Bruce E. Hansen
Current Working Papers
"Stein Combination Shrinkage for Vector Autoregressions,” (June, 2016). Abstract and paper
"Time Series Econometrics for the 21st Century,” (December, 2016). Abstract and paper
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.