# Bruce E. Hansen

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## Personal Details

First Name: | Bruce |

Middle Name: | E. |

Last Name: | Hansen |

Suffix: | |

RePEc Short-ID: | pha79 |

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

Department of Economics University of Wisconsin-Madison 1180 Observatory Drive Madison, Wisconsin 53706 | |

608-263-3880 |

Madison, Wisconsin (United States)

http://www.econ.wisc.edu/

: 608/263-2989

608/262-2033

Social Science Building, 1180 Observatory Drive, Madison, WI 53706-1393

RePEc:edi:eduwius (more details at EDIRC)

http://www.econ.wisc.edu/

: 608/263-2989

608/262-2033

Social Science Building, 1180 Observatory Drive, Madison, WI 53706-1393

RePEc:edi:eduwius (more details at EDIRC)

- Bruce E. Hansen & Ananth Seshadri, 2014.
"
**Uncovering the Relationship between Real Interest Rates and Economic Growth**," Working Papers wp303, University of Michigan, Michigan Retirement Research Center. - Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013.
"
**Purchasing Power Parity and the Taylor Rule**," CAMA Working Papers 2013-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2015.
"
**Purchasing Power Parity and the Taylor Rule**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 874-903, 09.

- Masao Ogaki & Bruce E. Hansen & Ippei Fujiwara & Hyeongwoo Kim, 2013.
"
**Purchasing power parity and the Taylor rule**," AJRC Working Papers 1305, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University. - Hyeongwoo Kim & Masao Ogaki, 2011.
"
**Purchasing Power Parity and the Taylor Rule**," Auburn Economics Working Paper Series auwp2011-02, Department of Economics, Auburn University. - Masao Ogaki & Hyeongwoo Kim, 2009.
"
**Purchasing Power Parity and the Taylor Rule**," Working Papers 09-03, Ohio State University, Department of Economics.

- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2015.
"
- Xu Cheng & Bruce E. Hansen, 2012.
"
**Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version**," PIER Working Paper Archive 13-061, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 03 Sep 2013. - Xu Cheng & Bruce E. Hansen, 2012.
"
**Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach**," PIER Working Paper Archive 12-046, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.- Cheng, Xu & Hansen, Bruce E., 2015.
"
**Forecasting with factor-augmented regression: A frequentist model averaging approach**," Journal of Econometrics, Elsevier, vol. 186(2), pages 280-293.

- Cheng, Xu & Hansen, Bruce E., 2015.
"
- Bruce E. Hansen, 2000.
"
**Non-Parametric Data Dependent Bootstrap for Conditional Moment Model**," Econometric Society World Congress 2000 Contributed Papers 1556, Econometric Society. - Hansen,B.E., 1999.
"
**Testing for linearity**," Working papers 7, Wisconsin Madison - Social Systems.- Hansen, Bruce E, 1999.
"
**Testing for Linearity**," Journal of Economic Surveys, Wiley Blackwell, vol. 13(5), pages 551-76, December.

- Hansen, Bruce E, 1999.
"
- Caner,M. & Hansen,B.E., 1998.
"
**Threshold autoregression with a near unit root**," Working papers 27, Wisconsin Madison - Social Systems.- Mehmet Caner & Bruce E. Hansen, 1998.
"
**Threshold Autoregressions with a Near Unit Root**," Working Papers 9821, Department of Economics, Bilkent University.

- Mehmet Caner & Bruce E. Hansen, 1998.
"
- Hansen,B.E., 1998.
"
**The grid bootstrap and the autoregressive model**," Working papers 26, Wisconsin Madison - Social Systems.- Bruce E. Hansen, 1999.
"
**The Grid Bootstrap And The Autoregressive Model**," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 594-607, November.

- Bruce E. Hansen, 1999.
"
- Bruce E. Hansen, 1998.
"
**Testing for Structural Change in Conditional Models**," Boston College Working Papers in Economics 310., Boston College Department of Economics.- Hansen, Bruce E., 2000.
"
**Testing for structural change in conditional models**," Journal of Econometrics, Elsevier, vol. 97(1), pages 93-115, July.

