Bruce E. Hansen : Citation Profile


Are you Bruce E. Hansen?

University of Wisconsin-Madison

39

H index

55

i10 index

17425

Citations

RESEARCH PRODUCTION:

63

Articles

35

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 562
   Journals where Bruce E. Hansen has often published
   Relations with other researchers
   Recent citing documents: 577.    Total self citations: 31 (0.18 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha79
   Updated: 2024-01-16    RAS profile: 2020-10-21    
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Relations with other researchers


Works with:

Lee, Seojeong (2)

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 (187)

Phillips, Peter (104)

GUPTA, RANGAN (94)

Taylor, Robert (93)

Asongu, Simplice (86)

Cavaliere, Giuseppe (83)

Stengos, Thanasis (77)

Balcilar, Mehmet (71)

Phiri, Andrew (69)

Perron, Pierre (65)

SEO, MYUNG HWAN (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)

Steel, Mark (11)

Campbell, John (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
Econometric Reviews2
Journal of Applied Econometrics2

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 (2024 and 2023)


YearTitle of citing document
2023Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts. (2023). Kim, Hyeongwoo ; Durmaz, Nazif ; Sun, Yanfei ; Lee, Hyejin. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-03.

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2023Trend Breaks and the Persistence of Closed-End Fund Discounts. (2023). Kim, Hyeongwoo ; Sun, Yanfei ; Lee, Hyejin ; Durmaz, Nazif. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-08.

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2023Relationship between Inflation and Other Macro Economics Factors: Comparative Study of Germany, Japan and New Zealand. (2023). Imran, Muhammad Daniyal ; Khan, Uzair Hassan. In: Journal of Economic Impact. RePEc:adx:journl:v:5:y:2023:i:1:p:76-87.

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2023Towards sustainability: The relationship between foreign direct investment, economic freedom and inclusive green growth. (2023). Ojong, Nathanael ; Figari, Francesco ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/023.

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2023The impact of the economic policy uncertainty and geopolitical risks on tourism demand of Mexico. (2023). Eryuzlu, Hakan ; Hopolu, Serta ; Yilanci, Veli. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(636):y:2023:i:3(636):p:147-164.

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2023Factors Influencing the Prices of Rice, Maize and Wheat Prices in Nigeria. (2023). Obayelu, Abiodun Elijah ; Verter, Nahanga ; Ogunmola, Omotoso Oluseye. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:334664.

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2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720.

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2023Does Domestic Food Production Contribute to Improved Life Expectancy? Evidence from Low-Income Food-Deficit Countries (LIFDCS In Africa. (2023). Nzeh, Innocent Chile. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:330864.

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2023Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2023Predictive 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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2023The Cointegrated VAR without Unit Roots: Representation Theory and Asymptotics. (2020). Simons, Jerome R ; Duffy, James A. In: Papers. RePEc:arx:papers:2002.08092.

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2023New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191.

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2023Modeling Long Cycles. (2020). Marmer, Vadim ; Kang, Natasha. In: Papers. RePEc:arx:papers:2010.13877.

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2023Using 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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2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2023Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2023Network Cluster-Robust Inference. (2021). Leung, Michael P. In: Papers. RePEc:arx:papers:2103.01470.

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2023Performance 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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2023Uniform Convergence for Local Linear Regression Estimation of the Conditional Distribution. (2021). Xie, Haitian. In: Papers. RePEc:arx:papers:2112.08546.

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2023Standard 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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2023Inference 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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2023Leverage, 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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2023A 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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2023Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

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2023Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028.

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2023The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2023Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2023Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027.

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2023General Conditions for Valid Inference in Multi-Way Clustering. (2023). Yap, Luther. In: Papers. RePEc:arx:papers:2301.03805.

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2023Testing for the appropriate level of clustering in linear regression models. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2301.04522.

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2023Testing for Coefficient Randomness in Local-to-Unity Autoregressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2301.04853.

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2023Testing Firm Conduct. (2023). Sullivan, Christopher ; Solvsten, Mikkel ; Magnolfi, Lorenzo ; Duarte, Marco. In: Papers. RePEc:arx:papers:2301.06720.

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2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2023Asymptotic Representations for Sequential Decisions, Adaptive Experiments, and Batched Bandits. (2023). Porter, Jack R ; Hirano, Keisuke. In: Papers. RePEc:arx:papers:2302.03117.

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2023Structural Break Detection in Quantile Predictive Regression Models with Persistent Covariates. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2302.05193.

