| Statistical inference in instrumental variables regression with I (1) processes PCB Phillips, BE Hansen The Review of Economic Studies 57 (1), 99-125, 1990 | 4379 | 1990 |
| Threshold effects in non-dynamic panels: Estimation, testing, and inference BE Hansen Journal of econometrics 93 (2), 345-368, 1999 | 3207 | 1999 |
| Residual-based tests for cointegration in models with regime shifts AW Gregory, BE Hansen Journal of econometrics 70 (1), 99-126, 1996 | 2925 | 1996 |
| Sample splitting and threshold estimation BE Hansen Econometrica 68 (3), 575-603, 2000 | 2759 | 2000 |
| Inference when a nuisance parameter is not identified under the null hypothesis BE Hansen Econometrica: Journal of the econometric society, 413-430, 1996 | 2695 | 1996 |
| Autoregressive conditional density estimation BE Hansen International Economic Review, 705-730, 1994 | 1746 | 1994 |
| Tests for parameter instability in regressions with I (1) processes BE Hanson Journal of Business & Economic Statistics 20 (1), 45-59, 2002 | 1539 | 2002 |
| Inference in TAR models BE Hansen Studies in nonlinear dynamics & econometrics 2 (1), 1-14, 1997 | 1534* | 1997 |
| The likelihood ratio test under nonstandard conditions: testing the Markov switching model of GNP BE Hansen Journal of applied Econometrics 7 (S1), S61-S82, 1992 | 1075 | 1992 |
| Testing for two-regime threshold cointegration in vector error-correction models BE Hansen, B Seo Journal of Econometrics 110 (2), 293-318, 2002 | 1030 | 2002 |
| The new econometrics of structural change: dating breaks in US labour productivity BE Hansen Journal of Economic perspectives 15 (4), 117-128, 2001 | 975 | 2001 |
| Threshold autoregression with a unit root M Caner, BE Hansen Econometrica 69 (6), 1555-1596, 2001 | 966 | 2001 |
| Testing for parameter instability in linear models BE Hansen Journal of policy Modeling 14 (4), 517-533, 1992 | 898 | 1992 |
| Approximate asymptotic p values for structuras-change tests BE Hansen Journal of Business & Economic Statistics 15 (1), 60-67, 1997 | 854 | 1997 |
| Asymptotic theory for the GARCH (1, 1) quasi-maximum likelihood estimator SW Lee, BE Hansen Econometric theory 10 (1), 29-52, 1994 | 778 | 1994 |
| Least squares model averaging BE Hansen Econometrica 75 (4), 1175-1189, 2007 | 639 | 2007 |
| Practitioners corner: tests for cointegration in models with regime and trend shifts AW Gregory, BE Hansen Oxford bulletin of Economics and Statistics 58 (3), 555-560, 1996 | 639 | 1996 |
| Instrumental variable estimation of a threshold model M Caner, BE Hansen Econometric Theory, 813-843, 2004 | 610 | 2004 |
| Testing for linearity B Hansen Journal of economic surveys 13 (5), 551-576, 1999 | 502 | 1999 |
| Testing for structural change in conditional models BE Hansen Journal of Econometrics 97 (1), 93-115, 2000 | 497 | 2000 |
Peter C. B. PhillipsYale UniversityVerified email at yale.edu
