Bruce E. Hansen : Citation Profile


Are you Bruce E. Hansen?

University of Wisconsin-Madison

37

H index

55

i10 index

15982

Citations

RESEARCH PRODUCTION:

63

Articles

35

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 515
   Journals where Bruce E. Hansen has often published
   Relations with other researchers
   Recent citing documents: 1303.    Total self citations: 31 (0.19 %)

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   Permalink: http://citec.repec.org/pha79
   Updated: 2023-01-28    RAS profile: 2020-10-21    
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Relations with other researchers


Works with:

Lee, Seojeong (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Bruce E. Hansen.

Is cited by:

Shahbaz, Muhammad (179)

GUPTA, RANGAN (91)

Taylor, Robert (89)

Asongu, Simplice (84)

Cavaliere, Giuseppe (83)

McAleer, Michael (82)

Phillips, Peter (80)

Stengos, Thanasis (70)

Balcilar, Mehmet (68)

Phiri, Andrew (68)

Miller, Stephen (65)

Cites to:

Andrews, Donald (37)

Bai, Jushan (21)

Watson, Mark (20)

Stock, James (19)

Reichlin, Lucrezia (17)

Phillips, Peter (17)

Perron, Pierre (14)

Pötscher, Benedikt (14)

Leeb, Hannes (12)

White, Halbert (11)

Giannone, Domenico (10)

Main data


Where Bruce E. Hansen has published?


Journals with more than one article published# docs
Econometric Theory15
Journal of Econometrics13
Econometrica6
Journal of Business & Economic Statistics6
Journal of Business & Economic Statistics3
Journal of Applied Econometrics2
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Boston College Working Papers in Economics / Boston College Department of Economics11
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2
Discussion Papers / School of Economics, The University of New South Wales2

Recent works citing Bruce E. Hansen (2022 and 2021)


YearTitle of citing document
2021Threshold Effect of Inflation on Agricultural Growth: Evidence from Developing Countries. (2021). Odhiambo, Nicholas ; Aye, Goodness C. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:2:p:28-50.

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2021Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach. (2021). Lahiri, Kajal ; Hounyo, Ulrich. In: CREATES Research Papers. RePEc:aah:create:2021-14.

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2022Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Nielsen, Morten Orregaard ; MacKINNON, James . In: CREATES Research Papers. RePEc:aah:create:2022-08.

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2022Long-term Financing: Exploring the Recent Advances in the Brazilian Bond Market. (2022). Bortoluzzo, Adriana Bruscato ; Lazzarini, Sergio Giovanetti ; da Aparecida, Lucas Boareto. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:2:1500.

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2021The asymmetric effect of internet access on economic growth in sub-Saharan Africa: Insight from a dynamic panel threshold regression. (2021). Asongu, Simplice ; Abdulqadir, Idris A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/014.

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2021The asymmetric effect of internet access on economic growth in sub-Saharan Africa. (2021). Asongu, Simplice ; Abdulqadir, Idris A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/070.

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2021The asymmetric effect of internet access on economic growth in sub-Saharan Africa. (2021). Asongu, Simplice ; Abdulqadir, Idris A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/075.

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2021Going Negative at the Zero Lower Bound: The Effects of Negative Nominal Interest Rates. (2021). Ulate, Mauricio. In: American Economic Review. RePEc:aea:aecrev:v:111:y:2021:i:1:p:1-40.

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2022Subways and Urban Air Pollution. (2022). Gonzalez-Navarro, Marco ; Gendron-Carrier, Nicolas ; Turner, Matthew A ; Polloni, Stefano. In: American Economic Journal: Applied Economics. RePEc:aea:aejapp:v:14:y:2022:i:1:p:164-96.

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2021Dating business cycles in France: A reference chronology. (2021). DIEBOLT, Claude ; Pionnier, Pierre-Alain ; Mignon, Valrie ; Heyer, Eric ; Ferrara, Laurent ; Doz, Catherine ; BEC, Frdrique ; Aviat, Antonin. In: Working Papers. RePEc:afc:wpaper:08-21.

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2021The asymmetric effect of internet access on economic growth in sub-Saharan Africa: Insight from a dynamic panel threshold regression. (2021). Asongu, Simplice ; Abdulqadir, Idris A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/014.

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2021The asymmetric effect of internet access on economic growth in sub-Saharan Africa. (2021). Asongu, Simplice ; Abdulqadir, Idris A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/070.

