Lars Peter Hansen

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Books by Lars Peter Hansen (50 max)

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Advances in Economics and Econometrics : Theory and Applications Eighth World Congress. Volume II

2003

M Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky

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Rational Expectations Econometrics

2019

Lars Peter Hansen, Thomas Sargent

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Econometric Evaluation of Asset Pricing Models

2018

Lars Peter Hansen, John Heaton, Sloan School of Management

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Advances in Economics and Econometrics: Theory and Applications 3 Volume Set (Paperback): Eighth World Congress (Econometric Society Monographs)

2003

Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky, Peter Hammond, Alberto Holly

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Robustness

2008

Lars Peter Hansen, Thomas J. Sargent

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Uncertainty Within Economic Models

2014

Lars Peter Hansen, Thomas J. Sargent

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Finite Sample Properties of Some Alternative GMM Estimators

2018

Lars Peter Hansen, John Heaton, Amir Yaron

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Recursive Models of Dynamic Linear Economies

2013

Lars Peter Hansen, Thomas J. Sargent

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Econometric evaluation of asset pricing models

1993

Lars Peter Hansen

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Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress (Econometric Society Monographs)

2003

David M. Kreps, Kenneth Frank Wallis, Mathias Dewatripont, Lars Peter Hansen

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Advances in Economics and Econometrics : Volume 3 Theory and Applications, Eighth World Congress

2003

Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky

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Advances in Economics and Econometrics : Volume 2 Theory and Applications, Eighth World Congress

2003

Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky

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Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress (Econometric Society Monographs)

2003

M. Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky

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Advances in Economics and Econometrics : Volume 1 Theory and Applications, Eighth World Congress

2003

Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky

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Handbook of Econometrics

2020

Steven Durlauf, Lars Peter Hansen, James J. Heckman, Rosa Liliana Matzkin

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Methods for estimating continuous time rational expectations models from discrete time data

1980

Lars Peter Hansen

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Rational expectations models and the aliasing phenomenon

1980

Lars Peter Hansen

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Exact linear rational expectations models: specification and estimation

1981

Lars Peter Hansen

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Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time

1981

Lars Peter Hansen

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Instrumental variables procedures for estimating linear rational expectations models

1981

Lars Peter Hansen

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The dimensionality of the aliasing problem in models with rational spectral densities

1981

Lars Peter Hansen

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Formulating and estimating continuous time rational expectations models

1981

Lars Peter Hansen

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A note on Wiener-Kolmogorov prediction formulas for rational expectations models

1981

Lars Peter Hansen

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Recursive linear models of dynamic economies

1990

Lars Peter Hansen

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Rational expectations econometrics

1991

Lars Peter Hansen

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Finite sample properties of some alternative GMM estimators

1994

Lars Peter Hansen

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Advances in Economics and Econometrics: Theory and Applications 3 Volume Set (Hardback): Eighth World Congress (Econometric Society Monographs)

2003

Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky, Andrew Chesher

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Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress (Econometric Society Monographs)

2003

M. Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky

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Advances in Economics and Econometrics Vol. 1 Theory and Applications, Eighth World Congress

2004

Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky, Andrew Chesher, Matthew Jackson

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Consumption strikes back?: measuring long-run risk

2005

Lars Peter Hansen

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Long term risk: an operator approach

2006

Lars Peter Hansen

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Beliefs, doubts and learning: valuing economic risk

2007

Lars Peter Hansen

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Handbook of financial econometrics

2009

Yacine Aït-Sahalia, Lars Peter Hansen

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Handbook of Financial Econometrics Vol. 1 Tools and Techniques

2009

Yacine Ait-Sahalia, Lars Peter Hansen

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Handbook of financial econometrics Applications

2010

Yacine Aït-Sahalia, Lars Peter Hansen

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Handbook of financial econometrics tools and techniques

2010

Yacine Aït-Sahalia, Lars Peter Hansen

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Handbook of Econometrics, Vol. 7A

2020

Steven Durlauf, Lars Peter Hansen, James J. Heckman, Rosa Liliana Matzkin

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Robustness

Lars Peter Hansen, Thomas J. Sargent