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
"Asymptotic Theory for Clustered Samples,” with Seojeong Lee (May, 2018). Abstract and paper
"Bootstrap Model Averaging Unit Root Inference,” with Jeffrey Racine (April, 2018). Abstract and paper
"Inference for Iterated GMM Under Misspecification and Clustering,” with Seojeong Lee (April, 2018). 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.