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Bruce E. Hansen

机构:University of Wisconsin–Madison

发表论文 145 篇 · 总被引 37432 次 · h-index 54

代表论文

  • Jackknife model averaging (2011 · Journal of Econometrics · 被引 513)
  • Threshold autoregression in economics (2011 · Statistics and Its Interface · 被引 283)
  • Regression Kink With an Unknown Threshold (2015 · Journal of Business and Economic Statistics · 被引 267)
  • Forecasting with factor-augmented regression: A frequentist model averaging approach (2015 · Journal of Econometrics · 被引 144)
  • Model averaging, asymptotic risk, and regressor groups (2014 · Quantitative Economics · 被引 126)
  • Efficient shrinkage in parametric models (2015 · Journal of Econometrics · 被引 85)