- Hansen, Bruce E., 2000.
"
- Donald Cox & Bruce E. Hansen & Emmanuel Jimenez, 1997.
"
**How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy**," Boston College Working Papers in Economics 341., Boston College Department of Economics, revised 01 Dec 1999.- Cox, Donald & Hansen, Bruce E. & Jimenez, Emmanuel, 2004.
"
**How responsive are private transfers to income? Evidence from a laissez-faire economy**," Journal of Public Economics, Elsevier, vol. 88(9-10), pages 2193-2219, August.

- Cox, Donald & Hansen, Bruce E. & Jimenez, Emmanuel, 2004.
"
- Bruce E. Hansen, 1997.
"
**Threshold effects in non-dynamic panels: Estimation, testing and inference**," Boston College Working Papers in Economics 365, Boston College Department of Economics.- Hansen, Bruce E., 1999.
"
**Threshold effects in non-dynamic panels: Estimation, testing, and inference**," Journal of Econometrics, Elsevier, vol. 93(2), pages 345-368, December.

- Hansen, Bruce E., 1999.
"
- Bruce E. Hansen & Mehmet Caner, 1997.
"
**Threshold Autoregressions with a Unit Root**," Boston College Working Papers in Economics 381, Boston College Department of Economics.- Mehmet Caner & Bruce E. Hansen, 2001.
"
**Threshold Autoregression with a Unit Root**," Econometrica, Econometric Society, vol. 69(6), pages 1555-1596, November.

- Mehmet Caner & Bruce E. Hansen, 2001.
"
- Bruce E. Hansen, 1996.
"
**Estimation of TAR Models**," Boston College Working Papers in Economics 325., Boston College Department of Economics. - Bruce E. Hansen, 1996.
"
**Sample Splitting and Threshold Estimation**," Boston College Working Papers in Economics 319., Boston College Department of Economics, revised 12 May 1998.- Bruce E. Hansen, 2000.
"
**Sample Splitting and Threshold Estimation**," Econometrica, Econometric Society, vol. 68(3), pages 575-604, May.

- Bruce E. Hansen, 2000.
"
- Bruce E. Hansen, 1995.
"
**Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP**," Boston College Working Papers in Economics 296., Boston College Department of Economics.- Hansen, Bruce E, 1996.
"
**Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(2), pages 195-98, March-Apr.

- Hansen, Bruce E, 1996.
"
- Bruce E. Hansen, 1995.
"
**Approximate Asymptotic P-Values for Structural Change Tests**," Boston College Working Papers in Economics 297., Boston College Department of Economics.- Hansen, Bruce E, 1997.
"
**Approximate Asymptotic P Values for Structural-Change Tests**," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 60-67, January.

- Hansen, Bruce E, 1997.
"
- Bruce E. Hansen, 1995.
"
**Review Article Methodology: Alchemy or Science?**," Boston College Working Papers in Economics 299., Boston College Department of Economics. - Bruce E. Hansen, 1995.
"
**Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power**," Boston College Working Papers in Economics 300., Boston College Department of Economics.- Hansen, Bruce E., 1995.
"
**Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1148-1171, October.

- Hansen, Bruce E., 1995.
"
- Bruce E. Hansen, 1994.
"
**Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays**," Boston College Working Papers in Economics 295., Boston College Department of Economics.- Hansen, Bruce E., 1996.
"
**Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays**," Econometric Theory, Cambridge University Press, vol. 12(02), pages 347-359, June.

- Hansen, Bruce E., 1996.
"
- Hansen, B.E., 1992.
"
**Autoregressive Conditional Density Estimation**," RCER Working Papers 322, University of Rochester - Center for Economic Research (RCER).- Hansen, Bruce E, 1994.
"
**Autoregressive Conditional Density Estimation**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(3), pages 705-30, August.

- Hansen, Bruce E, 1994.
"
- Hansen, B.E., 1992.
"
**Regression with Non-Stationary Variances**," RCER Working Papers 331, University of Rochester - Center for Economic Research (RCER). - Gregory, A.W. & Hansen, B.E., 1992.
"
**Residual-Based Tests for Cointegration in Models with Regime Shifts**," RCER Working Papers 335, University of Rochester - Center for Economic Research (RCER).- Gregory, Allan W. & Hansen, Bruce E., 1996.
"
**Residual-based tests for cointegration in models with regime shifts**," Journal of Econometrics, Elsevier, vol. 70(1), pages 99-126, January.

