Bruce E. Hansen

Old Unpublished Working Papers

"A Powerful, Simple Test for Cointegration Using Cochrane-Orcutt" May 1990. PDF file.

"Lagrange Multiplier Tests for Parameter Instability in Non-Linear Models" October 1990. PDF file.

"A Comparison of Tests for Parameter Instability: An Examination of Asymptotic Local Power" April 1991. PDF file.

"Non-Parametric Dependent Data Bootstrap for Conditional Moment Models." September 1999, (Preliminary and Incomplete). Presented at the 2000 World Congress Meetings in Seattle, Washington. Abstract and PDF file

"Bandwidth Selection for Nonparametric Distribution Estimation," May 2004 Abstract and PDF file.

"Nonparametric Estimation of Smooth Conditional Distributions," May 2004 Abstract and PDF file.

"Nonparametric Conditional Density Estimation," 2004 PDF file.

"Multi-Step Forecast Model Selection," April 2010 PDF file.