Bruce E. Hansen

Bruce E. Hansen is the Mary Claire Aschenbrener Phipps Distinguished Chair and Trygve Haavelmo Professor of Economics at the University of Wisconsin-Madison, Department of Economics. He maintains an active research program with publications extending through 2025, demonstrating his continued prominence in econometric methodology.

His research interests include:

• Econometric theory and methodology
• Time series analysis and forecasting
• Model selection, averaging, and shrinkage techniques
• Threshold and structural change models
• Statistical inference for clustered and dependent data

Hansen's recent work focuses on innovative approaches to model averaging, standard error estimation for complex data structures, and unit root testing. His publications demonstrate both theoretical rigor and practical applicability to economic data analysis, with particular attention to handling clustered data, serial correlation, and model uncertainty.

His influential publications include 'Least Squares Model Averaging' in Econometrica (2007) which introduced Mallows Model Averaging, and 'A Modern Gauss-Markov Theorem' (2022), both representing significant theoretical contributions to econometrics. His two textbooks 'Probability and Statistics for Economists' and 'Econometrics' (Princeton University Press, 2022) reflect his commitment to teaching and disseminating econometric knowledge.

Hansen's research has been supported by multiple National Science Foundation grants (SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111), highlighting the significance and quality of his contributions to the field.