- Allan w. Gregory & Bruce E. Hansen, 1992.
"
**residual-Based Tests for Cointegration in Models with Regime Shifts**," Working Papers 862, Queen's University, Department of Economics.

- Gregory, Allan W. & Hansen, Bruce E., 1996.
"
- Hansen, B.E., 1991.
"
**Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis**," RCER Working Papers 296, University of Rochester - Center for Economic Research (RCER).- Hansen, Bruce E, 1996.
"
**Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis**," Econometrica, Econometric Society, vol. 64(2), pages 413-30, March.

- Hansen, Bruce E, 1996.
"
- Hansen, B.E., 1991.
"
**The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP**," RCER Working Papers 279, University of Rochester - Center for Economic Research (RCER). - Hansen, B.E., 1990.
"
**Regression Theory When Variances Are Non-Stationary**," RCER Working Papers 226, University of Rochester - Center for Economic Research (RCER). - Hansen, B.E., 1990.
"
**A Powerful, Simple Test For Cointegration Using Cochrane- Orcutt**," RCER Working Papers 230, University of Rochester - Center for Economic Research (RCER). - Peter C.B. Phillips & Bruce E. Hansen, 1988.
"
**Estimation and Inference in Models of Cointegration: A Simulation Study**," Cowles Foundation Discussion Papers 881, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips & Bruce E. Hansen, 1988.
"
**Statistical Inference in Instrumental Variables**," Cowles Foundation Discussion Papers 869R, Cowles Foundation for Research in Economics, Yale University, revised Apr 1989.

- Hansen, Bruce E., 2016.
"
**Efficient shrinkage in parametric models**," Journal of Econometrics, Elsevier, vol. 190(1), pages 115-132. - Cheng, Xu & Hansen, Bruce E., 2015.
"
**Forecasting with factor-augmented regression: A frequentist model averaging approach**," Journal of Econometrics, Elsevier, vol. 186(2), pages 280-293.- Xu Cheng & Bruce E. Hansen, 2012.
"
**Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach**," PIER Working Paper Archive 12-046, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

- Xu Cheng & Bruce E. Hansen, 2012.
"
- Hansen, Bruce E., 2015.
"
**The Integrated Mean Squared Error Of Series Regression And A Rosenthal Hilbert-Space Inequality**," Econometric Theory, Cambridge University Press, vol. 31(02), pages 337-361, April. - Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2015.
"
**Purchasing Power Parity and the Taylor Rule**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 874-903, 09.- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013.
"
**Purchasing Power Parity and the Taylor Rule**," CAMA Working Papers 2013-41, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University. - Hyeongwoo Kim & Masao Ogaki, 2011.
"
**Purchasing Power Parity and the Taylor Rule**," Auburn Economics Working Paper Series auwp2011-02, Department of Economics, Auburn University. - Masao Ogaki & Hyeongwoo Kim, 2009.
"
**Purchasing Power Parity and the Taylor Rule**," Working Papers 09-03, Ohio State University, Department of Economics. - Masao Ogaki & Bruce E. Hansen & Ippei Fujiwara & Hyeongwoo Kim, 2013.
"
**Purchasing power parity and the Taylor rule**," AJRC Working Papers 1305, Australia-Japan Research Centre, Crawford School of Public Policy, The Australian National University.

