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The grid bootstrap and the autoregressive model
Hansen, Bruce E. - In: The review of economics and statistics 81 (1999) 4, pp. 594-607
Persistent link: https://www.econbiz.de/10001437347
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Testing for linearity
Hansen, Bruce E. - In: Journal of economic surveys 13 (1999) 5, pp. 551-576
Persistent link: https://www.econbiz.de/10001440325
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Threshold effects in non-dynamic panels : estimation, testing, and inference
Hansen, Bruce E. - In: Journal of econometrics 93 (1999) 2, pp. 345-368
Persistent link: https://www.econbiz.de/10001406664
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Testing for structural change in conditional models
Hansen, Bruce E. - In: Journal of econometrics 97 (2000) 1, pp. 93-115
Persistent link: https://www.econbiz.de/10001487315
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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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Testing for linearity
Hansen, Bruce E. - 1999
Persistent link: https://www.econbiz.de/10001409907
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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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Testing for linearity
Hansen, Bruce E. - In: Surveys in economic dynamics, (pp. 47-72). 2000
Persistent link: https://www.econbiz.de/10001640424
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Averaging estimators for regressions with a possible structural break
Hansen, Bruce E. - In: Econometric theory 25 (2009) 6, pp. 1498-1514
Persistent link: https://www.econbiz.de/10003904419