Bruce E. Hansen

CFDPs

CFPs

CFP 747 Bruce E. Hansen, Peter C. B. Phillips, "Estimation and Inference in Models of Cointegration: A Simulation Study," 225-248 (in Advances in Econometrics, JAI Press, Vol. 8, 1990) [See CFDP 881]
CFP 743 Peter C. B. Phillips, Bruce E. Hansen, "Statistical Inference in Instrumental Variables, Regression with I(1) Processes," Review of Economic Studies, (January 1990), 57(1): 99-125 [See CFDP 869R]