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)