- Hyeongwoo Kim & Ippei Fujiwara & Bruce E. Hansen & Masao Ogaki, 2013.
"
- Hansen, Bruce E., 2015.
"
**Shrinkage Efficiency Bounds**," Econometric Theory, Cambridge University Press, vol. 31(04), pages 860-879, August. - Bruce E. Hansen, 2014.
"
**Model averaging, asymptotic risk, and regressor groups**," Quantitative Economics, Econometric Society, vol. 5(3), pages 495-530, November. - Hansen, Bruce E. & Park, Joon, 2014.
"
**Guest Editors Introduction: The Special 18th Meeting Of The New Zealand Econometric Study Group In Honor Of Peter C. B. Phillips**," Econometric Theory, Cambridge University Press, vol. 30(04), pages 715-718, August. - Hansen, Bruce E. & Racine, Jeffrey S., 2012.
"
**Jackknife model averaging**," Journal of Econometrics, Elsevier, vol. 167(1), pages 38-46. - Hansen, Bruce E., 2010.
"
**Averaging estimators for autoregressions with a near unit root**," Journal of Econometrics, Elsevier, vol. 158(1), pages 142-155, September. - Hansen, Bruce E., 2009.
"
**Averaging Estimators For Regressions With A Possible Structural Break**," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1498-1514, December. - Hansen, Bruce E., 2008.
"
**Least-squares forecast averaging**," Journal of Econometrics, Elsevier, vol. 146(2), pages 342-350, October. - Hansen, Bruce E., 2008.
"
**Uniform Convergence Rates For Kernel Estimation With Dependent Data**," Econometric Theory, Cambridge University Press, vol. 24(03), pages 726-748, June. - Bruce E. Hansen, 2007.
"
**Least Squares Model Averaging**," Econometrica, Econometric Society, vol. 75(4), pages 1175-1189, 07. - Hansen, Bruce E., 2006.
"
**Interval forecasts and parameter uncertainty**," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 377-398. - Hansen, Bruce E., 2005.
"
**Challenges For Econometric Model Selection**," Econometric Theory, Cambridge University Press, vol. 21(01), pages 60-68, February. - Hansen, Bruce E., 2005.
"
**Exact Mean Integrated Squared Error Of Higher Order Kernel Estimators**," Econometric Theory, Cambridge University Press, vol. 21(06), pages 1031-1057, December. - Cox, Donald & Hansen, Bruce E. & Jimenez, Emmanuel, 2004.
"
**How responsive are private transfers to income? Evidence from a laissez-faire economy**," Journal of Public Economics, Elsevier, vol. 88(9-10), pages 2193-2219, August.- Donald Cox & Bruce E. Hansen & Emmanuel Jimenez, 1997.
"
**How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy**," Boston College Working Papers in Economics 341., Boston College Department of Economics, revised 01 Dec 1999.

- Donald Cox & Bruce E. Hansen & Emmanuel Jimenez, 1997.
"
- Caner, Mehmet & Hansen, Bruce E., 2004.
"
**Instrumental Variable Estimation Of A Threshold Model**," Econometric Theory, Cambridge University Press, vol. 20(05), pages 813-843, October. - Hansen B.E., 2003.
"
**Recounts From Undervotes: Evidence From the 2000 Presidential Election**," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 292-298, January. - Hansen, Bruce E. & Seo, Byeongseon, 2002.
"
**Testing for two-regime threshold cointegration in vector error-correction models**," Journal of Econometrics, Elsevier, vol. 110(2), pages 293-318, October.- Tom Doan, .
"
**RATS programs to replicate Hansen/Seo paper on threshold cointegration**," Statistical Software Components RTZ00092, Boston College Department of Economics.

- Tom Doan, .
"
- Hansen, Bruce E & West, Kenneth D, 2002.
"
**Generalized Method of Moments and Macroeconomics**," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 460-69, October. - Mehmet Caner & Bruce E. Hansen, 2001.
"
**Threshold Autoregression with a Unit Root**," Econometrica, Econometric Society, vol. 69(6), pages 1555-1596, November.- Bruce E. Hansen & Mehmet Caner, 1997.
"
**Threshold Autoregressions with a Unit Root**," Boston College Working Papers in Economics 381, Boston College Department of Economics.

- Bruce E. Hansen & Mehmet Caner, 1997.
"
- Bruce E. Hansen, 2001.
"
**The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity**," Journal of Economic Perspectives, American Economic Association, vol. 15(4), pages 117-128, Fall. - Bruce E. Hansen, 2000.
"
**Sample Splitting and Threshold Estimation**," Econometrica, Econometric Society, vol. 68(3), pages 575-604, May.- Bruce E. Hansen, 1996.
"
**Sample Splitting and Threshold Estimation**," Boston College Working Papers in Economics 319., Boston College Department of Economics, revised 12 May 1998.

