Bruce E. Hansen


Current Working Papers

"Stein Combination Shrinkage for Vector Autoregressions, (June, 2016). Abstract and paper

"The Exact Distribution of the t-ratio with Robust and Clustered Standard Errors, (June, 2017). slides



Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, SBR-9807111, and SES-0550908. Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.