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2021The asymmetric effect of internet access on economic growth in sub-Saharan Africa. (2021). Asongu, Simplice ; Abdulqadir, Idris A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/075.

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2022The Non-Linear Effects of Fixed Broadband on Economic Growth in Africa. (2022). Asongu, Simplice A ; Kouam, Jean C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/039.

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2022Duration of Support and Financial Health of Business Support Structures in Burkina Faso, Cameroon, and Ghana: A Micro-Econometric Analysis. (2022). Asongu, Simplice ; Foretia, Denis ; Asanga, Fri L ; Nantchouang, Robert ; Meh, Bin J ; Kouam, Jean C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/048.

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2022Resource Rents and Economic Growth: Governance and Infrastructure Thresholds. (2022). Diop, Samba ; Asongu, Simplice A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/072.

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2022Long-term price and income elasticity of residential natural gas demand in Turkey. (2022). Tatlı, Halim. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(630):y:2022:i:1(630):p:101-122.

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2021Estimating the relationship between governance, economic growth, inequality and poverty. (2021). Boudeghdegh, Ahmed ; Touitou, Mohammed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(628):y:2021:i:3(628):p:115-128.

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2021Non-linear effect of public debt on economic growth: The case of Tunisia. (2021). Boulila, Ghazi ; Maaroufi, Ahmed. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(629):y:2021:i:4(629):p:121-134.

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2022.

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2022.

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2022.

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2021.

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2022Effects of international trade on world agricultural production and productivity: evidence from a panel of 126 countries 1962-2014. (2022). GONG, Binlei ; Hu, Weibin ; Wang, Shuo ; Zhang, Qizheng ; Yuan, Lingran. In: International Food and Agribusiness Management Review. RePEc:ags:ifaamr:320218.

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2022Nexus of Agricultural Credit and Sustainable Food Production in Nigeria: Application of A Modified Regression Model. (2022). Abu, Orefi ; Umeh, Joseph Chinedu ; Shaibu, Ufedo Monday. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:324829.

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2021Cov?d-19 Krizinin Petrol Fiyatlar? Üzerine Etkisi. (2021). Kulolu, Ayhan. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:3:p:710-727.

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2022Borsa ?stanbul Alt Endekslerinde Etkin Piyasa Hipotezinin Test Edilmesi: Fourier K?r?lmal? ve Do?rusal Olmayan Birim Kök Testlerinden Kan?tlar. (2022). Umut, Alican ; Pazarci, Evket ; Kili, Emre ; Altunta, Mehmet. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:1:p:169-185.

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2021The Bayesian approach to poverty measurement. (2021). Lubrano, Michel ; Xun, Zhou. In: AMSE Working Papers. RePEc:aim:wpaimx:2133.

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2021Nexus of Corruption Control and Economic Development in African Least Corrupt Countries. (2021). Riti, Joshua Sunday ; Gubak, Happy Daniel. In: Contemporary Research in Education and English Language Teaching. RePEc:ajp:jocrss:2021:p:1-10.

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2021Public Debt - Economic Growth: Evidence of a Non-linear Relationship. (2021). OPC, Muhammed ; O. P. C. Muhammed Rafi, ; Augustine, Blessy. In: BASE University Working Papers. RePEc:alj:wpaper:11/2021.

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2021Oil rent and the quality of institutions in Sub-Saharan African countries: Evidence using the dynamic panel threshold model. (2021). Helgath, Bybert Moudjare. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202192.

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2022Political instability and economic growth in Nigeria. (2022). Zubair, Taofeek Bidemi ; Arowolo, Omobola Hannah ; Akinlo, Taiwo. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202209.

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2021Relationship between the Service Sector and Economic Growth: Evidence from China. (2021). Murselzade, Vusal ; Cavusoglu, Behiye. In: Asian Journal of Social Sciences and Management Studies. RePEc:aoj:ajssms:2021:p:15-22.

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2022Full Modified Ordinary Least Square Analysis of the Relationship between New Technologies of Information, Financial Development and Growth in WAEMU Zone. (2022). Guy, Drama Bdi. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2022:p:39-49.

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2021.

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2021Dynamic Quantile Function Models. (2017). Sisson, Scott A ; Gerlach, Richard H ; Peters, Gareth W ; Ye, Wilson . In: Papers. RePEc:arx:papers:1707.02587.

