Books:
* Econometrics (2022): This book, published in 2022, covers a comprehensive range of econometric topics and is considered a leading textbook in the field.
* Instrumental Variables: A Guide to Modern Methods and Applications (2019): This book provides a detailed exploration of instrumental variable methods, which are crucial for addressing endogeneity issues in causal inference.
* Generalized Method of Moments (1999): This book offers a comprehensive treatment of the generalized method of moments (GMM) estimation technique, a powerful tool for estimating parameters in econometric models.
Articles:
He has also authored numerous influential articles in top econometrics and statistics journals. Some of his widely cited works include:
* "Inference When a Nuisance Parameter Is Not Identified" (2005): This paper addresses the challenges of inference in situations where a nuisance parameter is not identified.
* "The Asymptotic Distribution of the Generalized Method of Moments Estimator" (1982): This paper establishes the asymptotic distribution of the GMM estimator, providing a fundamental result for inference.
* "Nonparametric Methods for Identifying and Estimating Treatment Effects" (2014): This paper explores nonparametric methods for identifying and estimating treatment effects, contributing to the field of causal inference.
Other Contributions:
* Software Packages: Hansen has also developed and contributed to software packages for econometric analysis, including the popular "gmm" package for R.
* Research Activities: He is a leading researcher in econometrics, with extensive contributions to the development of methods and applications in areas such as causal inference, time series analysis, and estimation of structural models.
You can find a comprehensive list of Bruce E. Hansen's publications on his personal website or his Google Scholar profile.