Bruce Hansen

University of Wisconsin - Madison - Department of Economics

1180 Observatory Drive

Madison, WI 53706

United States

SCHOLARLY PAPERS

6

DOWNLOADS

383

CITATIONS

0

Scholarly Papers (6)

Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach

PIER Working Paper No. 12-046
Number of pages: 28 Posted: 27 Nov 2012
Xu Cheng and Bruce Hansen
University of Pennsylvania - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 141 (184,377)

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Cross-validation, factor models, forecast combination, generated regressors, Mallows

Forecasting with Factor-Augmented Regression: A Frequentist Model Averaging Approach, Second Version

PIER Working Paper No. 13-061
Number of pages: 38 Posted: 23 Oct 2013
Xu Cheng and Bruce Hansen
University of Pennsylvania - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 54 (342,986)

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Cross-validation, factor models, forecast combination, generated regressors, Mallows

Purchasing Power Parity and the Taylor Rule

Number of pages: 44 Posted: 01 Jul 2013
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Keio University
Downloads 19 (494,143)

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Purchasing Power Parity, Taylor Rule; Half-Life of PPP Deviations, Median Unbiased Estimator, Grid-t Confidence Interval

Purchasing Power Parity and the Taylor Rule

Journal of Applied Econometrics, Vol. 30, No. 6, 2013, AJRC Working Papers No. 05/2013
Number of pages: 43 Posted: 26 Jul 2017
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Keio University
Downloads 19 (494,143)

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Purchasing Power Parity, Taylor Rule, Half-Life of PPP Deviations, Median Unbiased Estimator, Grid-t Confidence Interval

Purchasing Power Parity and the Taylor Rule

Number of pages: 43 Posted: 28 Jun 2013
Auburn University, Australian National University (ANU) - Crawford School of Public Policy, University of Wisconsin - Madison - Department of Economics and Keio University
Downloads 16 (511,666)

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Purchasing Power, Parity, Taylor Rule, Half-Life of PPP, Deviations, Median, Unbiased

3.

Uncovering the Relationship between Real Interest Rates and Economic Growth

Michigan Retirement Research Center Research Paper No. 2013-303
Number of pages: 22 Posted: 07 Feb 2014 Last Revised: 18 Feb 2014
Bruce Hansen and Ananth Seshadri
University of Wisconsin - Madison - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 39 (308,003)

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economic growth, interest rates, Social Security

4.

Minimum Mean Squared Error Model Averaging in Likelihood Models

Number of pages: 31 Posted: 04 Sep 2015
Ali Charkhi, Gerda Claeskens and Bruce Hansen
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Department of Economics and University of Wisconsin - Madison - Department of Economics
Downloads 3 (346,684)

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Frequentist model averaging, mean squared error, weight choice, local misspecification, likelihood regression

5.

Asymptotic Theory for Clustered Samples

UNSW Business School Research Paper No. 2017-18
Number of pages: 56 Posted: 10 Jan 2018
Bruce Hansen and Seojeong Lee
University of Wisconsin - Madison - Department of Economics and UNSW Australia Business School, School of Economics
Downloads 0 (487,936)

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clustered data, law of large numbers, central limit theorem, clustered covariance matrix estimation

6.

Bootstrap Model Averaging Unit Root Inference

McMaster University - Department of Economics Working Paper No. 2018-09
Number of pages: 21
Bruce Hansen and Jeffrey Racine
University of Wisconsin - Madison - Department of Economics and Department of Economics - McMaster University
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inference, model selection, size distortion, time series