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Bruce E. Hansen

Active 1988–2024

41
Papers
34,461
Citations
40
h-index
41
i10-index

Citations

Citations per year for Bruce E. Hansen1961: 1 citations1990: 2 citations1991: 6 citations1992: 13 citations1993: 15 citations1994: 19 citations1995: 16 citations1996: 39 citations1997: 23 citations1998: 30 citations1999: 35 citations2000: 37 citations2001: 35 citations2002: 56 citations2003: 51 citations2004: 66 citations2005: 61 citations2006: 71 citations2007: 64 citations2008: 65 citations2009: 100 citations2010: 73 citations2011: 86 citations2012: 94 citations2013: 96 citations2014: 81 citations2015: 86 citations2016: 71 citations2017: 81 citations2018: 120 citations2019: 160 citations2020: 204 citations2021: 177 citations2022: 170 citations2023: 147 citations2024: 165 citations2025: 98 citations2026: 22 citations1962–1989: no citations, so these years are not shown

Citation sources

Countries

World map of the countries and regions citing this authorChina: 462 citing papers, 16.4% of this breakdownUnited States: 450 citing papers, 15.9% of this breakdownUnited Kingdom: 207 citing papers, 7.3% of this breakdownAustralia: 108 citing papers, 3.8% of this breakdownGermany: 91 citing papers, 3.2% of this breakdownFrance: 88 citing papers, 3.1% of this breakdownTürkiye: 79 citing papers, 2.8% of this breakdownTaiwan: 79 citing papers, 2.8% of this breakdownCanada: 71 citing papers, 2.5% of this breakdownSpain: 70 citing papers, 2.5% of this breakdownMalaysia: 63 citing papers, 2.2% of this breakdownItaly: 61 citing papers, 2.2% of this breakdown
0%16.4%Other 35.3%

Institutions

Fields

  • Economics, Econometrics and Finance58%
  • Computer Science10.8%
  • Mathematics8.5%
  • Business, Management and Accounting4.7%
  • Social Sciences4.7%
  • Decision Sciences3.5%
  • Other9.8%

Topics

  • Monetary Policy and Economic Impact8.3%
  • Market Dynamics and Volatility7%
  • Energy, Environment, Economic Growth6.9%
  • Financial Risk and Volatility Modeling6.4%
  • Economic Growth and Development6.3%
  • Statistical Methods and Inference3.7%
  • Other61.4%

Coauthors

All papers

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  1. Threshold effects in non-dynamic panels: Estimation, testing, and inference

    Authors: Bruce E. Hansen - Journal of Econometrics 1999 cited by 4,916

  2. Least Squares Model Averaging

    Authors: Bruce E. Hansen - Econometrica 2007 cited by 843

  3. Statistical Inference in Instrumental Variables Regression with I(1) Processes

    Authors: Peter C.B. Phillips, Bruce E. Hansen - The Review of Economic Studies 1990 cited by 4,777

  4. Sample Splitting and Threshold Estimation

    Authors: Bruce E. Hansen - Econometrica 2000 cited by 2,819

  5. Jackknife model averaging

    Authors: Bruce E. Hansen, Jeffrey S. Racine - Journal of Econometrics 2011 cited by 503

  6. Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

    Authors: Bruce E. Hansen - Econometrica 1996 cited by 2,293

  7. INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

    Authors: Mehmet Caner, Bruce E. Hansen - Econometric Theory 2004 cited by 751

  8. Autoregressive Conditional Density Estimation

    Authors: Bruce E. Hansen - International Economic Review 1994 cited by 1,621

  9. Least-squares forecast averaging

    Authors: Bruce E. Hansen - Journal of Econometrics 2008 cited by 283

  10. The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity

    Authors: Bruce E. Hansen - The Journal of Economic Perspectives 2001 cited by 863

  11. Regression Kink With an Unknown Threshold

    Authors: Bruce E. Hansen - Journal of Business and Economic Statistics 2015 cited by 258

  12. UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA

    Authors: Bruce E. Hansen - Econometric Theory 2008 cited by 470

  13. Residual-based tests for cointegration in models with regime shifts

    Authors: Allan W. Gregory, Bruce E. Hansen - Journal of Econometrics 1996 cited by 2,490

  14. Testing for parameter instability in linear models

    Authors: Bruce E. Hansen - Journal of Policy Modeling 1992 cited by 765

  15. Approximate Asymptotic P Values for Structural-Change Tests

    Authors: Bruce E. Hansen - Journal of Business and Economic Statistics 1997 cited by 377

  16. Threshold Autoregression with a Unit Root

    Authors: Mehmet Caner, Bruce E. Hansen - Econometrica 2001 cited by 716

  17. The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp

    Authors: Bruce E. Hansen - Journal of Applied Econometrics 1992 cited by 629

  18. Testing for two-regime threshold cointegration in vector error-correction models

    Authors: Bruce E. Hansen, Byeongseon Seo - Journal of Econometrics 2002 cited by 849

  19. Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator

    Authors: Sangwon Lee, Bruce E. Hansen - Econometric Theory 1994 cited by 637

  20. Inference in TAR Models

    Authors: Bruce E. Hansen - Studies in Nonlinear Dynamics and Econometrics 1997 cited by 587

  21. Tests for Parameter Instability in Regressions with I(1) Processes

    Authors: Bruce E. Hansen - Journal of Business and Economic Statistics 1992 cited by 574

  22. Testing for structural change in conditional models

    Authors: Bruce E. Hansen - Journal of Econometrics 2000 cited by 473

  23. Testing for Linearity

    Authors: Bruce E. Hansen - Journal of Economic Surveys 1999 cited by 427

  24. The Grid Bootstrap and the Autoregressive Model

    Authors: Bruce E. Hansen - The Review of Economics and Statistics 1999 cited by 360