Bruce E. Hansen

36.1k total citations · 12 hit papers
87 papers, 24.2k citations indexed

About

Bruce E. Hansen is a scholar working on General Economics, Econometrics and Finance, Statistics and Probability and Economics and Econometrics. According to data from OpenAlex, Bruce E. Hansen has authored 87 papers receiving a total of 24.2k indexed citations (citations by other indexed papers that have themselves been cited), including 46 papers in General Economics, Econometrics and Finance, 35 papers in Statistics and Probability and 33 papers in Economics and Econometrics. Recurrent topics in Bruce E. Hansen's work include Monetary Policy and Economic Impact (46 papers), Statistical Methods and Inference (30 papers) and Financial Risk and Volatility Modeling (28 papers). Bruce E. Hansen is often cited by papers focused on Monetary Policy and Economic Impact (46 papers), Statistical Methods and Inference (30 papers) and Financial Risk and Volatility Modeling (28 papers). Bruce E. Hansen collaborates with scholars based in United States, Australia and Japan. Bruce E. Hansen's co-authors include Peter C.B. Phillips, Allan W. Gregory, Mehmet Caner, Byeongseon Seo, Sangwon Lee, Fabio Canova, Jeffrey S. Racine, Donald Cox, Emmanuel Jiménez and Seojeong Lee and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and The Economic Journal.

In The Last Decade

Bruce E. Hansen

84 papers receiving 22.2k citations

Hit Papers

align trajectories sort by overperformance

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

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

1999 3.5k citations Bruce E. Hansen Journal of Econometrics profile →
Statistical Inference in Instrumental Variables Regression with I(1) Processes

1990 3.4k citations Peter C.B. Phillips, Bruce E. Hansen The Review of Economic Studies profile →
Sample Splitting and Threshold Estimation

2000 1.9k citations Bruce E. Hansen profile →
Residual-based tests for cointegration in models with regime shifts

1996 1.8k citations Bruce E. Hansen et al. Journal of Econometrics profile →
Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

1996 1.5k citations Bruce E. Hansen profile →
Autoregressive Conditional Density Estimation

1994 1.1k citations Bruce E. Hansen profile →
Tests for Parameter Instability in Regressions with 1(1) Processes

1992 741 citations Bruce E. Hansen Journal of Business and Economic Statistics profile →
Testing for two-regime threshold cointegration in vector error-correction models

2002 581 citations Bruce E. Hansen et al. Journal of Econometrics profile →
The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity

2001 558 citations Bruce E. Hansen profile →
Least Squares Model Averaging

2007 529 citations Bruce E. Hansen profile →
INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL

2004 521 citations Bruce E. Hansen et al. Econometric Theory profile →
Threshold Autoregression with a Unit Root

2001 501 citations Bruce E. Hansen et al. profile →

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author						Papers	Cites
Bruce E. Hansen	17.6k	11.1k	7.4k	2.7k	2.4k	87	24.2k
Donald W. K. Andrews	16.5k 0.9×	11.8k 1.1×	8.1k 1.1×	2.4k 0.9×	4.3k 1.8×	145	24.5k
Mark W. Watson	20.8k 1.2×	18.4k 1.7×	9.3k 1.3×	2.2k 0.8×	1.6k 0.7×	138	28.9k
Pierre Perrón	32.1k 1.8×	23.6k 2.1×	13.0k 1.8×	5.1k 1.9×	1.6k 0.7×	143	40.5k
Søren Johansen	30.6k 1.7×	24.8k 2.2×	12.8k 1.7×	4.6k 1.7×	1.5k 0.6×	168	40.9k
James H. Stock	27.6k 1.6×	21.5k 1.9×	11.9k 1.6×	3.1k 1.1×	2.9k 1.2×	197	41.4k
Helmut Lütkepohl	10.3k 0.6×	7.2k 0.7×	4.4k 0.6×	1.3k 0.5×	1.5k 0.6×	154	17.9k
James D. Hamilton	24.8k 1.4×	17.0k 1.5×	13.8k 1.9×	5.4k 2.0×	1.4k 0.6×	118	35.5k
Christopher A. Sims	19.6k 1.1×	17.3k 1.6×	7.9k 1.1×	2.0k 0.7×	821 0.3×	149	26.4k
Jushan Bai	10.5k 0.6×	7.1k 0.6×	4.8k 0.7×	1.0k 0.4×	2.0k 0.9×	92	14.9k
Serena Ng	11.3k 0.6×	8.5k 0.8×	5.4k 0.7×	1.3k 0.5×	962 0.4×	91	14.9k

Countries citing papers authored by Bruce E. Hansen

Since Specialization

Citations

This map shows the geographic impact of Bruce E. Hansen's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bruce E. Hansen with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bruce E. Hansen more than expected).

