Bruce E. Hansen
University of Wisconsin-Madison
H-index: 57
North America-United States
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 |