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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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Rethinking the univariate approach to unit root testing : using covariates to increase power
Hansen, Bruce E. - 1994
Persistent link: https://www.econbiz.de/10000889579
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The new econometrics of structural change : dating breaks in US labor productivity
Hansen, Bruce E. - In: The journal of economic perspectives : EP ; a journal … 15 (2001) 4, pp. 117-128
Persistent link: https://www.econbiz.de/10001639341
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The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality
Hansen, Bruce E. - In: Econometric theory 31 (2015) 2, pp. 337-361
Persistent link: https://www.econbiz.de/10010532060
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Time series econometrics for the 21st century
Hansen, Bruce E. - In: The journal of economic education 48 (2017) 3, pp. 137-145
Persistent link: https://www.econbiz.de/10011888351
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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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Rethinking the univariate approach to unit root testing : using covariates to increase power
Hansen, Bruce E. - 1995
Persistent link: https://www.econbiz.de/10000919082
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Are seasonal patterns constant over time? : A test for seasonal stability
Canova, Fabio - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 3, pp. 237-252
Persistent link: https://www.econbiz.de/10001182355
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Regression with nonstationary volatility
Hansen, Bruce E. - In: Econometrica : journal of the Econometric Society, an … 63 (1995) 5, pp. 1113-1132
Persistent link: https://www.econbiz.de/10001190384
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Are seasonal patterns constant over time? : A test for seasonal stability
Canova, Fabio - 1992
Persistent link: https://www.econbiz.de/10013419671