Fields of papers citing papers by Bruce E. Hansen

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bruce E. Hansen. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bruce E. Hansen. The network helps show where Bruce E. Hansen may publish in the future.

Co-authorship network of co-authors of Bruce E. Hansen

This figure shows the co-authorship network connecting the top 25 collaborators of Bruce E. Hansen. A scholar is included among the top collaborators of Bruce E. Hansen based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Bruce E. Hansen. Bruce E. Hansen is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Hansen, Bruce E.. (2025). Standard Errors for Difference‐in‐Difference Regression. Journal of Applied Econometrics. 40(3). 291–309. 2 indexed citations

Hansen, Bruce E., et al.. (2024). Standard Errors for Two-Way Clustering with Serially Correlated Time Effects. The Review of Economics and Statistics. 1–40. 2 indexed citations

Hansen, Bruce E.. (2017). Time series econometrics for the 21st century. The Journal of Economic Education. 48(3). 137–145. 7 indexed citations

Hansen, Bruce E.. (2015). Regression Kink With an Unknown Threshold. Journal of Business and Economic Statistics. 35(2). 228–240. 145 indexed citations

Hansen, Bruce E.. (2015). The Risk of James–Stein and Lasso Shrinkage. Econometric Reviews. 35(8-10). 1456–1470. 27 indexed citations

Hansen, Bruce E.. (2010). All of you are one : the social vision of Galatians 3.28, 1 Corinthians 12.13 and Colossians 3.11. T&T Clark eBooks. 3 indexed citations

Hansen, Bruce E.. (2010). 'All of You are One': The Social Vision of Gal 3.28, 1 Cor 12.13 and Col 3.11. St Andrews Research Repository (St Andrews Research Repository). 1 indexed citations

Hansen, Bruce E.. (2010). Multi-Step Forecast Model Selection. 12 indexed citations

Hansen, Bruce E., et al.. (2006). Econometric Theory and Practice. Cambridge University Press eBooks. 57 indexed citations

10.

Hansen, Bruce E., Mario Cortina‐Borja, & S G Ratcliffe. (2003). Assessing non-linear estimation procedures for human growth models. Annals of Human Biology. 30(1). 80–96. 6 indexed citations

11.

Cox, Donald, Bruce E. Hansen, & Emmanuel Jiménez. (2003). How responsive are private transfers to income? Evidence from a laissez-faire economy. Journal of Public Economics. 88(9-10). 2193–2219. 125 indexed citations

12.

Hansen, Bruce E.. (1997). Approximate Asymptotic P Values for StructuraS-Change Tests. Journal of Business and Economic Statistics. 15(1). 60–67. 390 indexed citations

13.

Hansen, Bruce E.. (1996). Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays. Econometric Theory. 12(2). 347–359. 26 indexed citations

14.

Canova, Fabio & Bruce E. Hansen. (1995). Are Seasonal Patterns Constant Over Time? A Test for Seasonal Stability. Journal of Business and Economic Statistics. 13(3). 237–252. 139 indexed citations

15.

Hansen, Bruce E.. (1995). TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994. Econometric Theory. 11(3). 625–630. 22 indexed citations

16.

Hansen, Bruce E.. (1992). Testing for parameter instability in linear models. Journal of Policy Modeling. 14(4). 517–533. 471 indexed citations

17.

Hansen, Bruce E.. (1992). Efficient estimation and testing of cointegrating vectors in the presence of deterministic trends. Journal of Econometrics. 53(1-3). 87–121. 125 indexed citations

18.

Hansen, Bruce E.. (1992). Tests for Parameter Instability in Regressions with 1(1) Processes. Journal of Business and Economic Statistics. 10(3). 321–335. 741 indexed citations breakdown →

19.

Hansen, Bruce E.. (1992). Tests for Parameter Instability in Regressions with I(1) Processes. Journal of Business and Economic Statistics. 10(3). 321–321. 443 indexed citations

20.

Phillips, Peter C.B. & Bruce E. Hansen. (1990). Statistical Inference in Instrumental Variables Regression with I(1) Processes. The Review of Economic Studies. 57(1). 99–99. 3405 indexed citations breakdown →

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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