| Year | Citation | Score | |||
|---|---|---|---|---|---|
| 2018 | Hansen BE. Johansen’s Reduced Rank Estimator Is GMM Econometrics. 6: 26. DOI: 10.3390/Econometrics6020026 | 0.43 | |||
| 2017 | Hansen BE. Stein-like 2SLS estimator Econometric Reviews. 36: 840-852. DOI: 10.1080/07474938.2017.1307579 | 0.395 | |||
| 2017 | Hansen BE. Regression Kink With an Unknown Threshold Journal of Business & Economic Statistics. 35: 228-240. DOI: 10.1080/07350015.2015.1073595 | 0.391 | |||
| 2016 | Hansen BE. Efficient shrinkage in parametric models Journal of Econometrics. 190: 115-132. DOI: 10.1016/J.Jeconom.2015.09.003 | 0.387 | |||
| 2015 | Charkhi A, Claeskens G, Hansen BE. Minimum Mean Squared Error Model Averaging in Likelihood Models Statistica Sinica. 26: 809-840. DOI: 10.2139/Ssrn.2655574 | 0.377 | |||
| 2015 | Cheng X, Hansen BE. Forecasting with factor-augmented regression: A frequentist model averaging approach Journal of Econometrics. 186: 280-293. DOI: 10.2139/Ssrn.2180921 | 0.348 | |||
| 2015 | Hansen BE. The Risk of James–Stein and Lasso Shrinkage Econometric Reviews. 1-15. DOI: 10.1080/07474938.2015.1092799 | 0.358 | |||
| 2015 | Hansen BE. THE INTEGRATED MEAN SQUARED ERROR of SERIES REGRESSION and A ROSENTHAL HILBERT-SPACE INEQUALITY Econometric Theory. 31: 337-361. DOI: 10.1017/S0266466614000322 | 0.378 | |||
| 2015 | Kim H, Fujiwara I, Hansen BE, Ogaki M. Purchasing Power Parity and the Taylor Rule Journal of Applied Econometrics. 30: 874-903. DOI: 10.1002/Jae.2391 | 0.364 | |||
| 2014 | Hansen BE. Model averaging, asymptotic risk, and regressor groups Quantitative Economics. 5: 495-530. DOI: 10.3982/Qe332 | 0.406 | |||
| 2014 | Hansen BE. Shrinkage Efficiency Bounds Econometric Theory. 31: 860-879. DOI: 10.1017/S0266466614000693 | 0.397 | |||
| 2012 | Hansen BE, Racine JS. Jackknife model averaging Journal of Econometrics. 167: 38-46. DOI: 10.1016/J.Jeconom.2011.06.019 | 0.39 | |||
| 2011 | Hansen BE. Threshold autoregression in economics Statistics and Its Interface. 4: 123-127. DOI: 10.4310/Sii.2011.V4.N2.A4 | 0.308 | |||
| 2010 | Hansen BE. Averaging estimators for autoregressions with a near unit root Journal of Econometrics. 158: 142-155. DOI: 10.1016/J.Jeconom.2010.03.022 | 0.426 | |||
| 2009 | Gregory AW, Hansen BE. Tests for Cointegration in Models with Regime and Trend Shifts Oxford Bulletin of Economics and Statistics. 58: 555-560. DOI: 10.1111/J.1468-0084.1996.Mp58003008.X | 0.309 | |||
| 2009 | Hansen BE. Averaging estimators for regressions with a possible structural break Econometric Theory. 25: 1498-1514. DOI: 10.1017/S0266466609990235 | 0.417 | |||
| 2008 | Hansen BE. Uniform convergence rates for kernel estimation with dependent data Econometric Theory. 24: 726-748. DOI: 10.1017/S0266466608080304 | 0.377 | |||
| 2008 | Hansen BE. Least-squares forecast averaging Journal of Econometrics. 146: 342-350. DOI: 10.1016/J.Jeconom.2008.08.022 | 0.333 | |||
| 2007 | Hansen BE. Least squares model averaging Econometrica. 75: 1175-1189. DOI: 10.1111/J.1468-0262.2007.00785.X | 0.4 | |||
| 2006 | Hansen BE. Interval forecasts and parameter uncertainty Journal of Econometrics. 135: 377-398. DOI: 10.1016/J.Jeconom.2005.07.030 | 0.395 | |||
| 2005 | Hansen BE. Exact mean integrated squared error of higher order kernel estimators Econometric Theory. 21: 1031-1057. DOI: 10.1017/S0266466605050528 | 0.333 | |||
| 2005 | Hansen BE. Challenges for econometric model selection Econometric Theory. 21: 60-68. DOI: 10.1017/S0266466605050048 | 0.32 | |||
| 2004 | Caner M, Hansen BE. Instrumental variable estimation of a threshold model Econometric Theory. 20: 813-843. DOI: 10.1017/S0266466604205011 | 0.425 | |||
| 2003 | Hansen BE. Recounts from undervotes: Evidence from the 2000 presidential election Journal of the American Statistical Association. 98: 292-298. DOI: 10.1198/016214503000062 | 0.364 | |||
