Bruce E. Hansen : Citation Profile


Are you Bruce E. Hansen?

University of Wisconsin-Madison

39

H index

56

i10 index

18099

Citations

RESEARCH PRODUCTION:

63

Articles

35

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 583
   Journals where Bruce E. Hansen has often published
   Relations with other researchers
   Recent citing documents: 1099.    Total self citations: 31 (0.17 %)

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   Permalink: http://citec.repec.org/pha79
   Updated: 2024-11-08    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 (96)

Taylor, Robert (95)

Asongu, Simplice (88)

Cavaliere, Giuseppe (84)

Stengos, Thanasis (77)

Balcilar, Mehmet (71)

Phiri, Andrew (69)

Perron, Pierre (66)

SEO, MYUNG HWAN (65)

Cites to:

Andrews, Donald (37)

Bai, Jushan (21)

Watson, Mark (20)

Stock, James (19)

Reichlin, Lucrezia (17)

Phillips, Peter (17)

Pötscher, Benedikt (14)

Perron, Pierre (14)

Leeb, Hannes (12)

Steel, Mark (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
Journal of Business & Economic Statistics6
Econometrica6
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
Discussion Papers / School of Economics, The University of New South Wales2
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University2

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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2024Unequal contributions to CO2 emissions along the income distribution within and between countries. (2024). Cappelli, Federica. In: FEEM Working Papers. RePEc:ags:feemwp:341641.

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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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2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Leccadito, Arturo ; Lawuobahsumo, Kokulo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2024Measuring 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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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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2024Testing for Nonlinear Cointegration under Heteroskedasticity. (2021). Massing, Till ; Hanck, Christoph. In: Papers. RePEc:arx:papers:2102.08809.

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2024Some Finite Sample Properties of the Sign Test. (2021). Cai, Yong. In: Papers. RePEc:arx:papers:2103.01412.

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

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2024Theory 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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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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2024Wild 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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2024Optimal Regime-Switching Density Forecasts. (2021). Moramarco, Graziano. In: Papers. RePEc:arx:papers:2110.13761.

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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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2024Inference 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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2024Global 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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2024The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

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2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2024Unit Averaging for Heterogeneous Panels. (2022). Morozov, Vladislav ; Brownlees, Christian. In: Papers. RePEc:arx:papers:2210.14205.

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2024Robust Inference for Dynamic Panel Threshold Models. (2022). Seo, Myung Hwan ; Gong, Woosik. In: Papers. RePEc:arx:papers:2211.04027.

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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2024General 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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2024Testing 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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2024Transfer 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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2024Adapting 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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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2024Inference 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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2024Linear 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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2024Testing 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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2024Estimation 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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2024Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2024Structural Analysis of Vector Autoregressive Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2312.06402.

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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Arnold, Martin C ; Reinschlussel, Thilo. In: Papers. RePEc:arx:papers:2402.16580.

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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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2023.

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2023.

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2023.

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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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article380
2019Asymptotic Theory for Clustered Samples In: Papers.
[Full Text][Citation analysis]
paper64
2019Asymptotic theory for clustered samples.(2019) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 64
article
2017Asymptotic Theory for Clustered Samples.(2017) In: Discussion Papers.
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This paper has nother version. Agregated cites: 64
paper
1998The grid bootstrap and the autoregressive model In: Working papers.
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paper264
1999The Grid Bootstrap And The Autoregressive Model.(1999) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 264
article
1998Threshold autoregression with a near unit root In: Working papers.
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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.
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paper241
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]
article761
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: 761
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]
article151
1997Approximate Asymptotic P Values for Structural-Change Tests. In: Journal of Business & Economic Statistics.
[Citation analysis]
article470
1995Approximate Asymptotic P-Values for Structural Change Tests.(1995) In: Boston College Working Papers in Economics.
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This paper has nother version. Agregated cites: 470
paper
2002Generalized Method of Moments and Macroeconomics. In: Journal of Business & Economic Statistics.
[Citation analysis]
article38
1996Tests for Cointegration in Models with Regime and Trend Shifts. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article1036
1994Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays In: Boston College Working Papers in Economics.
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paper19
1996Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays.(1996) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
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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paper161
1996Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP..(1996) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 161
article
1995Review Article Methodology: Alchemy or Science? In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
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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paper203
1995Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power.(1995) In: Econometric Theory.
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This paper has nother version. Agregated cites: 203
article
1998Testing for Structural Change in Conditional Models In: Boston College Working Papers in Economics.
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paper245
2000Testing for structural change in conditional models.(2000) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 245
article
1998Sample Splitting and Threshold Estimation In: Boston College Working Papers in Economics.
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paper1350
2000Sample Splitting and Threshold Estimation.(2000) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 1350
article
1996Estimation of TAR Models In: Boston College Working Papers in Economics.
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paper4
1999How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper136
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 nother version. Agregated cites: 136
article
1997Threshold effects in non-dynamic panels: Estimation, testing and inference In: Boston College Working Papers in Economics.
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paper1717
1999Threshold effects in non-dynamic panels: Estimation, testing, and inference.(1999) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 1717
article
1997Threshold Autoregressions with a Unit Root In: Boston College Working Papers in Economics.
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paper425
2001Threshold Autoregression with a Unit Root.(2001) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 425
article
1997Inference in TAR Models In: Studies in Nonlinear Dynamics & Econometrics.
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article345
2013Purchasing power parity and the Taylor rule In: AJRC Working Papers.
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paper11
2013Purchasing Power Parity and the Taylor Rule.(2013) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 11
paper
2015Purchasing Power Parity and the Taylor Rule.(2015) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 11
article
1994Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator In: Econometric Theory.
[Full Text][Citation analysis]
article283
1995TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994 In: Econometric Theory.
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article2
1997Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 In: Econometric Theory.
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article2
2004INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL In: Econometric Theory.
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article378
2005CHALLENGES FOR ECONOMETRIC MODEL SELECTION In: Econometric Theory.
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article63
2005EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS In: Econometric Theory.
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article22
2008UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA In: Econometric Theory.
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article205
2009AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK In: Econometric Theory.
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article24
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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article6
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