Lars Peter Hansen

Books by Lars Peter Hansen

Total count: 32

• Rational expectations models and the aliasing phenomenon

  Federal Reserve Bank of Minneapolis1980-01-01
• Methods for estimating continuous time rational expectations models from discrete time data

  Federal Reserve Bank of Minneapolis1980-01-01
• A note on Wiener-Kolmogorov prediction formulas for rational expectations models

  Federal Reserve Bank of Minneapolis1981-01-01
• Exact linear rational expectations modelsspecification and estimation

  Federal Reserve Bank of Minneapolis1981-01-01
• Formulating and estimating continuous time rational expectations models

  Federal Reserve Bank of Minneapolis1981-01-01
• Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time

  Federal Reserve Bank of Minneapolis1981-01-01
• Instrumental variables procedures for estimating linear rational expectations models

  Federal Reserve Bank of Minneapolis1981-01-01
• Recursive linear models of dynamic economies

  National Bureau of Economic Research1990-01-01
• 
  Rational expectations econometrics

  Westview Press1991-01-01
• 
  Econometric evaluation of asset pricing models

  Alfred P. Sloan School of Management, Massachusetts Institute of Technology1993-01-01
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  Finite sample properties of some alternative GMM estimators

  Alfred P. Sloan School of Management, Massachusetts Institute of Technology1994-01-01
• Advances in Economics and Econometrics : Volume 1Theory and Applications, Eighth World Congress

  Cambridge University Press2003-01-01
• Advances in Economics and Econometrics : Volume 3Theory and Applications, Eighth World Congress

  Cambridge University Press2003-01-01
• Advances in Economics and Econometrics

  Cambridge University Press2003-01-01
• Advances in Economics and Econometrics : Theory and ApplicationsEighth World Congress. Volume III

  Cambridge University Press2003-01-01
• Advances in Economics and Econometrics : Volume 2Theory and Applications, Eighth World Congress

  Cambridge University Press2003-01-01
• Advances in Economics and Econometrics Vol. 3Theory and Applications, Eighth World Congress

  Cambridge University Press2004-01-01
• Advances in Economics and Econometrics Vol. 2Theory and Applications, Eighth World Congress

  Cambridge University Press2004-01-01
• Consumption strikes back?measuring long-run risk

  National Bureau of Economic Research2005-01-01
• Long term riskan operator approach

  National Bureau of Economic Research2006-01-01
and 12 more