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2023Counterfactual Copula and Its Application to the Effects of College Education on Intergenerational Mobility. (2023). Su, Jiun-Hua ; Lai, Tsung-Chih. In: Papers. RePEc:arx:papers:2303.06658.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030.

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2023Testing for idiosyncratic Treatment Effect Heterogeneity. (2023). Ramirez-Cuellar, Jaime. In: Papers. RePEc:arx:papers:2304.01141.

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2023Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.00860.

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2023Transfer Estimates for Causal Effects across Heterogeneous Sites. (2023). Menzel, Konrad. In: Papers. RePEc:arx:papers:2305.01435.

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2023Efficient Semiparametric Estimation of Average Treatment Effects Under Covariate Adaptive Randomization. (2023). Rafi, Ahnaf. In: Papers. RePEc:arx:papers:2305.08340.

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2023Semiparametrically Optimal Cointegration Test. (2023). Zhou, BO. In: Papers. RePEc:arx:papers:2305.08880.

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2023Adapting to Misspecification. (2023). Kline, Patrick ; Sun, Liyang ; Armstrong, Timothy B. In: Papers. RePEc:arx:papers:2305.14265.

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2023Time-Varying Vector Error-Correction Models: Estimation and Inference. (2023). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2305.17829.

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2023Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

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2023A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271.

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2023The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis. (2023). Ampountolas, Apostolos. In: Papers. RePEc:arx:papers:2307.09137.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2023Predictability Tests Robust against Parameter Instability. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.15151.

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2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

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2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

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2023Linear Regression with Weak Exogeneity. (2023). Solvsten, Mikkel ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:2308.08958.

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2023Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.13915.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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2023A Trimming Estimator for the Latent-Diffusion-Observed-Adoption Model. (2023). Sanna, L S. In: Papers. RePEc:arx:papers:2309.01471.

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2023Moment-Based Estimation of Diffusion and Adoption Parameters in Networks. (2023). Sanna, L S. In: Papers. RePEc:arx:papers:2309.01489.

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2023Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

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2023The Connection Between Political Stability and Inflation: Insights from Four South Asian Nations. (2023). Huq, Md Fazlul ; Salma, Ummya. In: Papers. RePEc:arx:papers:2310.08415.

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2023The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2023). Dai, Yun-Shi ; Zhou, Wei-Xing ; Duong, Kiet Tuan. In: Papers. RePEc:arx:papers:2310.16850.

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2023Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638.

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2023Estimation of Semiparametric Multi-Index Models Using Deep Neural Networks. (2023). GAO, Jiti ; Dong, Chaohua ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2311.02789.

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2023Optimal Estimation Methodologies for Panel Data Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.03471.

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2023Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2023Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2023Does Global Economic Uncertainty Affect Foreign Direct Investment? Evidence From Asian Emerging Markets. (2023). Jimmy, Maxwell ; Boluwatife, Bamidele ; Akpa, Emeka O ; Okunoye, Ismaila Adeleye. In: Asian Economics Letters. RePEc:ayb:jrnael:90.

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2023Dinámica y determinantes del consumo de los hogares en Colombia durante la postpandemia del Covid-19. (2023). Vargas, Carmina ; Arias-Rodríguez, Fernando ; Sanchez-Jabba, Andres ; Rodriguez-Nio, Norberto ; Vasquez-Escobar, Diego ; Granger, Clark ; Lozano-Espitia, Ignacio ; Arias-Rodriguez, Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1242.

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2023Forecasting Inflation from Disaggregated Data: The Colombian case. (2023). Caicedo-Garcia, Edgar ; Gonzalez-Molano, Eliana R ; Martinez-Rivera, Wilmer. In: Borradores de Economia. RePEc:bdr:borrec:1251.

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2023Connecting the Dots: Renewable Energy, Economic Growth, Reforestation, and Greenhouse Gas Emissions in Colombia. (2023). Parra-Amado, Daniel ; Melo-Velandia, Luis ; Alonso-Sanabria, Juan David. In: Borradores de Economia. RePEc:bdr:borrec:1252.

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2023For What Its Worth: Measuring Land Value in the Era of Big Data and Machine Learning. (2023). Moulton, Jeremy G ; Cornwall, Gary ; Wentland, Scott. In: BEA Working Papers. RePEc:bea:wpaper:0209.

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2023Copula-Based Modelling of Relationship Between Dollar/Rouble Exchange Rate and Oil Prices. (2023). Polbin, Andrey ; Kulikov, Alexander ; Bedin, Andrey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:3:p:87-109.

