Bruce E. Hansen : Citation Profile

Are you Bruce E. Hansen?

University of Wisconsin-Madison

38

H index

55

i10 index

17258

Citations

RESEARCH PRODUCTION:

63

Articles

35

Papers

1

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 556
   Journals where Bruce E. Hansen has often published
   Relations with other researchers
   Recent citing documents: 1138.    Total self citations: 31 (0.18 %)

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   Permalink: http://citec.repec.org/pha79
   Updated: 2023-11-04    RAS profile: 2020-10-21    
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Relations with other researchers

Works with:

Lee, Seojeong (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 (186)

Phillips, Peter (104)

GUPTA, RANGAN (94)

Taylor, Robert (93)

Asongu, Simplice (86)

Cavaliere, Giuseppe (83)

Stengos, Thanasis (77)

Balcilar, Mehmet (71)

Phiri, Andrew (69)

Perron, Pierre (65)

Miller, Stephen (65)

Cites to:

Andrews, Donald (37)

Bai, Jushan (21)

Watson, Mark (20)

Stock, James (19)

Phillips, Peter (17)

Reichlin, Lucrezia (17)

Perron, Pierre (14)

Pötscher, Benedikt (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 (2023 and 2022)

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

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

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

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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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2022Threshold Effects of Oil Price and Oil Export on Trade Balance in Africa. (2022). Mustafa, Ghulam ; Chin, Lee ; Bala, Umar. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:1:p:14-27.

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2022Determinants of Public Healthcare Investment: Cointegration and Causality Evidence from Pakistan. (2022). Ali, Zulfiqar ; Sultan, Jahanzaib ; Sarwar, Ghulam ; Saleem, Adeel. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:2:p:01-13.

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

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

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

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

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2022The Relevance of an Optimal Policy Mix in the CEMAC zone. (2022). Asongu, Simplice ; Kouam, Jean C. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/098.

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

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2022.

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2022.

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2022.

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2022Asymmetry and transmission of international price shocks of cocoa and coffee in Togo. (2022). Adabe, Kokou Edoh ; Yovo, Koffi. In: African Journal of Agricultural and Resource Economics. RePEc:ags:afjare:333957.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

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

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

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

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

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

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

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

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

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

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2023Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes. (2022). Tabord-Meehan, Max ; Shaikh, Azeem ; Canay, Ivan ; Bugni, Federico . In: Papers. RePEc:arx:papers:2204.08356.

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

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

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

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

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

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

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2022Testing for a Threshold in Models with Endogenous Regressors. (2022). Boldea, Otilia ; Rothfelder, Mario P. In: Papers. RePEc:arx:papers:2207.10076.

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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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2022A Generalized Argmax Theorem with Applications. (2022). Cox, Gregory. In: Papers. RePEc:arx:papers:2209.08793.

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

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2022Linear Regression with Centrality Measures. (2022). Cai, Yong. In: Papers. RePEc:arx:papers:2210.10024.

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2022Allowing for weak identification when testing GARCH-X type models. (2022). Ketz, Philipp. In: Papers. RePEc:arx:papers:2210.11398.

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

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

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2022Non-Robustness of the Cluster-Robust Inference: with a Proposal of a New Robust Method. (2022). Wang, Yulong ; Sasaki, Yuya. In: Papers. RePEc:arx:papers:2210.16991.

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

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2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

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2022Robust estimation for Threshold Autoregressive Moving-Average models. (2022). Ravazzolo, Francesco ; Giannerini, Simone ; Ferrari, Davide ; Goracci, Greta. In: Papers. RePEc:arx:papers:2211.08205.

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2022Asymptotic Properties of the Synthetic Control Method. (2022). Zhang, Xinyu ; Wang, Wendun. In: Papers. RePEc:arx:papers:2211.12095.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Bruce E. Hansen has edited the books:

YearTitleTypeCited

Works by Bruce E. Hansen:

YearTitleTypeCited
2001The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article357
2019Asymptotic Theory for Clustered Samples In: Papers.
[Full Text][Citation analysis]		paper49
2019Asymptotic theory for clustered samples.(2019) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		article
2017Asymptotic Theory for Clustered Samples.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
1998The grid bootstrap and the autoregressive model In: Working papers.
[Full Text][Citation analysis]		paper258
1999The Grid Bootstrap And The Autoregressive Model.(1999) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 258		article
1998Threshold autoregression with a near unit root In: Working papers.
[Full Text][Citation analysis]		paper19
1998Threshold Autoregressions with a Near Unit Root.(1998) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 19		paper
1999Testing for linearity In: Working papers.
[Full Text][Citation analysis]		paper234
2003Recounts From Undervotes: Evidence From the 2000 Presidential Election In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article0
1992Tests for Parameter Instability in Regressions with I(1) Processes. In: Journal of Business & Economic Statistics.
[Citation analysis]		article728
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: 728		article
1993Testing for Common Features: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
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