Bruce E. Hansen : Citation Profile


Are you Bruce E. Hansen?

University of Wisconsin-Madison

33

H index

48

i10 index

11677

Citations

RESEARCH PRODUCTION:

59

Articles

31

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   28 years (1988 - 2016). See details.
   Cites by year: 417
   Journals where Bruce E. Hansen has often published
   Relations with other researchers
   Recent citing documents: 1030.    Total self citations: 27 (0.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha79
   Updated: 2019-02-13    RAS profile: 2017-11-17    
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Relations with other researchers


Works with:

Ogaki, Masao (3)

Fujiwara, Ippei (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 (91)

Taylor, Robert (82)

McAleer, Michael (79)

Cavaliere, Giuseppe (75)

Phillips, Peter (73)

Balcilar, Mehmet (65)

Narayan, Paresh (62)

Phiri, Andrew (58)

Miller, Stephen (58)

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)

Ploberger, Werner (9)

Steel, Mark (9)

Ley, Eduardo (9)

Main data


Where Bruce E. Hansen has published?


Journals with more than one article published# docs
Econometric Theory16
Journal of Econometrics13
Econometrica6
Journal of Business & Economic Statistics6
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
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). Casas, Isabel ; Xie, Shangyu ; Gao, Jiti. In: CREATES Research Papers. RePEc:aah:create:2018-29.

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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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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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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: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). Gao, Xue ; Su, Chi-Wei ; Chang, Hsu-Ling. 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). Shastri, Shruti ; Mohapatra, Geetilaxmi ; Giri, A K. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:1(610):p:163-178.

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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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2017Bootstrap and Asymptotic Inference with Multiway Clustering. (2017). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274712.

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2017Model Selection in Factor-Augmented Regressions with Estimated Factors. (2017). Djogbenou, Antoine A. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274717.

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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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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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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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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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2017A 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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2018Bi-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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2018Factor-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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2018Estimation of Structural Break Point in Linear Regression Models. (2018). Baek, Yae In . In: Papers. RePEc:arx:papers:1811.03720.

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2018Optimal 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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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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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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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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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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2018Fundamental Drivers of Existing Home Sales in Canada. (2018). Webley, Taylor. In: Discussion Papers. RePEc:bca:bocadp:18-16.

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2017Quantitative Easing and Long-Term Yields in Small Open Economies. (2017). Diez de los Rios, Antonio ; Shamloo, Maral . In: Staff Working Papers. RePEc:bca:bocawp:17-26.

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2018The Impact of Economic Growth on CO2 Emissions in Azerbaijan. (2018). Hasanov, Fakhri ; Galeotti, Marzio ; Mikayilov, Jeyhun I. In: IEFE Working Papers. RePEc:bcu:iefewp:iefewp102.

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2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

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2017No free lunch, Buddy: past housing transfers and informal care later in life. (2017). Deiana, Claudio ; Ciani, Emanuele. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1117_17.

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2018Okun´s law in Colombia: a non-linear cointegration. (2018). Ramos-Veloza, Mario ; Florez, Luz ; Pulido-Mahecha, Karen L. In: Borradores de Economia. RePEc:bdr:borrec:1039.

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2018Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case. (2018). Garavito, Aaron ; Cárdenas Hurtado, Camilo ; Toro-Cordoba, Jorge Hernan ; Garavito-Acosta, Aaron Levi ; Cardenas-Hurtado, Camilo Alberto. In: Borradores de Economia. RePEc:bdr:borrec:1043.

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2018Public Savings and the Effectiveness of Sterilized Foreign Exchange Intervention. (2018). Medellín, Juan ; Medellin-Martinez, Juan Camilo. In: Revista ESPE - Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:36:y:2018:i:85:p:117-136.

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2017Arbitrage costs and the persistent non-zero CDS-bond basis: Evidence from intraday euro area sovereign debt markets. (2017). Hördahl, Peter ; Gyntelberg, Jacob ; Urban, Jorg ; Ters, Kristyna ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:631.

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2018Estimating unknown arbitrage costs: evidence from a three-regime threshold vector error correction model. (2018). Ters, Kristyna ; Urban, Jorg. In: BIS Working Papers. RePEc:bis:biswps:689.

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2018Firms credit risk and the onshore transmission of the global financial cycle. (2018). Serena Garralda, Jose Maria ; Moreno, Ramon. In: BIS Working Papers. RePEc:bis:biswps:712.

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2018Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation. (2018). Yew, Rand Kwong. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:423-463.

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2017Investigating the Nexus between Institutional Quality and Stock Market Development in Nigeria: An Autoregressive Distributed Lag (ARDL) Approach. (2017). Manasseh, Charles O ; Ogbuabor, Jonathan E ; Mathew, Timothy E. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:272-292.

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2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Uwilingiye, Josine ; van Eyden, Renee. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:2:p:319-336.