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2023Intersectoral labor migration and agriculture in the United States and Japan. (2023). Ko, Minkyong ; Sonoda, Tadashi ; Ramsey, Ford A. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:3:p:364-381.

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2023Influence of healthy human capital and environmental regulation on green total factor productivity in China. (2023). Chen, Yaqian ; Zheng, Yueming. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:82:y:2023:i:3:p:241-261.

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2023Jackknife model averaging for high?dimensional quantile regression. (2023). Zou, Guohua ; You, Kang ; Zhang, Xinyu ; Wang, Miaomiao. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:1:p:178-189.

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2023Multikink quantile regression for longitudinal data with application to progesterone data analysis. (2023). Zou, Changliang ; Zhang, Wenyang ; Zhong, Wei ; Wan, Chuang. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:2:p:747-760.

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2023Frequentist model averaging for undirected Gaussian graphical models. (2023). Zhang, Xinyu ; Liu, Huihang. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:2050-2062.

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2023Nonparametric scanning tests of homogeneity for hierarchical models with continuous covariates. (2023). Kim, Kyungmann ; Hsu, Weiwen ; Todem, David. In: Biometrics. RePEc:bla:biomet:v:79:y:2023:i:3:p:2063-2075.

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2023Green innovation and SO2 emissions: Dynamic threshold effect of human capital. (2023). Wu, Chao ; Salman, Muhammad ; Yan, Zheming ; Long, Xingle ; Wang, Qinglin ; Luo, Yusen. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:499-515.

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2023The dynamics of the house price?to?income ratio: Theory and evidence. (2023). Leung, Charles ; Ho, Edward Chi. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:1:p:61-78.

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2023Monitoring Financial Conditions and Downside Risk to Economic Activity in Australia. (2023). Hartigan, Luke ; Wright, Michelle. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:253-287.

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2023Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32.

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2023Directed graphs and variable selection in large vector autoregressive models. (2023). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:223-246.

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2023A nonparametric predictive regression model using partitioning estimators based on Taylor expansions. (2023). Olmo, Jose. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:3:p:294-318.

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2023Exploring Okuns law asymmetry: An endogenous threshold logistic smooth transition regression approach. (2023). McAdam, Peter ; Tzavalis, Elias ; Christopoulos, Dimitris. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:123-158.

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2023Variable Screening and Model Averaging for Expectile Regressions. (2023). Wang, Siwei ; Tu, Yundong. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:574-598.

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2023The nexus between health expenditure, life expectancy, and economic growth: ARDL model analysis for Kenya. (2023). Alwago, Wycliffe Obwori. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:15:y:2023:i:5:p:1064-1085.

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2023Corruption, imported innovation, and growth: Evidence using the panel smooth transition regression approach for developing countries. (2023). Hakimi, Abdelaziz ; Hamdi, Helmi. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:15:y:2023:i:5:p:956-972.

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2023Changing the channel: Digitization and the rise of “middle tail” strategies. (2023). Waldfogel, Joel ; Benner, Mary J. In: Strategic Management Journal. RePEc:bla:stratm:v:44:y:2023:i:1:p:264-287.

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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.
[Full Text][Citation analysis]
article364
2019Asymptotic Theory for Clustered Samples In: Papers.
[Full Text][Citation analysis]
paper51
2019Asymptotic theory for clustered samples.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
article
2017Asymptotic Theory for Clustered Samples.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51
paper
1998The grid bootstrap and the autoregressive model In: Working papers.
[Full Text][Citation analysis]
paper258
1999The Grid Bootstrap And The Autoregressive Model.(1999) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 258
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 nother version. Agregated cites: 19
paper
1999Testing for linearity In: Working papers.
[Full Text][Citation analysis]
paper234
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.
[Citation analysis]
article737
2002Tests for Parameter Instability in Regressions with I(1) Processes..(2002) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has nother version. Agregated cites: 737
article
1993Testing for Common Features: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article0
1995Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability. In: Journal of Business & Economic Statistics.
[Citation analysis]
article144
1997Approximate Asymptotic P Values for Structural-Change Tests. In: Journal of Business & Economic Statistics.
[Citation analysis]
article463
1995Approximate Asymptotic P-Values for Structural Change Tests.(1995) In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 463
paper
2002Generalized Method of Moments and Macroeconomics. In: Journal of Business & Economic Statistics.
[Citation analysis]
article37
1996Tests for Cointegration in Models with Regime and Trend Shifts. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article1023
1994Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays In: Boston College Working Papers in Economics.
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