Bruce E. Hansen


Programs -- Unit Roots


"Rethinking the univariate approach to unit root tests: How to use covariates to increase power." Econometric Theory, (1995). [Download].

"The grid bootstrap and the autoregressive model." Review of Economics and Statistics, (1999). [Download].

"Threshold Autoregression with a Unit Root." Econometrica (2001), with Mehmet Caner. [Download].