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Bruce E. Hansen
|Bruce E. Hansen|
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Los Angeles, CA, USAApril 18, 1962
|Baptised||April 18, 1962|
Bruce E. Hansen (born 1962) is an American econometrician at the department of economics at the University of Wisconsin. He is known for his contributions to theoretical econometrics and time series.
Born in Los Angeles, California, he attended Occidental College, graduating in 1984 with an A.B. in economics with a minor in philosophy. He earned a Ph.D. in economics from Yale University in 1989. He spent five years as an Assistant and Associate Professor of economics at the University of Rochester and four years as Professor of Economics at Boston College before joining the faculty at the University of Wisconsin in 1998, where he is currently the Mary Claire Aschenbrenner Phipps Distinguished Chair of Economics.
He has published over 60 peer-reviewed papers in economics and econometric journals, which have collected over 29,000 Google Scholar citations. Among his major works are:
- Hansen, Bruce E. & Phillips, Peter C. B., "Statistical inference in instrumental variables regression with I(1) Processes" Review of Economic Studies, 57 (1990), pages 99-125.
- Hansen, Bruce E., "Inference when a nuisance parameter is not identified under the null hypothesis" Econometrica, (1996), pages 413-430.
- Hansen, Bruce E. & Allen W. Gregory, "Residual-based tests for cointegration in models with regime shifts" Journal of Econometrics, 70 (1996), pages 99-126.
- Hansen, Bruce E., "Threshold effects in non-dynamic panels: Estimation, testing, and inference" Journal of Econometrics, 93 (1999), pages 345-368.
- Hansen, Bruce E., "Sample splitting and threshold estimation" Econometrica, (2000), 575-603.
- Hansen, Bruce E., "Least squares model averaging" Econometrica, (2007), pages 1175-1189.
- Phillips, Peter C. B; Hansen, Bruce E (1990). "Statistical Inference in Instrumental Variables Regression with I(1) Processes". The Review of Economic Studies. 57 (1): 99–125. doi:10.2307/2297545. JSTOR 2297545.
- Hansen, Bruce E (1996). "Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis". Econometrica. 64 (2): 413–430. CiteSeerX 10.1.1.460.2004. doi:10.2307/2171789. JSTOR 2171789.
- Hansen, Bruce E (2000). "Sample Splitting and Threshold Estimation". Econometrica. 68 (3): 575–603. CiteSeerX 10.1.1.512.9306. doi:10.1111/1468-0262.00124.
- Hansen, Bruce E (2007). "Least Squares Model Averaging". Econometrica. 75 (4): 1175–1189. CiteSeerX 10.1.1.418.7295. doi:10.1111/j.1468-0262.2007.00785.x.
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