Lars Peter Hansen
Lars Peter Hansen
Professor of Economics and Statistics, University of Chicago
Email verificata su uchicago.edu - Home page
Titolo
Citata da
Citata da
Anno
Large sample properties of generalized method of moments estimators
LP Hansen
Econometrica: Journal of the Econometric Society, 1029-1054, 1982
145791982
Generalized instrumental variables estimation of nonlinear rational expectations models
LP Hansen, KJ Singleton
Econometrica: Journal of the Econometric Society, 1269-1286, 1982
32621982
Forward exchange rates as optimal predictors of future spot rates: An econometric analysis
LP Hansen, RJ Hodrick
Journal of political economy 88 (5), 829-853, 1980
25091980
Stochastic consumption, risk aversion, and the temporal behavior of asset returns
LP Hansen, KJ Singleton
Journal of political economy 91 (2), 249-265, 1983
20331983
Implications of security market data for models of dynamic economies
LP Hansen, R Jagannathan
Journal of Political Economy 99 (2), 225-262, 1991
19221991
Robustness
LP Hansen, TJ Sargent
Princeton university press, 2008
14212008
Finite-sample properties of some alternative GMM estimators
LP Hansen, J Heaton, A Yaron
Journal of Business & Economic Statistics 14 (3), 262-280, 1996
13921996
Formulating and estimating dynamic linear rational expectations models
LP Hansen, TJ Sargent
Journal of Economic Dynamics and control 2, 7-46, 1980
11921980
Robust control and model uncertainty
LP Hansen, TJ Sargent
American Economic Review 91 (2), 60-66, 2001
11762001
The role of conditioning information in deducing testable restrictions implied by dynamic asset pricing models
LP Hansen, SF Richard
Econometrica: Journal of the Econometric Society, 587-613, 1987
10221987
Assessing specification errors in stochastic discount factor models
LP Hansen, R Jagannathan
The Journal of Finance 52 (2), 557-590, 1997
9761997
A time series analysis of representative agent models of consumption and leisure choice under uncertainty
MS Eichenbaum, LP Hansen, KJ Singleton
The Quarterly Journal of Economics 103 (1), 51-78, 1988
8341988
Consumption strikes back? Measuring long-run risk
LP Hansen, JC Heaton, N Li
Journal of Political economy 116 (2), 260-302, 2008
8302008
A quartet of semigroups for model specification, robustness, prices of risk, and model detection
EW Anderson, LP Hansen, TJ Sargent
Journal of the European Economic Association 1 (1), 68-123, 2003
708*2003
Micro data and general equilibrium models
M Browning, LP Hansen, JJ Heckman
Handbook of macroeconomics 1, 543-633, 1999
6241999
Robust permanent income and pricing
LP Hansen, TJ Sargent, TD Tallarini Jr
Review of Economic studies, 873-907, 1999
5431999
Asset pricing explorations for macroeconomics
JH Cochrane, LP Hansen
NBER macroeconomics annual 7, 115-165, 1992
5251992
The empirical foundations of calibration
LP Hansen, JJ Heckman
Journal of economic perspectives 10 (1), 87-104, 1996
5181996
Back to the future: Generating moment implications for continuous-time Markov processes
LP Hansen, JA Scheinkman
National Bureau of Economic Research Working Paper Series, 1993
4761993
Risk averse speculation in the forward foreign exchange market: An econometric analysis of linear models
LP Hansen, RJ Hodrick
Exchange rates and international macroeconomics, 113-152, 1983
4751983
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–20