Bruce E. Hansen

Threshold effects in non-dynamic panels: Estimation, testing, and inference

Bruce E. Hansen · Journal of Econometrics · 1999 · 4.7K citations

Threshold Effects, Economic Analysis, Econometrics +5

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 citations

Sample Splitting and Threshold Estimation

Bruce E. Hansen · Econometrica · 2000 · 2.7K citations

Econometric Model, Economics, Threshold Models +14

Residual-based tests for cointegration in models with regime shifts

Allan W. Gregory, Bruce E. Hansen · Journal of Econometrics · 1996 · 2.5K citations · Full text

Economics, Finance, Macroeconomics +11

Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

Bruce E. Hansen · Econometrica · 1996 · 2.3K citations

Conditional Probability Measure, Mathematical Statistic, Standard Test Statistics +16