Bruce E. Hansen : Citation Profile


Are you Bruce E. Hansen?

University of Wisconsin-Madison

33

H index

48

i10 index

12182

Citations

RESEARCH PRODUCTION:

59

Articles

31

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   28 years (1988 - 2016). See details.
   Cites by year: 435
   Journals where Bruce E. Hansen has often published
   Relations with other researchers
   Recent citing documents: 1364.    Total self citations: 27 (0.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha79
   Updated: 2019-10-06    RAS profile: 2017-11-17    
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Relations with other researchers


Works with:

Fujiwara, Ippei (3)

Ogaki, Masao (3)

Kim, Hyeongwoo (3)

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 (155)

GUPTA, RANGAN (93)

McAleer, Michael (85)

Taylor, Robert (83)

Cavaliere, Giuseppe (75)

Phillips, Peter (73)

Balcilar, Mehmet (65)

Narayan, Paresh (62)

Miller, Stephen (60)

Phiri, Andrew (59)

Gabriel, Vasco (51)

Cites to:

Andrews, Donald (31)

Bai, Jushan (21)

Watson, Mark (14)

Stock, James (12)

Pötscher, Benedikt (11)

Campbell, John (10)

Leeb, Hannes (10)

Phillips, Peter (10)

Steel, Mark (9)

Ploberger, Werner (9)

Reichlin, Lucrezia (9)

Main data


Where Bruce E. Hansen has published?


Journals with more than one article published# docs
Econometric Theory16
Journal of Econometrics13
Journal of Business & Economic Statistics6
Econometrica6
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

Recent works citing Bruce E. Hansen (2018 and 2017)


YearTitle of citing document
2017Nonlinear models in macroeconometrics. (2017). Teräsvirta, Timo ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2017-32.

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2018Diffusion Copulas: Identification and Estimation. (2018). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun. In: CREATES Research Papers. RePEc:aah:create:2018-20.

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2018Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD. (2018). Xie, Shangyu ; Gao, Jiti ; Casas, Isabel. In: CREATES Research Papers. RePEc:aah:create:2018-29.

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2019Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele E. In: Research Africa Network Working Papers. RePEc:abh:wpaper:19/014.

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2018Understanding Why Fiscal Stimulus Can Fail through the Lens of the Survey of Professional Forecasters. (2018). Zhang, Shuwei ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-04.

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2018Exchange Rate Pass-Through to Consumer Prices and the Role of Energy Prices. (2018). Kim, Hyeongwoo ; Lin, Ying. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2018-05.

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2019Exchange Rate Pass-Through to Consumer Prices: The Increasing Role of Energy Prices. (2019). Thompson, Henry ; Kim, Hyeongwoo ; Lin, Ying. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2019-01.

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2017Does Home Production Drive Structural Transformation?. (2017). Moslehi, Solmaz ; Moro, Alessio ; Tanaka, Satoshi. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:116-46.

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2017Electricity Sector Performance: A Panel Threshold Analysis. (2017). Stengos, Thanasis ; POLEMIS, MICHAEL. In: The Energy Journal. RePEc:aen:journl:ej38-3-stengos.

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2018Does Daylight Saving Save Electricity? A Meta-Analysis. (2018). Irsova, Zuzana ; Herman, Dominik ; Havranek, Tomas ; Tomas, Dominik Herman. In: The Energy Journal. RePEc:aen:journl:ej39-2-irsova.

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2019Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed. In: Working Papers. RePEc:afc:wpaper:07-19.

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2019Financial Reforms and Industrialisation: Evidence from Nigeria. (2019). Folarin, Oludele. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/014.

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2019Inequality, Information Technology and Inclusive Education in Sub-Saharan Africa. (2019). Asongu, Simplice ; Nting, Rexon T ; Orim, Stella-Maris I. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/035.

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2019Insurance Policy Thresholds for Economic Growth in Africa. (2019). Odhiambo, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/037.

