Bruce E. Hansen

Bruce E. Hansen

University of Wisconsin-Madison

H-index: 57

North America-United States

About Bruce E. Hansen

Bruce E. Hansen, With an exceptional h-index of 57 and a recent h-index of 39 (since 2020), a distinguished researcher at University of Wisconsin-Madison, specializes in the field of econometrics, statistics, economics, time series.

His recent articles reflect a diverse array of research interests and contributions to the field:

Bootstrap Model Averaging Unit Root Inference

Reply to “On ‘A Modern Gauss-Markov Theorem’”

Standard errors for two-way clustering with serially correlated time effects

ADAMOPOULOS, TASSO, LOREN BRANDT, JESSICA LEIGHT, AND DIEGO RESTUCCIA:“Misallocation, Selection, and Productivity: A Quantitative Analysis With Panel Data From China.” AUERBACH …

Jackknife standard errors for clustered regression

XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects

Probability and statistics for economists

A modern Gauss–Markov theorem

Bruce E. Hansen Information

University

Position

Professor of Economics

Citations(all)

47516

Citations(since 2020)

15457

Cited By

37495

hIndex(all)

57

hIndex(since 2020)

39

i10Index(all)

82

i10Index(since 2020)

69

Email

University Profile Page

University of Wisconsin-Madison

Google Scholar

View Google Scholar Profile

Bruce E. Hansen Skills & Research Interests

econometrics

statistics

economics

time series

Top articles of Bruce E. Hansen

Title

Journal

Author(s)

Publication Date

Bootstrap Model Averaging Unit Root Inference

McMaster University-Department of Economics Working Paper

Bruce Hansen

Jeffrey Racine

2018/4/3

Reply to “On ‘A Modern Gauss-Markov Theorem’”

Bruce E Hansen

2024/2

Standard errors for two-way clustering with serially correlated time effects

arXiv preprint arXiv:2201.11304

Harold D Chiang

Bruce E Hansen

Yuya Sasaki

2022/1/27

ADAMOPOULOS, TASSO, LOREN BRANDT, JESSICA LEIGHT, AND DIEGO RESTUCCIA:“Misallocation, Selection, and Productivity: A Quantitative Analysis With Panel Data From China.” AUERBACH …

Econometrica

NEYK NEWEY

JAMES M ROBINS

BRUCE E HANSEN

2022/1

Jackknife standard errors for clustered regression

University of Wisconsin

Bruce E Hansen

2022

XTREGTWO: Stata module to estimate panel regression with standard errors robust to two-way clustering and serial correlation in time effects

Harold Chiang

Bruce Hansen

Yuya Sasaki

2022/8/8

Probability and statistics for economists

Bruce Hansen

2022/6/28

A modern Gauss–Markov theorem

Econometrica

Bruce E Hansen

2022/5

Criterion-Based Inference Without the Information Equality: The Weighted Chi-Square Distribution

Bruce E Hansen

2021/4

The exact distribution of the White t-ratio

Manuscript, University of Wisconsin

B Hansen

2021/6

Inference for iterated GMM under misspecification

Econometrica

Bruce E Hansen

Seojeong Lee

2021/5

See List of Professors in Bruce E. Hansen University(University of Wisconsin-Madison)

Co-Authors

H-index: 112
Peter C. B. Phillips

Peter C. B. Phillips

Yale University

H-index: 68
Joel Horowitz

Joel Horowitz

Northwestern University

H-index: 48
Kenneth D. West

Kenneth D. West

University of Wisconsin-Madison

H-index: 43
Jeffrey S. Racine

Jeffrey S. Racine

McMaster University

H-index: 34
Dean Corbae

Dean Corbae

University of Wisconsin-Madison

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