- Bruce E. Hansen, 1996.
"
- Hansen, Bruce E., 2000.
"
**Testing for structural change in conditional models**," Journal of Econometrics, Elsevier, vol. 97(1), pages 93-115, July.- Tom Doan, .
"
**RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap**," Statistical Software Components RTZ00089, Boston College Department of Economics. - Tom Doan, .
"
**REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values**," Statistical Software Components RTS00176, Boston College Department of Economics. - Bruce E. Hansen, 1998.
"
**Testing for Structural Change in Conditional Models**," Boston College Working Papers in Economics 310., Boston College Department of Economics.

- Tom Doan, .
"
- Bruce E. Hansen, 1999.
"
**The Grid Bootstrap And The Autoregressive Model**," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 594-607, November.- Hansen,B.E., 1998.
"
**The grid bootstrap and the autoregressive model**," Working papers 26, Wisconsin Madison - Social Systems.

- Hansen,B.E., 1998.
"
- Bruce E. Hansen, 1999.
"
**Discussion of 'Data mining reconsidered'**," Econometrics Journal, Royal Economic Society, vol. 2(2), pages 192-201. - Hansen, Bruce E., 1999.
"
**Threshold effects in non-dynamic panels: Estimation, testing, and inference**," Journal of Econometrics, Elsevier, vol. 93(2), pages 345-368, December.- Bruce E. Hansen, 1997.
"
**Threshold effects in non-dynamic panels: Estimation, testing and inference**," Boston College Working Papers in Economics 365, Boston College Department of Economics. - Tom Doan, .
"
**RATS programs to replicate Hansen's example of threshold break in panel data**," Statistical Software Components RTZ00088, Boston College Department of Economics. - Tom Doan, .
"
**PANELTHRESH: RATS procedure to analyze up to two threshold breaks in a fixed effects panel model**," Statistical Software Components RTS00152, Boston College Department of Economics.

- Bruce E. Hansen, 1997.
"
- Hansen, Bruce E, 1999.
"
**Testing for Linearity**," Journal of Economic Surveys, Wiley Blackwell, vol. 13(5), pages 551-76, December.- Hansen,B.E., 1999.
"
**Testing for linearity**," Working papers 7, Wisconsin Madison - Social Systems.

- Hansen,B.E., 1999.
"
- Hansen Bruce E., 1997.
"
**Inference in TAR Models**," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(1), pages 1-16, April.- Tom Doan, .
"
**THRESHTEST: RATS procedure to perform Hansen's Test for Threshold Break**," Statistical Software Components RTS00210, Boston College Department of Economics.

- Tom Doan, .
"
- Hansen, Bruce E. & Horowitz, Joel L., 1997.
"
**Handbook of Econometrics, vol. 4 Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994**," Econometric Theory, Cambridge University Press, vol. 13(01), pages 119-132, February. - Hansen, Bruce E, 1997.
"
**Approximate Asymptotic P Values for Structural-Change Tests**," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 60-67, January.- Tom Doan, .
"
**RATS programs to replicate Hansen's examples of Andrews-Ploberger test**," Statistical Software Components RTZ00087, Boston College Department of Economics. - Bruce E. Hansen, 1995.
"
**Approximate Asymptotic P-Values for Structural Change Tests**," Boston College Working Papers in Economics 297., Boston College Department of Economics.

- Tom Doan, .
"
- Gregory, Allan W. & Hansen, Bruce E., 1996.
"
**Residual-based tests for cointegration in models with regime shifts**," Journal of Econometrics, Elsevier, vol. 70(1), pages 99-126, January.- Allan w. Gregory & Bruce E. Hansen, 1992.
"
**residual-Based Tests for Cointegration in Models with Regime Shifts**," Working Papers 862, Queen's University, Department of Economics. - Gregory, A.W. & Hansen, B.E., 1992.
"
**Residual-Based Tests for Cointegration in Models with Regime Shifts**," RCER Working Papers 335, University of Rochester - Center for Economic Research (RCER). - Tom Doan, .
"
**RATS programs to replicate results from Gregory and Hansen(1996) JOE article**," Statistical Software Components RTZ00081, Boston College Department of Economics. - Tom Doan, .
"
**GREGORYHANSEN: RATS procedure to implement Gregory-Hansen test for Cointegration with breaks**," Statistical Software Components RTS00082, Boston College Department of Economics.

