Bruce E. Hansen
Current Working Papers
"Stein Combination Shrinkage for Vector Autoregressions," (June, 2016). Abstract and paper
"A Weak Law of Large Numbers Under Weak Mixing," (January, 2019). Abstract and paper
"Criterion-Based Inference without the Information Equality," (April, 2021). Abstract and paper
"The Exact Distribution of the White t-Ratio," (June, 2021). Abstract and paper
"Standard Errors for Two-Way Clustering with Serially Correlated Time Effects," (January, 2022). Abstract and paper
"Jackknife Standard Errors for Clustered Regression," (November, 2023). Abstract and paper
"Reply to 'On A Modern Gauss-Markov Theorem'," (November, 2023). 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.