Lars Peter Hansen
Lars Peter Hansen
Professor of Economics and Statistics, University of Chicago
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Cited by
Cited by
Large sample properties of generalized method of moments estimators
LP Hansen
Econometrica: Journal of the econometric society, 1029-1054, 1982
Generalized instrumental variables estimation of nonlinear rational expectations models
LP Hansen, KJ Singleton
Econometrica: Journal of the Econometric Society, 1269-1286, 1982
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
Stochastic consumption, risk aversion, and the temporal behavior of asset returns
LP Hansen, KJ Singleton
Journal of political economy 91 (2), 249-265, 1983
Implications of security market data for models of dynamic economies
LP Hansen, R Jagannathan
Journal of Political Economy 99 (2), 225-262, 1991
LP Hansen, TJ Sargent
Robustness, 2011
Finite-sample properties of some alternative GMM estimators
LP Hansen, J Heaton, A Yaron
Journal of Business & Economic Statistics 14 (3), 262-280, 1996
Formulating and estimating dynamic linear rational expectations models
LP Hansen, TJ Sargent
Journal of Economic Dynamics and control 2, 7-46, 1980
Robust control and model uncertainty
LP Hansen, TJ Sargent
American Economic Review 91 (2), 60-66, 2001
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
Assessing specification errors in stochastic discount factor models
LP Hansen, R Jagannathan
The Journal of Finance 52 (2), 557-590, 1997
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
Consumption strikes back? Measuring long-run risk
LP Hansen, JC Heaton, N Li
Journal of Political economy 116 (2), 260-302, 2008
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
Micro data and general equilibrium models
M Browning, LP Hansen, JJ Heckman
Handbook of macroeconomics 1, 543-633, 1999
Evolution, discovery, and interpretations of arthropod mushroom bodies
NJ Strausfeld, L Hansen, Y Li, RS Gomez, K Ito
Learning & memory 5 (1), 11-37, 1998
Robust permanent income and pricing
LP Hansen, TJ Sargent, TD Tallarini Jr
Review of Economic studies, 873-907, 1999
Asset pricing explorations for macroeconomics
JH Cochrane, LP Hansen
NBER macroeconomics annual 7, 115-165, 1992
The empirical foundations of calibration
LP Hansen, JJ Heckman
Journal of economic perspectives 10 (1), 87-104, 1996
4. 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, 2010
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