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2021Minimizing Sensitivity to Model Misspecification. (2018). Weidner, Martin ; Bonhomme, Stéphane. In: Papers. RePEc:arx:papers:1807.02161.

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2021On LASSO for Predictive Regression. (2018). Lee, Ji Hyung ; Gao, Zhan ; Shi, Zhentao ; Hyung, JI. In: Papers. RePEc:arx:papers:1810.03140.

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2021Posterior Average Effects. (2019). Weidner, Martin ; Bonhomme, Stéphane. In: Papers. RePEc:arx:papers:1906.06360.

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2022Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2021Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2021Predictive properties of forecast combination, ensemble methods, and Bayesian predictive synthesis. (2019). McAlinn, Kenichiro ; Takanashi, Kosaku. In: Papers. RePEc:arx:papers:1911.08662.

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2022A simple way to assess inference methods. (2019). Ferman, Bruno. In: Papers. RePEc:arx:papers:1912.08772.

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2021Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2021Dependence-Robust Inference Using Resampled Statistics. (2020). Leung, Michael P. In: Papers. RePEc:arx:papers:2002.02097.

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2021Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968.

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2022Backward CUSUM for Testing and Monitoring Structural Change. (2020). Breitung, Jörg ; Otto, Sven. In: Papers. RePEc:arx:papers:2003.02682.

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2021Complete Subset Averaging for Quantile Regressions. (2020). Shin, Youngki ; Lee, Ji Hyung. In: Papers. RePEc:arx:papers:2003.03299.

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2021Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Papers. RePEc:arx:papers:2005.01160.

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2021Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles. (2020). Wang, Chao ; Storti, Giuseppe. In: Papers. RePEc:arx:papers:2005.04868.

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2022Fair Policy Targeting. (2020). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:2005.12395.

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2021New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2022Lasso Inference for High-Dimensional Time Series. (2020). Smeekes, Stephan ; Wilms, Ines ; Adamek, Robert. In: Papers. RePEc:arx:papers:2007.10952.

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2021Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market. (2020). Noda, Akihiko ; Hirayama, Kenichi. In: Papers. RePEc:arx:papers:2008.00860.

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2021Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve. (2020). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:2009.02262.

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2022Two-Stage Maximum Score Estimator. (2020). Xu, Sheng ; Gao, Wayne Yuan. In: Papers. RePEc:arx:papers:2009.02854.

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2022Empirical likelihood and uniform convergence rates for dyadic kernel density estimation. (2020). Tan, Bing Yang ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2010.08838.

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2022Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877.

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2021Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

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2021Learning from Forecast Errors: A New Approach to Forecast Combinations. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.02077.

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2022Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2021Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression. (2020). Niu, Fengshi ; Graham, Bryan S ; Powell, James L. In: Papers. RePEc:arx:papers:2012.08444.

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2022Using Monotonicity Restrictions to Identify Models with Partially Latent Covariates. (2021). Postlewaite, Andrew ; Bang, Minji ; Gao, Wayne Yuan ; Sieg, Holger. In: Papers. RePEc:arx:papers:2101.05847.

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2021CRPS Learning. (2021). Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2102.00968.

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2021Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2021Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626.

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2022Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach. (2021). Yu, Seunghyeon ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.12783.

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2021The Kernel Trick for Nonlinear Factor Modeling. (2021). Kutateladze, Varlam. In: Papers. RePEc:arx:papers:2103.01266.

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2021Some Finite Sample Properties of the Sign Test. (2021). Cai, Yong. In: Papers. RePEc:arx:papers:2103.01412.

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2022Network Cluster-Robust Inference. (2021). Leung, Michael P. In: Papers. RePEc:arx:papers:2103.01470.

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2021Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2022Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

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2021The role of Common Agricultural Policy (CAP) in enhancing and stabilising farm income: an analysis of income transfer efficiency and the Income Stabilisation Tool. (2021). Luigi, Biagini ; Severini, Simone. In: Papers. RePEc:arx:papers:2104.14188.

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2022A Modified Randomization Test for the Level of Clustering. (2021). Cai, Yong. In: Papers. RePEc:arx:papers:2105.01008.

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2021Generalized Autoregressive Moving Average Models with GARCH Errors. (2021). Zheng, Tingguo ; Chen, Rong ; Xiao, Han. In: Papers. RePEc:arx:papers:2105.05532.

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2021The relationship between economic growth and environment. Testing the EKC hypothesis for Latin American countries. (2021). de Juan, A ; Seri, C. In: Papers. RePEc:arx:papers:2105.11405.

