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Hansen Bruce E.

Обновлено: 09-12-2010
Дата рождения 18 апреля 1962 г.
Образование магистр: Economics [Yale University, 1986]
PhD: Economics [Yale University, 1989]
Место работы The University of Wisconsin- Madison (University of Wisconsin- Madison) / Stockwell Professor of Economics

Профессиональные интересы:
Econometric Theory

Публикации:
[1] “Estimation and inference in models of cointegration: A simulation study,” with P.C.B. Phillips, Advances in Econometrics (1990), 8, 225-248.

[2] “Statistical inference in instrumental variables regression with I(1) processes,” with P.C.B. Phillips, Review of Economic Studies (1990), 57, 99-125.

[3] “Strong laws for dependent heterogeneous processes,” Econometric Theory (1991), 7 213- 221, and “Erratum” (1992), 8, 421-422.

[4] “GARCH(1,1) processes are near-epoch dependent,” Economic Letters (1991), 36, 181-186.

[5] “Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends,” Journal of Econometrics (1992), 53, 87-121.

[6] “Testing for parameter instability in linear models,” Journal of Policy Modeling (1992), 14, 517-533. [7] “Heteroskedastic cointegration,” Journal of Econometrics (1992), 54, 139-158.

[8] “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 Journal of Business and Economic Statistics (2002), 20, 45-59.

[9] “Convergence to stochastic integrals for dependent heterogeneous processes,” Econometric Theory (1992), 8, 489-500.

[10] “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.

[11] “Consistent covariance matrix estimation for dependent heterogeneous processes,” Econometrica (1992), 60, 967-972.

[12] “Asymptotic theory for the GARCH(1,1) quasi-maximum likelihood estimator," with Sang-Won Lee, Econometric Theory (1994), 10, 29-52.

[13] “Autoregressive conditional density estimation,” International Economic Review (1994), 35, 705-730.

[14] “Are seasonal patterns constant over time? A test for seasonal stability,” with Fabio Canova, Journal of Business and Economic Statistics (1995), 13, 237-252.

[15] “Rethinking the univariate approach to unit root tests: How to use covariates to increase power,” Econometric Theory (1995), 11, 1148-1171.

[16] “Regression with non-stationary volatility,” Econometrica (1995), 63, 1113-1132.

[17] “Residual-based tests for cointegration in models with regime shifts,” with Allan Gregory, Journal of Econometrics (1996), 70, 99-126.

[18] “Stochastic equicontinuity for unbounded dependent heterogeneous arrays,” Econometric Theory (1996), 12, 347-359.

[19] “Tests for cointegration in models with regime and trend shifts,” with Allan Gregory, Oxford Bulletin of Economics and Statistics, (1996), 58, 555-560.

[20] “Inference when a nuisance parameter is not identified under the null hypothesis,” Econometrica (1996), 64, 413-430.

[21] “Review article. Methodology: Alchemy or Science?” The Economic Journal, (1996), 106, 1398-1413.

[22] “Approximate asymptotic p-values for structural change tests,” Journal of Business and Economic Statistics (1997), 15, 60-67.

[23] “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.

[24] “Inference in TAR models,” Studies in Nonlinear Dynamics and Econometrics, (1997), 2.

[25] “Testing for linearity,” Journal of Economic Surveys (1999), 13, 551-576.

[26] “Threshold effects in non-dynamic panels: Estimation, testing, and inference,” Journal of Econometrics (1999), 93, 345-368.

[27] “The grid bootstrap and the autoregressive model,” Review of Economics and Statistics (1999), 81, 594-607.

[28] “Sample splitting and threshold estimation” Econometrica (2000), 68, 575-603.

[29] “Testing for structural change in conditional models,” Journal of Econometrics (2000), 97, 93-115.

[30] “Threshold autoregression with a unit root,” with Mehmet Caner, Econometrica (2001), 69, 1555-1596.

[31] “The new econometrics of structural change: dating changes in U.S. Labor Productivity, Journal of Economic Perspectives, (2001), 15, 117-128.

[32] “Testing for two-regime threshold cointegration in vector error-correction models,” with Byeongseon Seo, Journal of Econometrics (2002), 110, 294-318.

[33] “Generalized Method of Moments and Macroeconomics,” with Kenneth West, Journal of Business and Economic Statistics (2002), 20, 460-469.

[34] “On the Reliability of Recounts from Undervotes: Evidence from the 2000 Presidential Election,” Journal of the American Statistical Association (2003), 98, 292-298.

[35] “How responsive are private transfers to income? Evidence from a laissez-faire economy,” with Donald Cox and Emmanuel Jimenez, Journal of Public Economics (2003), forthcoming.

Публикации на портале:
Учебные курсы
Домашняя страница http://www.ssc.wisc.edu/~bhansen/
E-mail bhansen@ssc.wisc.edu
Телефон 608-263-3880
Факс 608-263-3876
Адрес Department of Economics
Social Science Building
1180 Observatory Drive
University of Wisconsin
Madison, WI 53706-1393
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См. также:
Peter Rathjens, Russell P. Robins
Review of Economics and Statistics. 1995.  Vol. Vol. 77. No. 1. . P. pp. 170-172.. 
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John Aitchison, Samuel D. Silvey
Biometrika. 1957.  Vol. 44. No. 1/2. P. 131-140. 
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Ray C. Fair
Journal of Political Economy. 1978.  Vol. 86. P. 45-61. 
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Татьяна Васильевна Чернова
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