistent link: https://www.econbiz.de/10001107947
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Regression with non-stationary variances
Hansen, Bruce E. - 1992
Persistent link: https://www.econbiz.de/10000846448
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The grid bootstrap and the autoregressive model
Hansen, Bruce E. - 1998
Persistent link: https://www.econbiz.de/10000168271
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Tests for parameter instability in regressions with I(1) processes
Hansen, Bruce E. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 1, pp. 45-59
Persistent link: https://www.econbiz.de/10001639876