| 2002 | Hansen BE, West KD. Generalized method of moments and macroeconomics Journal of Business and Economic Statistics. 20: 460-469. DOI: 10.1198/073500102288618603 | 0.32 | |||
| 2002 | Hansen BE, Seo B. Testing for two-regime threshold cointegration in vector error-correction models Journal of Econometrics. 110: 293-318. DOI: 10.1016/S0304-4076(02)00097-0 | 0.387 | |||
| 2001 | Caner M, Hansen BE. Threshold Autoregression With A Unit Root Econometrica. 69: 1555-1596. DOI: 10.1111/1468-0262.00257 | 0.374 | |||
| 2000 | Hansen BE. Sample Splitting and Threshold Estimation Econometrica. 68: 575-603. DOI: 10.1111/1468-0262.00124 | 0.433 | |||
| 2000 | Hansen BE. Testing for structural change in conditional models Journal of Econometrics. 97: 93-115. DOI: 10.1016/S0304-4076(99)00068-8 | 0.338 | |||
| 1999 | Hansen BE. The grid bootstrap and the autoregressive model The Review of Economics and Statistics. 81: 594-607. DOI: 10.1162/003465399558463 | 0.328 | |||
| 1999 | Hansen BE. Testing for linearity Journal of Economic Surveys. 13: 551-576. DOI: 10.1111/1467-6419.00098 | 0.394 | |||
| 1999 | Hansen BE. Threshold effects in non-dynamic panels: Estimation, testing, and inference Journal of Econometrics. 93: 345-368. DOI: 10.1016/S0304-4076(99)00025-1 | 0.376 | |||
| 1997 | Hansen BE. Inference in TAR Models Studies in Nonlinear Dynamics and Econometrics. 2: 1-16. DOI: 10.2202/1558-3708.1024 | 0.403 | |||
| 1996 | Hansen BE. Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis Econometrica. 64: 413-430. DOI: 10.2307/2171789 | 0.373 | |||
| 1996 | Gregory AW, Hansen BE. Residual-based tests for cointegration in models with regime shifts Journal of Econometrics. 70: 99-126. DOI: 10.1016/0304-4076(69)41685-7 | 0.327 | |||
| 1996 | Hansen BE. Erratum: The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP Journal of Applied Econometrics. 11: 195-198. DOI: 10.1002/(Sici)1099-1255(199603)11:2<195::Aid-Jae375>3.0.Co;2-2 | 0.371 | |||
| 1995 | Hansen BE. Regression With Nonstationary Volatility Econometrica. 63: 1113-1132. DOI: 10.2307/2171723 | 0.419 | |||
| 1995 | Hansen BE. Rethinking the univariate approach to unit root testing: Using covariates to increase power Econometric Theory. 11: 1148-1171. DOI: 10.1017/S0266466600009993 | 0.367 | |||
| 1994 | Hansen BE. Autoregressive Conditional Density Estimation International Economic Review. 35: 705-730. DOI: 10.2307/2527081 | 0.311 | |||
| 1994 | Lee SW, Hansen BE. Asymptotic theory for the garch(1,1) quasi-maximum likelihood estimator Econometric Theory. 10: 29-52. DOI: 10.1017/S0266466600008215 | 0.388 | |||
| 1992 | Hansen BE. Consistent Covariance Matrix Estimation for Dependent Heterogeneous Processes Econometrica. 60: 967-972. DOI: 10.2307/2951575 | 0.335 | |||
| 1992 | Hansen BE. Tests for parameter instability in regressions with 1(1) processes Journal of Business and Economic Statistics. 10: 321-335. DOI: 10.1080/07350015.1992.10509908 | 0.385 | |||
| 1992 | Hansen BE. Convergence to stochastic integrals for dependent heterogeneous processes Econometric Theory. 8: 489-500. DOI: 10.1017/S0266466600013189 | 0.317 | |||
| 1992 | Hansen BE. Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends Journal of Econometrics. 53: 87-121. DOI: 10.1016/0304-4076(92)90081-2 | 0.422 | |||
| 1992 | Hansen BE. Testing for parameter instability in linear models Journal of Policy Modeling. 14: 517-533. DOI: 10.1016/0161-8938(92)90019-9 | 0.339 | |||
| 1990 | Phillips PCB, Hansen BE. Statistical inference in instrumental variables regression with i(1) processes Review of Economic Studies. 57: 99-125. DOI: 10.2307/2297545 | 0.403 | |||
| 1990 | Hansen BE. Perpendicular Least Squares Econometric Theory. 6: 485. DOI: 10.1017/S0266466600005491 | 0.312 | |||
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