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2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/040.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Giri, A K ; Shastri, Shruti ; Mohapatra, Geetilaxmi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(610):y:2017:i:1(610):p:163-178.

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2018Macroeconomic uncertainty and FDI in developing countries. (2018). Das, Pradeep Kumar . In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:15-30.

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2018Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Su, Chi-Wei ; Chang, Hsu-Ling ; Gao, Xue. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

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2018An implicit model of adjustment costs in differential input demand systems. (2018). Onel, Gulcan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:119-132.

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2017An empirical assessment of fiscal sustainability for selected South Asian economies. (2017). Mohapatra, Geetilaxmi ; Giri, A K ; Shastri, Shruti. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178.

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2019Co-integration with regime shift between government expenditure and poverty reduction in Algeria. (2019). Ayad, Hicham . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:2(619):p:205-216.

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2017How Well is the Russian Wheat Market Functioning? A Comparison with the Corn Market in the USA. (2017). Svanidze, Miranda ; Goetz, Linde J. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258114.

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2017Crop Yield and Acreage Adaptation to Climate Changes: Empirical Evidence in Recent Decades. (2017). Du, Xiaodong ; Feng, Hongli ; Hennessy, David A. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258327.

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2017Revisiting the Neoclassical Model of Out-farm Migration: Evidence from Nonlinear Panel Time Series Data. (2017). Tayebi, Zahra ; Onel, Gulcan. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259131.

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2018Mental accounting, production scale, and consumption of self-produced food: Empirical evidence from rural China. (2018). Huang, Jiaqi ; Nie, Fengying ; Kuhlgatz, Christian H ; Antonides, Gerrit. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273986.

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2018Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?. (2018). Machado, Pedro Celso ; Chung, Chanjin. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273993.

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2018Multivariate Analysis of Carbon Price with Energy Market, Climate Change, and Political Issues. (2018). Yoo, Do-Il ; Kim, So-Jin ; Kwon, Ji-Soo. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274298.

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2018Spatial Price Transmission, Transaction Costs, and Econometric Modelling: How Inference Can Be Improved When Transaction Costs Are Observed?. (2018). Machado, Pedro Celso ; Chung, Chanjin. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274841.

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2017The Swiss market for construction wood : estimating elasticities with time series simultaneous equations. (2017). Borzykowski, Nicolas. In: 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland. RePEc:ags:aesc17:258659.

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2018Price Transmission Analysis: the Case of Milk Products in Russia. (2018). Kharin, S. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276092.

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2017COST PASS-THROUGH AND PRODUCT DIFFERENTIATION. (2017). Anders, Sven ; Loy, Jens-Peter ; Bittmann, Thomas. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261145.

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2017How well is the Russian wheat market functioning? A comparison with the corn market in the USA. (2017). Svanidze, Miranda ; Gotz, Linde. In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:261434.

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2017A Spatial Econometric Analysis of Land Use Efficiency in Large and Small Municipalities. (2017). Sckokai, Paolo ; Pareglio, Stefano ; Guastella, Gianni. In: SAS: Society and Sustainability. RePEc:ags:feemss:253216.

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2017How well is the Russian wheat market functioning? A comparison with the corn market in the USAHow well is the Russian wheat market functioning? A comparison with the corn market in the USA. (2017). Svanidze, Miranda ; Gotz, Linde. In: 57th Annual Conference, Weihenstephan, Germany, September 13-15, 2017. RePEc:ags:gewi17:262000.

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2018EGYPT’S WHEAT TENDERS – A PUBLIC NOTICE BOARD FOR BLACK SEA GRAIN NOTATIONS?. (2018). Heigermoser, Maximilian ; Svanidze, Miranda ; Gotz, Linde. In: 58th Annual Conference, Kiel, Germany, September 12-14, 2018. RePEc:ags:gewi18:275853.

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2018European Market for Mercosur Agricultural Exports: An econometric study of commodity trade flows. (2018). Niemi, J. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:275934.