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2017Asymmetric Exchange Rate Pass-through in Sudan: Does Inflation React Differently during Periods of Currency Depreciation?. (2017). Baharumshah, Ahmad Zubaidi ; Nor, Norashidah Mohamed ; Sirag, Abdalla. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:3:p:446-457.

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2017Threshold Effects of Debt on Economic Growth in Africa. (2017). Ndoricimpa, Arcade. In: African Development Review. RePEc:bla:afrdev:v:29:y:2017:i:3:p:471-484.

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2018Optimal Deficit Financing in a Constrained Fiscal Space in Ghana. (2018). Ibrahim, Muazu ; Alagidede, Paul ; Mensah, Jones Odei. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:3:p:291-303.

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2018Threshold cointegration and spatial price transmission when expectations matter. (2018). Santeramo, Fabio ; Moschini, GianCarlo ; Lence, Sergio. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:1:p:25-39.

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2018How financial investment distorts food prices: evidence from U.S. grain markets. (2018). van Huellen, Sophie. In: Agricultural Economics. RePEc:bla:agecon:v:49:y:2018:i:2:p:171-181.

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2019The role of retail market power and state regulations in the heterogeneity of farm‐retail price transmission of private label and branded products. (2019). Liu, Yizao ; Rabinowitz, Adam N ; Chen, Xuan. In: Agricultural Economics. RePEc:bla:agecon:v:50:y:2019:i:1:p:91-99.

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2017House Price Dynamics with Household Debt: The Korean Case-super-. (2017). Kim, Hyunjeong ; Yie, Myung-Soo ; Son, Jong Chil. In: Asian Economic Journal. RePEc:bla:asiaec:v:31:y:2017:i:1:p:39-59.

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2017Risk-Coping Measures against Health Shocks during the Process of Penetration of Health Insurance in Vietnam. (2017). Hasegawa, Masako. In: Asian Economic Journal. RePEc:bla:asiaec:v:31:y:2017:i:2:p:139-164.

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2017Disasters, Household Decisions, and Insurance Mechanisms: A Review of Evidence and a Case Study from a Developing Country in Asia. (2017). Sawada, Yasuyuki. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:12:y:2017:i:1:p:18-40.

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2018After Papua New Guineas Resource Boom: Is the Kina Overvalued?. (2018). Fox, Rohan ; Schrder, Marcel. In: Asia and the Pacific Policy Studies. RePEc:bla:asiaps:v:5:y:2018:i:1:p:65-76.

