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.