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2018Analysis of Price Transmission along the Cambodian Rice Value Chain. (2018). Bairagi, S ; Mohanty, S. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277022.

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2018Factor affecting the palm oil boom in Indonesia: a time series analysis. (2018). Bentivoglio, D ; Finco, A ; Bucci, G. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277129.

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2017Study on rural migration and return migration in Kosovo. (2017). Möllers, Judith ; Herzfeld, Thomas ; Bajrami, Egzon ; Traikova, Diana ; Mollers, Judith. In: IAMO Discussion Papers. RePEc:ags:iamodp:261254.

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2017TRANSMISSION BETWEEN RETAIL AND PRODUCER PRICES FOR MAIN VEGETABLE CROPS IN TUNISIA. (2017). Jeder, Houcine ; Oueslati, Adnen ; Naimi, Abdelmonem. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:266477.

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2017Testing of the Seasonal Unit Root Hypothesis in the Price Indices of Agricultural Commodities in India. (2017). Tiwari, Aviral ; Dash, Aruna Kumar ; Aviral, Subhendu Dutta. In: Asian Journal of Agriculture and Development. RePEc:ags:phajad:265766.

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2017IFAD RESEARCH SERIES 15 - Remittances, growth and poverty reduction in Asia. (2017). Bresciani, F ; Malaeb, B ; Imai, K S. In: IFAD Research Series. RePEc:ags:unadrs:280053.

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2019Transitory and Permanent Shocks in the Global Market for Crude Oil. (2019). Rebei, Nooman ; Sbia, Rashid. In: AMSE Working Papers. RePEc:aim:wpaimx:1918.

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2017Fiscal sustainability of the Visegrad Group countries in the aftermath of global economic crisis. (2017). Włodarczyk, Przemysław. In: Lodz Economics Working Papers. RePEc:ann:wpaper:2/2017.

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2018BUBBLES IN THE PRICES OF HOUSING? EVIDENCE TO BRAZIL?S ECONOMY. (2018). Silva, Marcelo ; da Nobrega, Cassio ; Paes, Nelson Leito. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:118.

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2019An Empirical Examination on Trade Openness and Economic Growth Nexus in Africa. (2019). Mbogela, Cosmas S. In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2019:p:1-15.

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2018Does financial sector development affect the growth gains from trade openness?. (2018). Terrones, Marco ; Ramírez-Rondán, N.R. ; Vilchez, Andrea ; Ramirez-Rondan, N R. In: Working Papers. RePEc:apc:wpaper:130.

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2017“Unbiased estimation of autoregressive models forbounded stochastic processes. (2017). Gadea, María ; Carrion-i-Silvestre, Josep ; Montaes, Antonio. In: AQR Working Papers. RePEc:aqr:wpaper:201710.

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2019Oil Consumption and Economic Growth in Turkey: An ARDL Bounds Test Approach in the Presence of Structural Breaks. (2019). Gzel, Alper H ; Zaydan, Zgr. In: Business, Management and Economics Research. RePEc:arp:bmerar:2019:p:77-85.

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2017How Stable is the Money Demand in Taiwan?. (2017). Shieh, Chen-Huan ; Lee, Chung-Ching ; Liu, Shou-Hsiang . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:54-64.

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2018Analysis of Ghana,s Imports and Exports. (2018). Mensah, Alice Constance ; Okyere, Ebenezer. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2018:p:1-6.

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2019Energy Prices-Inflation Nexus: A Historical Analysis for the Case of Ottoman Empire. (2019). Zaydan, Zgr. In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2019:p:86-93.

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2019Trade Policy Incentives, Market Structure and Productivity. (2019). Olayiwola, Wumi ; Alayande, Folarin. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:1106-1122.

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2019The Determinants of Foreign Direct Investments in Real Estate: Turkey Case. (2019). At, Mustafa. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:789-795.

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2017Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.1164.

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2017The Futures Premium and Rice Market Efficiency in Prewar Japan. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.5381.

