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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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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
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Probability & statistics for economists
Hansen, Bruce E. - 2022
Persistent link: https://www.econbiz.de/10012744889
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The likelihood test under non-standard conditions : testing the Markov trend model of GNP
Hansen, Bruce E. - 1991
Persistent link: https://www.econbiz.de/10000814458
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Approximate asymptotic p-values for structural change tests
Hansen, Bruce E. - 1995
Persistent link: https://www.econbiz.de/10000919086
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Erratum: the likelihood ratio test under nonstandard conditions : testing the Markov switching model of GNP
Hansen, Bruce E. - 1995 - Rev
Persistent link: https://www.econbiz.de/10000919087
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Consistent covariance matrix estimation for dependent heterogeneous processes
Hansen, Bruce E. - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 4, pp. 967-972
Persistent link: https://www.econbiz.de/10001129055