Bruce E. Hansen

Global rank #529 99%

Institution: University of Wisconsin-Madison

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.ssc.wisc.edu/~bhansen/

First Publication: 1990

Most Recent: 2019

RePEc ID: pha79 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	S (4x)	A (2x)	B (1x)	Total
Last 5 Years	0.00	0.00	0.00	0.00
Last 10 Years	0.00	5.70	0.00	11.39
All Time	1.01	26.48	29.66	87.64

Publication Statistics

Raw Publications 38

Coauthorship-Adjusted Count 59.41

Publications (38)

Year	Article	Journal	Tier	Authors
2019	Asymptotic theory for clustered samples	Journal of Econometrics	A	2
2017	Regression Kink With an Unknown Threshold	Journal of Business & Economic Statistics	A	1
2017	Guest Editors’ Introduction: Regime Switching and Threshold Models	Journal of Business & Economic Statistics	A	3
2016	Efficient shrinkage in parametric models	Journal of Econometrics	A	1
2016	Comment	Journal of Business & Economic Statistics	A	2
2015	Purchasing Power Parity and the Taylor Rule	Journal of Applied Econometrics	B	4
2015	Forecasting with factor-augmented regression: A frequentist model averaging approach	Journal of Econometrics	A	2
2015	THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY	Econometric Theory	B	1
2015	SHRINKAGE EFFICIENCY BOUNDS	Econometric Theory	B	1
2014	Model averaging, asymptotic risk, and regressor groups	Quantitative Economics	B	1
2014	GUEST EDITORS INTRODUCTION: THE SPECIAL 18TH MEETING OF THE NEW ZEALAND ECONOMETRIC STUDY GROUP IN HONOR OF PETER C. B. PHILLIPS	Econometric Theory	B	2
2012	Jackknife model averaging	Journal of Econometrics	A	2
2010	Averaging estimators for autoregressions with a near unit root	Journal of Econometrics	A	1
2009	AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK	Econometric Theory	B	1
2008	Least-squares forecast averaging	Journal of Econometrics	A	1
2008	UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA	Econometric Theory	B	1
2006	Interval forecasts and parameter uncertainty	Journal of Econometrics	A	1
2005	EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS	Econometric Theory	B	1
2005	CHALLENGES FOR ECONOMETRIC MODEL SELECTION	Econometric Theory	B	1
2004	INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL	Econometric Theory	B	2
2004	How responsive are private transfers to income? Evidence from a laissez-faire economy	Journal of Public Economics	A	3
2002	Testing for two-regime threshold cointegration in vector error-correction models	Journal of Econometrics	A	2
2000	Testing for structural change in conditional models	Journal of Econometrics	A	1
1999	The Grid Bootstrap And The Autoregressive Model	Review of Economics and Statistics	A	1
1999	Threshold effects in non-dynamic panels: Estimation, testing, and inference	Journal of Econometrics	A	1
1997	Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994	Econometric Theory	B	2
1996	Tests for Cointegration in Models with Regime and Trend Shifts.	Oxford Bulletin of Economics and Statistics	B	2
1996	Residual-based tests for cointegration in models with regime shifts	Journal of Econometrics	A	2
1996	Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays	Econometric Theory	B	1
1995	Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power	Econometric Theory	B	1
1995	TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994	Econometric Theory	B	1
1994	Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator	Econometric Theory	B	2
1992	Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends	Journal of Econometrics	A	1
1992	Heteroskedastic cointegration	Journal of Econometrics	A	1
1992	Convergence to Stochastic Integrals for Dependent Heterogeneous Processes	Econometric Theory	B	1
1991	GARCH(1, 1) processes are near epoch dependent	Economics Letters	C	1
1991	Strong Laws for Dependent Heterogeneous Processes	Econometric Theory	B	1
1990	Statistical Inference in Instrumental Variables Regression with I(1) Processes	Review of Economic Studies	S	2