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2018Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia. (2018). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

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2018Testing for Common Breaks in a Multiple Equations System. (2018). Perron, Pierre ; Oka, Tatsushi. In: Papers. RePEc:arx:papers:1606.00092.

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2017Elicitability and backtesting: Perspectives for banking regulation. (2017). Nolde, Natalia ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:1608.05498.

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2018Generalized Random Forests. (2018). Athey, Susan ; Wager, Stefan ; Tibshirani, Julie. In: Papers. RePEc:arx:papers:1610.01271.

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2017The micro-foundations of an open economy money demand: An application to the Central and Eastern European countries. (2017). Miller, Stephen ; Albulescu, Claudiu. In: Papers. RePEc:arx:papers:1704.01840.

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2018Nonparametric Regression with Multiple Thresholds: Estimation and Inference. (2018). Chiou, Yan-Yu ; Chen, Jau-Er. In: Papers. RePEc:arx:papers:1705.09418.

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

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2017Bayesian Realized-GARCH Models for Financial Tail Risk Forecasting Incorporating Two-sided Weibull Distribution. (2017). Wang, Chao ; Gerlach, Richard ; Chen, Qian. In: Papers. RePEc:arx:papers:1707.03715.

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2017Unbiased Shrinkage Estimation. (2017). Spiess, Jann. In: Papers. RePEc:arx:papers:1708.06436.

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2017Semiparametric GARCH via Bayesian model averaging. (2017). Ye, Wilson ; Gerlach, Richard H. In: Papers. RePEc:arx:papers:1708.07587.

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2019A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Papers. RePEc:arx:papers:1710.00643.

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2017A Unified Approach on the Local Power of Panel Unit Root Tests. (2017). Liang, Zhongwen. In: Papers. RePEc:arx:papers:1710.02944.

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2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2018). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

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2018Aide et Croissance dans les pays de lUnion Economique et Mon{\e}taire Ouest Africaine (UEMOA) : retour sur une relation controvers{\e}e. (2018). Bayale, Nimonka. In: Papers. RePEc:arx:papers:1805.00435.

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2018Structural Breaks in Time Series. (2018). Perron, Pierre ; Casini, Alessandro. In: Papers. RePEc:arx:papers:1805.03807.

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2018A Practical Method of Estimation and Inference for Policy-Relevant Treatment Effects. (2018). Sasaki, Yuya ; Ura, Takuya. In: Papers. RePEc:arx:papers:1805.11503.

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2018Autoregressive Wild Bootstrap Inference for Nonparametric Trends. (2018). Smeekes, Stephan ; Urbain, Jean-Pierre ; Friedrich, Marina. In: Papers. RePEc:arx:papers:1807.02357.

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2018Focused econometric estimation for noisy and small datasets: A Bayesian Minimum Expected Loss estimator approach. (2018). Ramírez Hassan, Andrés ; Correa-Giraldo, Manuel ; Ramirez-Hassan, Andres. In: Papers. RePEc:arx:papers:1809.06996.

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2018On 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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2019Factor-Driven Two-Regime Regression. (2018). Lee, Sokbae (Simon) ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan. In: Papers. RePEc:arx:papers:1810.11109.

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2019Estimation of Structural Break Point in Linear Regression Models. (2018). Baek, Yae In . In: Papers. RePEc:arx:papers:1811.03720.

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2019Optimal Estimation with Complete Subsets of Instruments. (2018). Lee, Seojeong ; Shin, Youngki. In: Papers. RePEc:arx:papers:1811.08083.

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2018A supreme test for periodic explosive GARCH. (2018). Richter, Stefan ; Wu, Wei Biao ; Wang, Weining. In: Papers. RePEc:arx:papers:1812.03475.

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2019Shrinkage for Categorical Regressors. (2019). Heiler, Phillip ; Mareckova, Jana. In: Papers. RePEc:arx:papers:1901.01898.

