Welcome to EverybodyWiki ! Sign in or create an account to improve, watchlist or create an article, a company page or a bio (yours ?)...


Bruce E. Hansen

From EverybodyWiki Bios & Wiki
Jump to: navigation, search




Bruce E. Hansen
Born (1962-04-18) April 18, 1962 (age 56)
Los Angeles, CA, USA
NationalityAmerican

Bruce E. Hansen (born 1962) is an American econometrician at the department of economics[1] 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.

Hansen is a Fellow of the Econometric Society[2] and a Fellow of the Journal of Econometrics. He is the author of the graduate textbook Econometrics.

Publications[edit | edit source]

He has published over 60 peer-reviewed papers in economics and econometric journals, which have collected over 29,000 Google Scholar citations[3]. 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.[4]
  • Hansen, Bruce E., "Inference when a nuisance parameter is not identified under the null hypothesis" Econometrica, (1996), pages 413-430.[5]
  • Hansen, Bruce E. & Allen W. Gregory, "Residual-based tests for cointegration in models with regime shifts" Journal of Econometrics, 70 (1996), pages 99-126.[6]
  • Hansen, Bruce E., "Threshold effects in non-dynamic panels: Estimation, testing, and inference" Journal of Econometrics, 93 (1999), pages 345-368.[7]
  • Hansen, Bruce E., "Sample splitting and threshold estimation" Econometrica, (2000), 575-603.[8]
  • Hansen, Bruce E., "Least squares model averaging" Econometrica, (2007), pages 1175-1189.[9]

References[edit | edit source]

  1. https://econ.wisc.edu/
  2. https://www.econometricsociety.org/society/organization-and-governance/fellows
  3. https://scholar.google.com/citations?user=FK5wEzkAAAAJ&hl=en
  4. Lua error in Module:Citation/CS1/Identifiers at line 47: attempt to index field 'wikibase' (a nil value).
  5. Lua error in Module:Citation/CS1/Identifiers at line 47: attempt to index field 'wikibase' (a nil value).
  6. https://www.sciencedirect.com/science/article/pii/0304407669416857
  7. https://www.sciencedirect.com/science/article/pii/S0304407699000251
  8. Lua error in Module:Citation/CS1/Identifiers at line 47: attempt to index field 'wikibase' (a nil value).
  9. Lua error in Module:Citation/CS1/Identifiers at line 47: attempt to index field 'wikibase' (a nil value).

External links[edit | edit source]


Category:1962 births Category:Living people Category:Econometricians Category:Fellows of the Econometric Society

Lua error in Module:Authority_control at line 788: attempt to index field 'wikibase' (a nil value).


This article "Bruce E. Hansen" is from Wikipedia. The list of its authors can be seen in its historical and/or its subpage Bruce E. Hansen/edithistory. Articles copied from Draft Namespace on Wikipedia could be seen on the Draft Namespace of Wikipedia and not main one.