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)