Lars Peter Hansen
31 works on record
Works
Handbook of financial econometrics
Advances in economics and econometrics
Handbook of financial econometrics tools and techniques
ADVANCES IN ECONOMICS AND ECONOMETRICS: THEORY AND APPLICATIONS: EIGHTH WORLD...; ED. BY MATHIAS DEWATRIPONT
Recursive Models of Dynamic Linear Economies
Robustness
Handbook of Econometrics
Finite Sample Properties of Some Alternative Gmm Estimators
Econometric Evaluation of Asset Pricing Models
Rational expectations econometrics
Handbook of Econometrics, Vol. 7A
Uncertainty Within Economic Models
Advances in Economics and Econometrics Set
Methods for estimating continuous time rational expectations models from discrete time data
Rational expectations models and the aliasing phenomenon
Advances in Economics and Econometrics : Volume 3
Handbook of Financial Econometrics Vol. 1
Advances in Economics and Econometrics : Volume 2
Advances in Economics and Econometrics : Volume 1
Advances in Economics and Econometrics : Theory and Applications
Advances in Economics and Econometrics Vol. 1
Consumption strikes back?
Exact linear rational expectations models
Beliefs, doubts and learning
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
Instrumental variables procedures for estimating linear rational expectations models
Recursive linear models of dynamic economies
The dimensionality of the aliasing problem in models with rational spectral densities
Formulating and estimating continuous time rational expectations models
Long term risk
A note on Wiener-Kolmogorov prediction formulas for rational expectations models