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2019Forecasting securitys volatility using low-frequency historical data, high-frequency historical data and option-implied volatility. (2019). Cui, Xiangyu ; Zhang, Zhiyuan ; Zhou, Yong ; Yuan, Huiling. In: Papers. RePEc:arx:papers:1907.02666.

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2019Adaptive inference for a semiparametric GARCH model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

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2019Estimating Unobserved Individual Heterogeneity Using Pairwise Comparisons. (2019). Tang, Xun ; Song, Kyungchul ; Krasnokutskaya, Elena. In: Papers. RePEc:arx:papers:1908.01272.

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2019Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve. (2019). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:1908.02552.

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2019Modeling the Dynamics of Inflation in India. (2019). Parameswaran, M ; Balakrishnan, Pulapre. In: Working Papers. RePEc:ash:wpaper:1023.

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2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

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2019Impact of Economic Planning on Sustainable Development in Nigeria. (2019). Ewubare, Dennis Brown. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:12-22.

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2019Drivers of Stock Market Returns in Sub-Saharan Africa: Evidence from Selected Countries. (2019). Adenutsi, Deodat Emilson ; Amoah, Anthony ; Tetteh, Joseph Emmanuel. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:191-208.

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2017Nonlinear Analysis of Economic Growth, Public Debt and Policy Tools. (2017). Cai, Yifei. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:99-108.

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2018Corporate Cash Holdings and Product Market Competition: The Effects of Stock-Based Executive Compensation. (2018). Lee, Chia-Hao ; Pei-I Chou, ; Pei-I Chou, . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1140-1157.

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2018Co-Movement between Macroeconomic Variables and Capital Flight. (2018). Hunjra, Ahmed Imran ; Bakari, Haroon ; Mehmood, Hasnain. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1185-1195.

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2018Structural Breaks and the Expectations Hypothesis of the Term Structure: Some Empirical Evidence for the Philippines (2001-2017). (2018). Tronzano, Marco. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2018:p:1472-1481.

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2019Air Passengers Vertex Curve Theorem - Evidence from ASEAN Countries. (2019). Abdul, Mohd Azlan ; Selamat, Sarah Mardhiah ; Azurah, Nor ; Amer, Afizan ; Pardi, Faridah. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:329-338.

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2018Empirical Analysis and Forecast of Electricity Demand in West African Economic and Monetary Zone: Evidence from Panel ADRL Modelling. (2018). Guy, Drama Bedi. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:257-273.

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2019Evidence of Non-Linear Relationship between Non-Interest Income and Profitability of Commercial Banks in Pakistan. (2019). Siddiqui, Danish ; Noor, Iraj. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:14-26.

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2018Finite Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model. (2018). Kyriakopoulou, Dimitra ; Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:1802.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2017Sectoral Growth and Energy Consumption in South and Southeast Asian Countries: Evidence from a Panel Data Approach. (2017). Rezitis, Anthony ; Ahammad, Shaikh Mostak . In: Review of Economics & Finance. RePEc:bap:journl:170401.

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2018Dependence of Structural Breaks in Rating Transition Dynamics on Economic and Market Variations. (2018). Xing, Haipeng ; Chen, Ying. In: Review of Economics & Finance. RePEc:bap:journl:180101.

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2019Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination. (2019). Abual-Foul, Bassam M ; Baghestani, Hamid. In: Review of Economics & Finance. RePEc:bap:journl:190207.