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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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article219
1998The grid bootstrap and the autoregressive model In: Working papers.
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paper187
1999The Grid Bootstrap And The Autoregressive Model.(1999) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 187
article
1998Threshold autoregression with a near unit root In: Working papers.
[Full Text][Citation analysis]
paper15
1998Threshold Autoregressions with a Near Unit Root.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 15
paper
1999Testing for linearity In: Working papers.
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paper156
1999 Testing for Linearity..(1999) In: Journal of Economic Surveys.
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This paper has another version. Agregated cites: 156
article
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]
article568
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: 568
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]
article98
1997Approximate Asymptotic P Values for Structural-Change Tests. In: Journal of Business & Economic Statistics.
[Citation analysis]
article299
1995Approximate Asymptotic P-Values for Structural Change Tests.(1995) In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 299
paper
2002Generalized Method of Moments and Macroeconomics. In: Journal of Business & Economic Statistics.
[Citation analysis]
article28
1996Tests for Cointegration in Models with Regime and Trend Shifts. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]
article941
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: 941
article
1994Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper13
1996Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays.(1996) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article
1995Erratum: The Likelihood ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper115
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 another version. Agregated cites: 115
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.
[Full Text][Citation analysis]
paper153
1995Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power.(1995) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 153
article
1998Testing for Structural Change in Conditional Models In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper186
2000Testing for structural change in conditional models.(2000) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 186
article
1998Sample Splitting and Threshold Estimation In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper770
2000Sample Splitting and Threshold Estimation.(2000) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 770
article
1996Estimation of TAR Models In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper1
1999How Responsive are Private Transfers to Income? Evidence from a Laissez-Faire Economy In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper84
2004How responsive are private transfers to income? Evidence from a laissez-faire economy.(2004) In: Journal of Public Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84
article
1997Threshold effects in non-dynamic panels: Estimation, testing and inference In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper662
1999Threshold effects in non-dynamic panels: Estimation, testing, and inference.(1999) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 662
article
1997Threshold Autoregressions with a Unit Root In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper319
2001Threshold Autoregression with a Unit Root.(2001) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 319
article
1997Inference in TAR Models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article117
2013Purchasing power parity and the Taylor rule In: AJRC Working Papers.
[Full Text][Citation analysis]
paper9
2013Purchasing Power Parity and the Taylor Rule.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2015Purchasing Power Parity and the Taylor Rule.(2015) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
1994Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator In: Econometric Theory.
[Full Text][Citation analysis]
article233
1995TIME SERIES ANALYSIS James D. Hamilton Princeton University Press, 1994 In: Econometric Theory.
[Full Text][Citation analysis]
article1
1997Handbook of Econometrics, vol. 4 Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994 In: Econometric Theory.
[Full Text][Citation analysis]
article0
2004INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL In: Econometric Theory.
[Full Text][Citation analysis]
article195
2005CHALLENGES FOR ECONOMETRIC MODEL SELECTION In: Econometric Theory.
[Full Text][Citation analysis]
article27
2005EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS In: Econometric Theory.
[Full Text][Citation analysis]
article18
2008UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA In: Econometric Theory.
[Full Text][Citation analysis]
article108
2009AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK In: Econometric Theory.
[Full Text][Citation analysis]
article10
2014GUEST EDITORS INTRODUCTION: THE SPECIAL 18TH MEETING OF THE NEW ZEALAND ECONOMETRIC STUDY GROUP IN HONOR OF PETER C. B. PHILLIPS In: Econometric Theory.
[Full Text][Citation analysis]
article0
2015THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY In: Econometric Theory.
[Full Text][Citation analysis]
article1
2015SHRINKAGE EFFICIENCY BOUNDS In: Econometric Theory.
[Full Text][Citation analysis]
article0
1988An Integral over a Matrix Space In: Econometric Theory.
[Full Text][Citation analysis]
article0
1991Strong Laws for Dependent Heterogeneous Processes In: Econometric Theory.
[Full Text][Citation analysis]
article19
1992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes In: Econometric Theory.
[Full Text][Citation analysis]
article134
1989Statistical Inference in Instrumental Variables In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper107
1988Estimation and Inference in Models of Cointegration: A Simulation Study In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
paper6
1996Methodology: Alchemy or Science: Review Article. In: Economic Journal.
[Full Text][Citation analysis]
article5
1992Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes. In: Econometrica.
[Full Text][Citation analysis]
article68
1995Regression with Nonstationary Volatility. In: Econometrica.
[Full Text][Citation analysis]
article39
1996Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis. In: Econometrica.
[Full Text][Citation analysis]
article906
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: 906
paper
2007Least Squares Model Averaging In: Econometrica.
[Full Text][Citation analysis]
article126
2000Non-Parametric Data Dependent Bootstrap for Conditional Moment Model In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper1
1999Discussion of Data mining reconsidered In: Econometrics Journal.
[Citation analysis]
article8
1991GARCH(1, 1) processes are near epoch dependent In: Economics Letters.
[Full Text][Citation analysis]
article22
2002Testing for two-regime threshold cointegration in vector error-correction models In: Journal of Econometrics.
[Full Text][Citation analysis]
article370
2006Interval forecasts and parameter uncertainty In: Journal of Econometrics.
[Full Text][Citation analysis]
article21
2008Least-squares forecast averaging In: Journal of Econometrics.
[Full Text][Citation analysis]
article60
2010Averaging estimators for autoregressions with a near unit root In: Journal of Econometrics.
[Full Text][Citation analysis]
article14
2012Jackknife model averaging In: Journal of Econometrics.
[Full Text][Citation analysis]
article70
2015Forecasting with factor-augmented regression: A frequentist model averaging approach In: Journal of Econometrics.
[Full Text][Citation analysis]
article32
2012Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach.(2012) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2016Efficient shrinkage in parametric models In: Journal of Econometrics.
[Full Text][Citation analysis]
article8
1992Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends In: Journal of Econometrics.
[Full Text][Citation analysis]
article785
1992Heteroskedastic cointegration In: Journal of Econometrics.
[Full Text][Citation analysis]
article25
1992Testing for parameter instability in linear models In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article331
2014Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk In: Advances in Econometrics.
[Full Text][Citation analysis]
chapter1
1994Autoregressive Conditional Density Estimation. In: International Economic Review.
[Full Text][Citation analysis]
article527
1992Autoregressive Conditional Density Estimation..(1992) In: RCER Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 527
paper
1992The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article317
2014Uncovering the Relationship between Real Interest Rates and Economic Growth In: Working Papers.
[Full Text][Citation analysis]
paper1
1990Statistical Inference in Instrumental Variables Regression with I(1) Processes In: Review of Economic Studies.
[Full Text][Citation analysis]
article1123
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 Papers.
[Citation analysis]
paper950
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: 950
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: 950
paper
1990REGRESSION THEORY WHEN VARIANCES ARE NON-STATIONARY. In: RCER Working Papers.
[Citation analysis]
paper0
1990A POWERFUL, SIMPLE TEST FOR COINTEGRATION USING COCHRANE- ORCUTT. In: RCER Working Papers.
[Citation analysis]
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.
[Full Text][Citation analysis]
article0
2014Model averaging, asymptotic risk, and regressor groups In: Quantitative Economics.
[Full Text][Citation analysis]
article18

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated February, 1st 2019. Contact: CitEc Team