The following pages link to Bruce E. Hansen (Q291857):
Displaying 45 items.
- Threshold effects in non-dynamic panels: Estimation, testing, and inference (Q150493) (← links)
- Statistical Inference in Instrumental Variables Regression with I(1) Processes (Q156114) (← links)
- Interval forecasts and parameter uncertainty (Q291858) (← links)
- Least-squares forecast averaging (Q299227) (← links)
- (Q494162) (redirect page) (← links)
- Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
- Discussion of ``Feature matching in time series modeling'' by Y. Xia and H. Tong (Q635411) (← links)
- Averaging estimators for autoregressions with a near unit root (Q736566) (← links)
- Jackknife model averaging (Q738132) (← links)
- Efficient shrinkage in parametric models (Q894642) (← links)
- GARCH (1,1) processes are near epoch dependent (Q1175963) (← links)
- Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends (Q1194026) (← links)
- Heteroskedastic cointegration (Q1203087) (← links)
- Testing for structural change in conditional models (Q1580340) (← links)
- Testing for two-regime threshold cointegration in vector error-correction models. (Q1858973) (← links)
- Residual-based tests for cointegration in models with regime shifts (Q1906289) (← links)
- Asymptotic theory for clustered samples (Q2000827) (← links)
- Minimum mean squared error model averaging in likelihood models (Q2796883) (← links)
- (Q3295345) (← links)
- Inference in TAR Models (Q3368203) (← links)
- EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS (Q3377442) (← links)
- SHRINKAGE EFFICIENCY BOUNDS (Q3450349) (← links)
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA (Q3632398) (← links)
- AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK (Q3652617) (← links)
- Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes (Q4013241) (← links)
- Autoregressive Conditional Density Estimation (Q4319212) (← links)
- Recounts From Undervotes (Q4468448) (← links)
- Discussion of ‘Data mining reconsidered’ (Q4488935) (← links)
- Sample Splitting and Threshold Estimation (Q4530973) (← links)
- Threshold Autoregression with a Unit Root (Q4531043) (← links)
- Model averaging, asymptotic risk, and regressor groups (Q4586211) (← links)
- Regression with Nonstationary Volatility (Q4859504) (← links)
- (Q5083165) (← links)
- Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk (Q5133503) (← links)
- THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY (Q5247356) (← links)
- Least Squares Model Averaging (Q5441274) (← links)
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (Q5690044) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL (Q5696350) (← links)
- CHALLENGES FOR ECONOMETRIC MODEL SELECTION (Q5697623) (← links)
- Inference for Iterated GMM Under Misspecification (Q5860144) (← links)
- The Risk of James–Stein and Lasso Shrinkage (Q5864507) (← links)
- Stein-like 2SLS estimator (Q5864651) (← links)
- A Modern Gauss–Markov Theorem (Q6044992) (← links)
- Regression Kink With an Unknown Threshold (Q6616609) (← links)
- Comment (Q6667083) (← links)