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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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article228
1998The grid bootstrap and the autoregressive model In: Working papers.
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paper192
1999The Grid Bootstrap And The Autoregressive Model.(1999) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 192
article
1998Threshold autoregression with a near unit root In: Working papers.
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paper16
1998Threshold Autoregressions with a Near Unit Root.(1998) In: Working Papers.
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This paper has another version. Agregated cites: 16
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1999Testing for linearity In: Working papers.
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paper163
1999 Testing for Linearity..(1999) In: Journal of Economic Surveys.
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This paper has another version. Agregated cites: 163
article
2003Recounts From Undervotes: Evidence From the 2000 Presidential Election In: Journal of the American Statistical Association.
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article0
1992Tests for Parameter Instability in Regressions with I(1) Processes. In: Journal of Business & Economic Statistics.
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article580
2002Tests for Parameter Instability in Regressions with I(1) Processes..(2002) In: Journal of Business & Economic Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 580
article
1993Testing for Common Features: Comment. In: Journal of Business & Economic Statistics.
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article0
1995Are Seasonal Patterns Constant over Time? A Test for Seasonal Stability. In: Journal of Business & Economic Statistics.
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article100
1997Approximate Asymptotic P Values for Structural-Change Tests. In: Journal of Business & Economic Statistics.
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article310
1995Approximate Asymptotic P-Values for Structural Change Tests.(1995) In: Boston College Working Papers in Economics.
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This paper has another version. Agregated cites: 310
paper
2002Generalized Method of Moments and Macroeconomics. In: Journal of Business & Economic Statistics.
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article29
1996Tests for Cointegration in Models with Regime and Trend Shifts. In: Oxford Bulletin of Economics and Statistics.
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article984
1996Residual-based tests for cointegration in models with regime shifts.(1996) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 984
article
1994Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays In: Boston College Working Papers in Economics.
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paper14
1996Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays.(1996) In: Econometric Theory.
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This paper has another version. Agregated cites: 14
article
1995Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP In: Boston College Working Papers in Economics.
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paper118
1996Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP..(1996) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 118
article
1995Review Article Methodology: Alchemy or Science? In: Boston College Working Papers in Economics.
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paper0
1995Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power In: Boston College Working Papers in Economics.
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paper154
1995Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power.(1995) In: Econometric Theory.
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This paper has another version. Agregated cites: 154
article
1998Testing for Structural Change in Conditional Models In: Boston College Working Papers in Economics.
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paper189
2000Testing for structural change in conditional models.(2000) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 189
article
1998Sample Splitting and Threshold Estimation In: Boston College Working Papers in Economics.
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paper808
2000Sample Splitting and Threshold Estimation.(2000) In: Econometrica.
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This paper has another version. Agregated cites: 808
article
1996Estimation of TAR Models In: Boston College Working Papers in Economics.
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paper1
1999How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy In: Boston College Working Papers in Economics.
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paper91
2004How responsive are private transfers to income? Evidence from a laissez-faire economy.(2004) In: Journal of Public Economics.
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This paper has another version. Agregated cites: 91
article
1997Threshold effects in non-dynamic panels: Estimation, testing and inference In: Boston College Working Papers in Economics.
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paper735
1999Threshold effects in non-dynamic panels: Estimation, testing, and inference.(1999) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 735
article
1997Threshold Autoregressions with a Unit Root In: Boston College Working Papers in Economics.
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paper328
2001Threshold Autoregression with a Unit Root.(2001) In: Econometrica.
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This paper has another version. Agregated cites: 328
article
1997Inference in TAR Models In: Studies in Nonlinear Dynamics & Econometrics.
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article122
2013Purchasing power parity and the Taylor rule In: AJRC Working Papers.
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paper9
2013Purchasing Power Parity and the Taylor Rule.(2013) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 9
paper
2015Purchasing Power Parity and the Taylor Rule.(2015) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 9
article
1994Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator In: Econometric Theory.
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article240
1995TIME SERIES ANALYSIS James D. Hamilton Princeton University Press, 1994 In: Econometric Theory.
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article1
1997Handbook of Econometrics, vol. 4 Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 In: Econometric Theory.
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article0
