这个是 B.E. Hansen
Bruce E. Hansen
Publications
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"Averaging Estimators for Regressions with a Possible Structural Break," Econometric Theory, 2008, forthcoming Abstract and PDF file.
"Averaging Estimators for Autoregressions with a Near Unit Root," Journal of Econometrics, 2008, forthcoming Abstract and PDF file.
"Least Squares Forecast Averaging," Journal of Econometrics, 2008, forthcoming Abstract and PDF file.
"Uniform convergence rates for kernel estimation with dependent data," Econometric Theory, 24, 726-748. Abstract and PDF file.
"Least Squares Model Averaging," Econometrica, (2007), 75, 1175-1189 Abstract and PDF file.
"Interval Forecasts and Parameter Uncertainty". Journal of Econometrics, 135, (2006), 377-198. Abstract and PDF file.
"Edgeworth Expansions for the Wald and GMM Statistics for Nonlinear Restrictions". Econometric Theory and Practice, (2006), edited by Dean Corbae, Steven N. Durlauf, and Bruce E. Hansen. Abstract and PDF file.
"Exact Mean Integrated Squared Error of Higher-Order Kernels," Econometric Theory, (2005), 21 1031-1057. Abstract and PDF file.
"Challenges for Econometric Model Selection". Econometric Theory, (2005), 21, 60-68. Abstract and PDF file.
"Instrumental Variable Estimation of a Threshold Model," with Mehmet Caner. Econometric Theory, (2004), 20, 813-843Abstract and PDF file.
"How responsive are private transfers to income?" with Donald Cox and Emmanuel Jimenez. Journal of the Public Economics, (2004), 88, 2193-2219. Abstract and PDF file
"Recounts from Undervotes: Evidence from the 2000 Presidential Election," Journal of the American Statistical Association, (2003), 98, 292-298. Abstract and PDF file
"Generalized Method of Moments and Macroeconomics," with Kenneth West. Journal of Business and Economic Statistics, (2002), 20, 460-469. Abstract and PDF file.
"The New Econometrics of Structural Change: Dating Changes in U.S. Labor Productivity." Journal of Economic Perspectives, (2001), 15, 117-128. Abstract and PDF file.
"Testing for two-regime threshold cointegration in vector error correction models," with Byeongseon Seo. Journal of Econometrics, (2002), 110, 293-318. Abstract and PDF file.
"Threshold autoregression with a unit root," with Mehmet Caner. Econometrica, (2001), 69, 1555-1596. Abstract and PDF file.
"Testing for structural change in conditional models," Journal of Econometrics, (2000), 97, 93-115. PDF file.
"Sample splitting and threshold estimation," Econometrica, (2000), 68, 575-603. Abstract and PDF file.
"Testing for Linearity," Journal of Economic Surveys, (1999), 13, 551-576. Abstract and PDF file.
"The grid bootstrap and the autoregressive model," Review of Economics and Statistics, (1999), 81, 594-607. PDF file.
"Threshold effects in non-dynamic panels: Estimation, testing and inference," Journal of Econometrics, (1999), 93, 345-368. PDF file.
"Inference in TAR models," Studies in Nonlinear Dynamics and Econometrics, (1997), 2. Abstract and PDF File .
"On the issue of functional form choice in hedonic price functions: Further evidence," with John Halstead and Rachel Bouvier, Environmental Management (1997), 21, 759-765.
"Approximate asymptotic p-values for structural change tests," Journal of Business and Economic Statistics (1997), 15, 60-67. PDF file.
"Review article. Methodology: Alchemy or Science?," The Economic Journal, (1996), 106, 1398-1413. PDF file.
"Inference when a nuisance parameter is not identified under the null hypothesis," Econometrica (1996), 64, 413-430. PDF file
"Tests for cointegration in models with regime and trend shifts," with Allan Gregory, Oxford Bulletin of Economics and Statistics, (1996), 58, 555-560. PDF file.
"Stochastic equicontinuity for unbounded dependent heterogeneous arrays," Econometric Theory (1996), 12, 347-359. PDF file
"Residual-based tests for cointegration in models with regime shifts," with Allan Gregory, Journal of Econometrics (1996), 70, 99-126. PDF file.
"Regression with non-stationary volatility," Econometrica (1995), 63, 1113-1132. Abstract and PDF file.
"Rethinking the univariate approach to unit root tests: How to use covariates to increase power," Econometric Theory (1995), 11, 1148-1171. PDF file.
"Are seasonal patterns constant over time? A test for seasonal stability," with Fabio Canova, Journal of Business and Economic Statistics (1995), 13, 237-252. PDF file.
"Autoregressive conditional density estimation," International Economic Review (1994), 35, 705-730. PDF file.
"Asymptotic theory for the GARCH(1,1) quasi-maximum likelihood estimator," with Sang-Won Lee, Econometric Theory (1994), 10, 29-52. PDF file.
"Consistent covariance matrix estimation for dependent heterogeneous processes," Econometrica (1992), 60, 967-972. Abstract and PDF file.
"The likelihood ratio test under non-standard conditions: Testing the Markov switching model of GNP," Journal of Applied Econometrics (1992), 7, S61-S82. Also in Nonlinear Dynamics, Chaos and Econometrics, ed. M.H. Pesaran and S.M. Potter (1993), John Wiley & Sons. Also "Erratum", Journal of Applied Econometrics, (1996), 11, 195-198. PDF file.
"Convergence to stochastic integrals for dependent heterogeneous processes," Econometric Theory (1992), 8, 489-500. PDF file.
"Tests for parameter instability in regressions with I(1) processes," Journal of Business and Economic Statistics (1992), 10, 321-335. Reprinted in Twentieth Anniversary Commemorative Issue of the Journal of Business and Economic Statistics (2002), 20, 45-59. PDF file.
"Heteroskedastic cointegration," Journal of Econometrics (1992), 54, 139-158. PDF file
"Testing for parameter instability in linear models," Journal of Policy Modeling (1992), 14, 517-533. PDF file.
"Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends," Journal of Econometrics (1992), 53, 87-121. PDF file
"GARCH(1,1) processes are near-epoch dependent," Economic Letters (1991), 36, 181-186. PDF file.
"Strong laws for dependent heterogeneous processes," Econometric Theory (1991), 7 213-221, and "Erratum" (1992), 8, 421-422. PDF file.
"Statistical inference in instrumental variables regression with I(1) processes," with P.C.B. Phillips, Review of Economic Studies (1990), 57, 99-125. PDF file.
"Estimation and inference in models of cointegration: A simulation study," with P.C.B. Phillips, Advances in Econometrics (1990), 8, 225-248.
[此贴子已经被作者于2008-11-28 8:56:09编辑过]
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