- Allan w. Gregory & Bruce E. Hansen, 1992.
"
- Hansen, Bruce E, 1996.
"
**Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis**," Econometrica, Econometric Society, vol. 64(2), pages 413-30, March.- Tom Doan, .
"
**RATS programs to replicate Hansen's threshold estimation and testing results**," Statistical Software Components RTZ00091, Boston College Department of Economics. - Hansen, B.E., 1991.
"
**Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis**," RCER Working Papers 296, University of Rochester - Center for Economic Research (RCER). - Tom Doan, .
"
**TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect**," Statistical Software Components RTS00209, Boston College Department of Economics.

- Tom Doan, .
"
- Gregory, Allan W & Hansen, Bruce E, 1996.
"
**Tests for Cointegration in Models with Regime and Trend Shifts**," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(3), pages 555-60, August.- Tom Doan, .
"
**GREGORYHANSEN: RATS procedure to implement Gregory-Hansen test for Cointegration with breaks**," Statistical Software Components RTS00082, Boston College Department of Economics.

- Tom Doan, .
"
- Hansen, Bruce E, 1996.
"
**Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(2), pages 195-98, March-Apr.- Bruce E. Hansen, 1995.
"
**Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP**," Boston College Working Papers in Economics 296., Boston College Department of Economics.

- Bruce E. Hansen, 1995.
"
- Hansen, Bruce E., 1996.
"
**Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays**," Econometric Theory, Cambridge University Press, vol. 12(02), pages 347-359, June.- Bruce E. Hansen, 1994.
"
**Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays**," Boston College Working Papers in Economics 295., Boston College Department of Economics.

- Bruce E. Hansen, 1994.
"
- Hansen, Bruce E, 1996.
"
**Methodology: Alchemy or Science: Review Article**," Economic Journal, Royal Economic Society, vol. 106(438), pages 1398-1413, September. - Hansen, Bruce E, 1995.
"
**Regression with Nonstationary Volatility**," Econometrica, Econometric Society, vol. 63(5), pages 1113-32, September. - Canova, Fabio & Hansen, Bruce E, 1995.
"
**Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability**," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 237-52, July. - Hansen, Bruce E., 1995.
"
**TIME SERIES ANALYSIS James D. Hamilton Princeton University Press, 1994**," Econometric Theory, Cambridge University Press, vol. 11(03), pages 625-630, June. - Hansen, Bruce E., 1995.
"
**Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power**," Econometric Theory, Cambridge University Press, vol. 11(05), pages 1148-1171, October.- Bruce E. Hansen, 1995.
"
**Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power**," Boston College Working Papers in Economics 300., Boston College Department of Economics.

- Bruce E. Hansen, 1995.
"
- Lee, Sang-Won & Hansen, Bruce E., 1994.
"
**Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator**," Econometric Theory, Cambridge University Press, vol. 10(01), pages 29-52, March. - Hansen, Bruce E, 1994.
"
**Autoregressive Conditional Density Estimation**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(3), pages 705-30, August.- Hansen, B.E., 1992.
"
**Autoregressive Conditional Density Estimation**," RCER Working Papers 322, University of Rochester - Center for Economic Research (RCER). - Tom Doan, .
"
**RATS programs to replicate Hansen's GARCH models with time-varying t-densities**," Statistical Software Components RTZ00086, Boston College Department of Economics.

