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

"Bootstrap Model Averaging Unit Root Inference, with Jeffrey Racine (April, 2018). Abstract and paper

"Inference for Iterated GMM Under Misspecification, with Seojeong Lee (June, 2020). Abstract and paper

"A Weak Law of Large Numbers Under Weak Mixing, (January, 2019). 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.