Bruce E. Hansen - Concepedia

Author

Bruce E. Hansen

Also Known As

B. E. Hansen, B. Hansen, Bruce E Hansen, Bruce E. Hansen, Bruce Hansen, Bruce e. Hansen, Hansen, Bruce E, Hansen, Bruce E., Sikorsky Aircraft

149

Publications

35.9K

Citations

H-Index

Concepts

All Affiliations

University of Wisconsin–Madison University of Rochester Boston College

About

Bruce E. Hansen is an author at University of Wisconsin–Madison specializing in statistics, econometrics, and business.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	33	40	18.4K
2	Engineering	29	33	12K
3	Humanities	1	1	33
4	Natural Sciences	1	1	40
5	Public Health	1	1	2.3K

Bruce E. Hansen

Publications

34.9K

Citations

H-Index

Page 1

	Year	Citations
Threshold effects in non-dynamic panels: Estimation, testing, and inference Bruce E. Hansen Journal of Econometrics Threshold EffectsEconomic AnalysisEconometricsQuasi-experimentPanel Data	1999	4.7K
Statistical Inference in Instrumental Variables Regression with I(1) Processes Peter C.B. Phillips, Bruce E. Hansen The Review of Economic Studies	1990	4.6K
Sample Splitting and Threshold Estimation Bruce E. Hansen Econometrica Econometric ModelEconomicsThreshold ModelsEngineeringThreshold Estimation	2000	2.7K
Residual-based tests for cointegration in models with regime shifts Allan W. Gregory, Bruce E. Hansen Journal of Econometrics EconomicsFinanceMacroeconomicsMonetary TheoryRegime Shifts	1996	2.5K
Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis Bruce E. Hansen Econometrica Conditional Probability MeasureMathematical StatisticStandard Test StatisticsCausal InferenceNuisance Parameter	1996	2.3K
Autoregressive Conditional Density Estimation Bruce E. Hansen International Economic Review Volatility ModelingTerm Structure ModelEngineeringConditional DensityAsset Pricing	1994	1.6K
Tests for Parameter Instability in Regressions with 1(1) Processes Bruce E. Hansen Journal of Business and Economic Statistics Empirical FinanceEngineeringRobustness TestingApplied EconometricsEconomic Fluctuation	1992	946
The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity Bruce E. Hansen The Journal of Economic Perspectives Applied EconometricsEconomic FluctuationEconomic GrowthTime Series EconometricsProductivity	2001	850
Testing for two-regime threshold cointegration in vector error-correction models Bruce E. Hansen, Byeongseon Seo Journal of Econometrics Volatility ModelingTwo-regime Threshold CointegrationExchange Rate MovementBusinessEconometrics	2002	840
Least Squares Model Averaging Bruce E. Hansen Econometrica	2007	823

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