- Hansen, B.E., 1992.
"
- Hansen, Bruce E, 1993.
"
**Testing for Common Features: Comment**," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 385-86, October. - Hansen, Bruce E., 1992.
"
**Convergence to Stochastic Integrals for Dependent Heterogeneous Processes**," Econometric Theory, Cambridge University Press, vol. 8(04), pages 489-500, December. - Hansen, Bruce E, 1992.
"
**The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages S61-82, Suppl. De. - Hansen, Bruce E., 1992.
"
**Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends**," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 87-121.- Tom Doan, .
"
**FM: RATS procedure to estimate cointegrating vectors using Fully Modified Least Squares**," Statistical Software Components RTS00069, Boston College Department of Economics. - Tom Doan, .
"
**POTEST: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration**," Statistical Software Components RTS00247, Boston College Department of Economics. - Tom Doan, .
"
**POTESTRESIDS: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration on 1st stage residuals**," Statistical Software Components RTS00248, Boston College Department of Economics.

- Tom Doan, .
"
- Hansen, Bruce E, 1992.
"
**Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes**," Econometrica, Econometric Society, vol. 60(4), pages 967-72, July. - Hansen, Bruce E., 1992.
"
**Testing for parameter instability in linear models**," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 517-533, August.- Tom Doan, .
"
**STABTEST: RATS procedure to perform Hansen's stability test for OLS**," Statistical Software Components RTS00199, Boston College Department of Economics.

- Tom Doan, .
"
- Hansen, Bruce E, 1992.
"
**Tests for Parameter Instability in Regressions with I(1) Processes**," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 321-35, July.- Hansen, Bruce E, 2002.
"
**Tests for Parameter Instability in Regressions with I(1) Processes**," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 45-59, January.

- Hansen, Bruce E, 2002.
"
- Hansen, Bruce E., 1992.
"
**Heteroskedastic cointegration**," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 139-158. - Hansen, Bruce E., 1991.
"
**GARCH(1, 1) processes are near epoch dependent**," Economics Letters, Elsevier, vol. 36(2), pages 181-186, June. - Hansen, Bruce E., 1991.
"
**Strong Laws for Dependent Heterogeneous Processes**," Econometric Theory, Cambridge University Press, vol. 7(02), pages 213-221, June. - Peter C. B. Phillips & Bruce E. Hansen, 1990.
"
**Statistical Inference in Instrumental Variables Regression with I(1) Processes**," Review of Economic Studies, Oxford University Press, vol. 57(1), pages 99-125. - Hansen, Bruce E., 1988.
"
**An Integral over a Matrix Space**," Econometric Theory, Cambridge University Press, vol. 4(01), pages 179-181, April.

- Corbae,Dean & Durlauf,Steven N. & Hansen,Bruce E. (ed.), 2011.
"
**Econometric Theory and Practice**," Cambridge Books, Cambridge University Press, number 9780521184304, june. pag. - Corbae,Dean & Durlauf,Steven N. & Hansen,Bruce E. (ed.), 2006.
"
**Econometric Theory and Practice**," Cambridge Books, Cambridge University Press, number 9780521807234, june. pag.

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

- NEP-ECM: Econometrics (1) 2012-12-22. Author is listed
- NEP-ETS: Econometric Time Series (1) 2012-12-22. Author is listed
- NEP-FDG: Financial Development & Growth (1) 2014-02-08. Author is listed
- NEP-FOR: Forecasting (1) 2012-12-22. Author is listed
- NEP-GRO: Economic Growth (1) 2014-02-08. Author is listed
- NEP-MAC: Macroeconomics (1) 2013-12-15. Author is listed
- NEP-MON: Monetary Economics (1) 2013-12-15. Author is listed
- NEP-OPM: Open Economy Macroeconomics (2) 2013-07-15 2013-12-15. Author is listed

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#### Most cited item

- Peter C. B. Phillips & Bruce E. Hansen, 1990.
"
**Statistical Inference in Instrumental Variables Regression with I(1) Processes**," Review of Economic Studies, Oxford University Press, vol. 57(1), pages 99-125.

#### Most downloaded item (past 12 months)

- Hansen, Bruce E., 1995.
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**TIME SERIES ANALYSIS James D. Hamilton Princeton University Press, 1994**," Econometric Theory, Cambridge University Press, vol. 11(03), pages 625-630, June.

#### Access and download statistics for all items

#### Co-authorship network on CollEc

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