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1

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen

Journal:

Year:

1982

Language:

english

File:

PDF, 469 KB

english, 1982

2

Proofs for large sample properties of generalized method of moments estimators

Lars Peter Hansen

Journal:

Journal of Econometrics

Year:

2012

Language:

english

File:

PDF, 252 KB

english, 2012

3

Time-Series Econometrics in Macroeconomics and Finance

Hansen, Lars Peter

Journal:

Journal of Political Economy

Year:

2017

Language:

english

File:

PDF, 1.87 MB

english, 2017

4

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

Lars Peter Hansen and Robert J. Hodrick

Journal:

Journal of Political Economy

Year:

1980

Language:

english

File:

PDF, 2.14 MB

english, 1980

5

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

Lars Peter Hansen and Kenneth J. Singleton

Journal:

Year:

1982

Language:

english

File:

PDF, 400 KB

english, 1982

6

Implications of Security Market Data for Models of Dynamic Economies

Lars Peter Hansen and Ravi Jagannathan

Journal:

Journal of Political Economy

Year:

1991

Language:

english

File:

PDF, 3.35 MB

english, 1991

7

Acknowledging Misspecification in Macroeconomic Theory

Lars Peter Hansen, Thomas J. Sargent

Journal:

Review of Economic Dynamics

Year:

2001

Language:

english

File:

PDF, 112 KB

english, 2001

8

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

Lars Peter Hansen and Kenneth J. Singleton

Journal:

Journal of Political Economy

Year:

1983

Language:

english

File:

PDF, 1.48 MB

english, 1983

9

Econometric Evaluation of Asset Pricing Models

Lars Peter Hansen, John Heaton and Erzo G. J. Luttmer

Journal:

Review of Financial Studies

Year:

1995

Language:

english

File:

PDF, 867 KB

english, 1995

10

[Handbook of the Economics of Finance] Volume 2 || Risk Pricing over Alternative Investment Horizons

Hansen, Lars Peter

Year:

2013

Language:

english

File:

PDF, 1.59 MB

english, 2013

11

Asset Pricing Explorations for Macroeconomics

Cochrane, John H., Hansen, Lars Peter

Journal:

NBER Macroeconomics Annual

Year:

1992

Language:

english

File:

PDF, 3.54 MB

english, 1992

12

Seasonality and approximation errors in rational expectations models

Lars Peter Hansen, Thomas J. Sargent

Journal:

Journal of Econometrics

Year:

1993

Language:

english

File:

PDF, 2.07 MB

english, 1993

13

Nobel Lecture: Uncertainty Outside and Inside Economic Models

Hansen, Lars Peter

Journal:

Journal of Political Economy

Year:

2014

Language:

english

File:

PDF, 659 KB

english, 2014

14

Beliefs, Doubts and Learning: Valuing Macroeconomic Risk

Lars Peter Hansen

Journal:

American Economic Review

Year:

2007

Language:

english

File:

PDF, 4.49 MB

english, 2007

15

Asset Pricing Explorations for Macroeconomics

John H. Cochrane and Lars Peter Hansen

Journal:

NBER Macroeconomics Annual

Year:

1992

Language:

english

File:

PDF, 3.75 MB

english, 1992

16

Ambiguity Aversion and Model Misspecification: An Economic Perspective

Hansen, Lars Peter, Marinacci, Massimo

Journal:

Statistical Science

Year:

2016

Language:

english

File:

PDF, 104 KB

english, 2016

17

Robust Permanent Income and Pricing

Hansen, Lars Peter, Sargent, Thomas J., Tallarini, Thomas D.

Journal:

Review of Economic Studies

Year:

1999

Language:

english

File:

PDF, 343 KB

english, 1999

18

Doubts or variability?

Francisco Barillas, Lars Peter Hansen, Thomas J. Sargent

Journal:

Journal of Economic Theory

Year:

2009

Language:

english

File:

PDF, 407 KB

english, 2009

19

The Empirical Foundations of Calibration

Hansen, Lars Peter, Heckman, James J

Journal:

Journal of Economic Perspectives

Year:

1996

Language:

english

File:

PDF, 573 KB

english, 1996

20

[Handbook of Monetary Economics] Volume 3 || Wanting Robustness in Macroeconomics

Hansen, Lars Peter

Year:

2010

Language:

english

File:

PDF, 848 KB

english, 2010

21

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

Hansen, Lars Peter, Hodrick, Robert J.

Journal:

Journal of Political Economy

Year:

1980

Language:

english

File:

PDF, 2.09 MB

english, 1980

22

Uncertainty in Economic Analysis and the Economic Analysis of Uncertainty

Hansen, Lars Peter

Journal:

KNOW: A Journal on the Formation of Knowledge

Year:

2017

Language:

english

File:

PDF, 2.02 MB

english, 2017

23

Nonlinearity and temporal dependence

Xiaohong Chen, Lars Peter Hansen, Marine Carrasco

Journal:

Journal of Econometrics

Year:

2010

Language:

english

File:

PDF, 690 KB

english, 2010

24

Long-Term Risk: An Operator Approach

Lars Peter Hansen, José A. Scheinkman

Journal:

Year:

2009

Language:

english

File:

PDF, 430 KB

english, 2009

25

Robust control and model misspecification

Lars Peter Hansen, Thomas J. Sargent, Gauhar Turmuhambetova, Noah Williams

Journal:

Journal of Economic Theory

Year:

2006

Language:

english

File:

PDF, 449 KB

english, 2006

26

Papers and Proceedings of the Hundred Thirteenth Annual Meeting of the American Economic Association || Robust Control and Model Uncertainty

Lars Peter Hansen and Thomas J. Sargent

Journal:

American Economic Review

Year:

2001

Language:

english

File:

PDF, 209 KB

english, 2001

27

The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models

Lars Peter Hansen and Scott F. Richard

Journal:

Year:

1987

Language:

english

File:

PDF, 519 KB

english, 1987

28

Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes

Hansen, Lars Peter, Scheinkman, Jose Alexandre

Journal:

Year:

1995

Language:

english

File:

PDF, 970 KB

english, 1995

29

Small noise methods for risk-sensitive/robust economies

Evan W. Anderson, Lars Peter Hansen, Thomas J. Sargent

Journal:

Journal of Economic Dynamics and Control

Year:

2012

Language:

english

File:

PDF, 689 KB

english, 2012

30

A QUARTET OF SEMIGROUPS FOR MODEL SPECIFICATION, ROBUSTNESS, PRICES OF RISK, AND MODEL DETECTION

Evan W. Anderson, Lars Peter Hansen, Thomas J. Sargent

Journal:

Journal of the European Economic Association

Year:

2003

Language:

english

File:

PDF, 297 KB

english, 2003

31

Fragile beliefs and the price of uncertainty

Lars Peter Hansen, Thomas J. Sargent

Journal:

Quantitative Economics

Year:

2010

Language:

english

File:

PDF, 564 KB

english, 2010

32

AN INTERVIEW WITH CHRISTOPHER A. SIMS

HANSEN, LARS PETER

Journal:

Macroeconomic Dynamics

Year:

2004

Language:

english

File:

PDF, 916 KB

english, 2004

33

Assessing Specification Errors in Stochastic Discount Factor Models

Lars Peter Hansen and Ravi Jagannathan

Journal:

The Journal of Finance

Year:

1997

Language:

english

File:

PDF, 686 KB

english, 1997

34

Finite-Sample Properties of Some Alternative GMM Estimators

Lars Peter Hansen, John Heaton and Amir Yaron

Journal:

Journal of Business and Economic Statistics

Year:

1996

Language:

english

File:

PDF, 1.17 MB

english, 1996

35

Efficient Estimation of Linear Asset-Pricing Models With Moving Average Errors

Hansen, Lars Peter, Singleton, Kenneth J.

Journal:

Journal of Business and Economic Statistics

Year:

1996

Language:

english

File:

PDF, 531 KB

english, 1996

36

Econometrica Operating Procedures

Angus Deaton, Roger Guesnerie, Lars Peter Hansen and David Kreps

Journal:

Year:

1987

Language:

english

File:

PDF, 485 KB

english, 1987

37

Beliefs, Doubts and Learning: Valuing Macroeconomic Risk

Hansen, Lars Peter

Journal:

American Economic Review

Year:

2007

Language:

english

File:

PDF, 573 KB

english, 2007

38

Macroeconomic uncertainty prices when beliefs are tenuous

Hansen, Lars Peter, Sargent, Thomas J.

Journal:

Journal of Econometrics

Year:

2020

File:

PDF, 490 KB

2020

39

A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators

Lars Peter Hansen

Journal:

Journal of Econometrics

Year:

1985

Language:

english

File:

PDF, 1.74 MB

english, 1985

40

Increased muscle pain sensitivity in patients with tension-type headache

Peter T. Schmidt-Hansen, Peter Svensson, Lars Bendtsen, Thomas Graven-Nielsen, Flemming W. Bach

Journal:

Year:

2007

Language:

english

File:

PDF, 550 KB

english, 2007

41

Consumption Strikes Back? Measuring Long‐Run Risk

Hansen, Lars Peter, Heaton, John C., Li, Nan

Journal:

Journal of Political Economy

Year:

2008

Language:

english

File:

PDF, 265 KB

english, 2008

42

The Empirical Foundations of Calibration

Lars Peter Hansen and James J. Heckman

Journal:

Journal of Economic Perspectives

Year:

1996

Language:

english

File:

PDF, 446 KB

english, 1996

43

Misspecified Recovery

BOROVIčKA, JAROSLAV, HANSEN, LARS PETER, SCHEINKMAN, JOSé A.

Journal:

The Journal of Finance

Year:

2016

Language:

english

File:

PDF, 514 KB

english, 2016

44

Advances in Economics and Econometrics (Theory and Applications, Eighth World Congress) || Testing Contract Theory: A Survey of Some Recent Work

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

Year:

2003

Language:

english

File:

PDF, 444 KB

english, 2003

45

Twisted probabilities, uncertainty, and prices

Hansen, Lars Peter, SzÅke, BÃ¡lint, Han, Lloyd S., Sargent, Thomas J.

Journal:

Journal of Econometrics

Year:

2020

File:

PDF, 1.46 MB

2020

46

Formulating and estimating dynamic linear rational expectations models

Lars Peter Hansen, Thomas J. Sargent

Journal:

Journal of Economic Dynamics and Control

Year:

1980

Language:

english

File:

PDF, 1.94 MB

english, 1980

47

Recursive robust estimation and control without commitment

Lars Peter Hansen, Thomas J. Sargent

Journal:

Journal of Economic Theory

Year:

2007

Language:

english

File:

PDF, 346 KB

english, 2007

48

Robust control of forward-looking models

Lars Peter Hansen, Thomas J. Sargent

Journal:

Journal of Monetary Economics

Year:

2003

Language:

english

File:

PDF, 231 KB

english, 2003

49

Multiperiod Probit Models and Orthogonality Condition Estimation

Robert B. Avery, Lars Peter Hansen and V. Joseph Hotz

Journal:

International Economic Review

Year:

1983

Language:

english

File:

PDF, 1.40 MB

english, 1983

50

Robust Control and Model Uncertainty

Hansen, Lars Peter, Sargent, Thomas J

Journal:

American Economic Review

Year:

2001

Language:

english

File:

PDF, 68 KB

english, 2001

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