2004INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL In: Econometric Theory.
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article206
2005CHALLENGES FOR ECONOMETRIC MODEL SELECTION In: Econometric Theory.
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article27
2005EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS In: Econometric Theory.
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article19
2008UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA In: Econometric Theory.
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article119
2009AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK In: Econometric Theory.
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article12
2014GUEST EDITORS INTRODUCTION: THE SPECIAL 18TH MEETING OF THE NEW ZEALAND ECONOMETRIC STUDY GROUP IN HONOR OF PETER C. B. PHILLIPS In: Econometric Theory.
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article0
2015THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY In: Econometric Theory.
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article1
2015SHRINKAGE EFFICIENCY BOUNDS In: Econometric Theory.
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article0
1988An Integral over a Matrix Space In: Econometric Theory.
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article0
1991Strong Laws for Dependent Heterogeneous Processes In: Econometric Theory.
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article19
1992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes In: Econometric Theory.
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article136
1989Statistical Inference in Instrumental Variables In: Cowles Foundation Discussion Papers.
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paper107
1988Estimation and Inference in Models of Cointegration: A Simulation Study In: Cowles Foundation Discussion Papers.
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paper6
1996Methodology: Alchemy or Science: Review Article. In: Economic Journal.
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article9
1992Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes. In: Econometrica.
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article69
1995Regression with Nonstationary Volatility. In: Econometrica.
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article39
1996Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis. In: Econometrica.
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article935
1991Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis..(1991) In: RCER Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 935
paper
2007Least Squares Model Averaging In: Econometrica.
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article138
2000Non-Parametric Data Dependent Bootstrap for Conditional Moment Model In: Econometric Society World Congress 2000 Contributed Papers.
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paper1
1999Discussion of Data mining reconsidered In: Econometrics Journal.
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article8
1991GARCH(1, 1) processes are near epoch dependent In: Economics Letters.
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article23
2002Testing for two-regime threshold cointegration in vector error-correction models In: Journal of Econometrics.
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article389
2006Interval forecasts and parameter uncertainty In: Journal of Econometrics.
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article22
2008Least-squares forecast averaging In: Journal of Econometrics.
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article66
2010Averaging estimators for autoregressions with a near unit root In: Journal of Econometrics.
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article15
2012Jackknife model averaging In: Journal of Econometrics.
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article77
2015Forecasting with factor-augmented regression: A frequentist model averaging approach In: Journal of Econometrics.
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article32
2012Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach.(2012) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 32
paper
2016Efficient shrinkage in parametric models In: Journal of Econometrics.
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article8
1992Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends In: Journal of Econometrics.
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article806
1992Heteroskedastic cointegration In: Journal of Econometrics.
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article26
1992Testing for parameter instability in linear models In: Journal of Policy Modeling.
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article338
2014Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk In: Advances in Econometrics.
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chapter1
1994Autoregressive Conditional Density Estimation. In: International Economic Review.
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article544
1992Autoregressive Conditional Density Estimation..(1992) In: RCER Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 544
paper
1992The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article328
2014Uncovering the Relationship between Real Interest Rates and Economic Growth In: Working Papers.
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paper1
1990Statistical Inference in Instrumental Variables Regression with I(1) Processes In: Review of Economic Studies.
[Full Text][Citation analysis]
article1178
2013Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version In: PIER Working Paper Archive.
[Full Text][Citation analysis]
paper3
1992Residual-Based Tests for Cointegration in Models with Regime Shifts. In: Working Paper.
[Citation analysis]
paper993
1996Residual-based tests for cointegration in models with regime shifts.(1996) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 993
article
1992Residual-Based Tests for Cointegration in Models with Regime Shifts..(1992) In: RCER Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 993
paper
1990REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY. In: RCER Working Papers.
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paper0
1990A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT. In: RCER Working Papers.
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paper19
1991The Likelihood Test Under Non-Standard Conditions: Testing the Markov Trend Model of GNP. In: RCER Working Papers.
[Citation analysis]
paper10
1992Regression with Non-Stationary Variances. In: RCER Working Papers.
[Citation analysis]
paper0
2016The Risk of James–Stein and Lasso Shrinkage In: Econometric Reviews.
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article0
2014Model averaging, asymptotic risk, and regressor groups In: Quantitative Economics.
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