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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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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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A powerful, simple test for cointegration using Cochrane-Orcutt
Hansen, Bruce E. - 1990 - Rev
Persistent link: https://www.econbiz.de/10000791443
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Methodology: alchemy or science?
Hansen, Bruce E. - In: The economic journal : the journal of the Royal … 106 (1996) 438, pp. 1398-1413
Persistent link: https://www.econbiz.de/10001207237
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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