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2021The causal effect of political power on the provision of public education: Evidence from a weighted voting system. (2021). Pettersson-Lidbom, Per ; Tyrefors, Björn ; Erik, Lindgren. In: Papers. RePEc:arx:papers:2106.00350.

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2022Panel Data with Unknown Clusters. (2021). Cai, Yong. In: Papers. RePEc:arx:papers:2106.05503.

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2022Estimation and Inference in Factor Copula Models with Exogenous Covariates. (2021). Wied, Dominik ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2107.03366.

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2021Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems. (2021). , Peter ; PEter, ; Kheifets, Igor L. In: Papers. RePEc:arx:papers:2108.03486.

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2021Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution. (2021). Nakatsuma, Teruo ; Oya, Sakae. In: Papers. RePEc:arx:papers:2108.04019.

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2022Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2021Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic. (2021). Noda, Akihiko. In: Papers. RePEc:arx:papers:2109.02933.

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2021Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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2021On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; Gao, Jiti ; Yan, Yayi. In: Papers. RePEc:arx:papers:2111.00450.

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2021Bootstrap inference for panel data quantile regression. (2021). Xiao, Zhijie ; Parker, Thomas ; Galvao, Antonio F. In: Papers. RePEc:arx:papers:2111.03626.

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2021Uniform Convergence for Local Linear Regression Estimation of the Conditional Distribution. (2021). Xie, Haitian. In: Papers. RePEc:arx:papers:2112.08546.

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2022Asymptotic properties of Bayesian inference in linear regression with a structural break. (2022). Shimizu, Kenichi. In: Papers. RePEc:arx:papers:2201.07319.

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2022Standard errors for two-way clustering with serially correlated time effects. (2022). Sasaki, Yuya ; Hansen, Bruce E ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2201.11304.

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2022Predicting Default Probabilities for Stress Tests: A Comparison of Models. (2022). Guth, Martin. In: Papers. RePEc:arx:papers:2202.03110.

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2022Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data. (2022). Lamarche, Carlos ; Muris, Chris ; Harding, Matthew. In: Papers. RePEc:arx:papers:2203.03051.

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2022On the dependence structure of the trade/no trade sequence of illiquid assets. (2022). Raissi, Hamdi. In: Papers. RePEc:arx:papers:2203.08223.

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2022Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes. (2022). Tabord-Meehan, Max ; Shaikh, Azeem ; Canay, Ivan ; Bugni, Federico . In: Papers. RePEc:arx:papers:2204.08356.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03285.

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2022Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03288.

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2022Robust Data-Driven Decisions Under Model Uncertainty. (2022). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2205.04573.

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2022A Robust Permutation Test for Subvector Inference in Linear Regressions. (2022). Tuvaandorj, Purevdorj ; D'Haultfoeuille, Xavier. In: Papers. RePEc:arx:papers:2205.06713.

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2022Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278.

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2022Unbiased estimation of the OLS covariance matrix when the errors are clustered. (2022). Wansbeek, Tom ; Niccodemi, Gianmaria ; Boot, Tom. In: Papers. RePEc:arx:papers:2206.09644.

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2022LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling. (2022). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2207.04794.

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More than 100 citations found, this list is not complete...

Bruce E. Hansen has edited the books:


YearTitleTypeCited

Works by Bruce E. Hansen:


YearTitleTypeCited
2001The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity In: Journal of Economic Perspectives.
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article334
2019Asymptotic Theory for Clustered Samples In: Papers.
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paper37
2019Asymptotic theory for clustered samples.(2019) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 37
article
2017Asymptotic Theory for Clustered Samples.(2017) In: Discussion Papers.
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This paper has another version. Agregated cites: 37
paper
1998The grid bootstrap and the autoregressive model In: Working papers.
[Full Text][Citation analysis]
paper252
1999The Grid Bootstrap And The Autoregressive Model.(1999) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 252
article
1998Threshold autoregression with a near unit root In: Working papers.
[Full Text][Citation analysis]
paper19
1998Threshold Autoregressions with a Near Unit Root.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 19
paper
1999Testing for linearity In: Working papers.
[Full Text][Citation analysis]
paper222
2003Recounts From Undervotes: Evidence From the 2000 Presidential Election In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article0
1992Tests for Parameter Instability in Regressions with I(1) Processes. In: Journal of Business & Economic Statistics.
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article654
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