Lars Peter Hansen Books
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Rational Expectations Econometrics
Lars Peter Hansen
Rational Expectations Econometrics
Lars Peter Hansen
At the core of the rational expectations revolution is the insight that economic policy does not operate independently of economic agents' knowledge of that policy and their expectations of the effects of that policy.
Rational Expectations Econometrics
Lars Peter Hansen
At the core of the rational expectations revolution is the insight that economic policy does not operate independently of economic agents' knowledge of that policy and their expectations of the effects of that policy.
Rational Expectations Econometrics
Lars Peter Hansen
Rational Expectations Econometrics
Lars Peter Hansen
At the core of the rational expectations revolution is the insight that economic policy does not operate independently of economic agents' knowledge of that policy and their expectations of the effects of that policy.
Econometric Evaluation of Asset Pricing Models
Lars Peter Hansen
This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it.
Finite Sample Properties of Some Alternative Gmm Estimators
Lars Peter Hansen
This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it.
Econometric Evaluation of Asset Pricing Models
Lars Peter Hansen
This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it.
Recursive Models of Dynamic Linear Economies
Lars Peter Hansen
A guide to the economic modeling of household preferences, from two leaders in the fielda common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering.
Finite Sample Properties of Some Alternative GMM Estimators
Lars Peter Hansen
This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it.
Finite Sample Properties of Some Alternative GMM Estimators
Lars Peter Hansen
This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it.
Econometric Evaluation of Asset Pricing Models
Lars Peter Hansen
This work has been selected by scholars as being culturally important and is part of the knowledge base of civilization as we know it.
Robustness
Lars Peter Hansen
The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes.
Recursive Models of Dynamic Linear Economies
Lars Peter Hansen
A guide to the economic modeling of household preferences, from two leaders in the fielda common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering.
Recursive Models of Dynamic Linear Economies
Lars Peter Hansen
A guide to the economic modeling of household preferences, from two leaders in the fielda common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering.
Robustness
Lars Peter Hansen
The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes.
Robustness
Lars Peter Hansen
The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes.
Beliefs, doubts and learning
Lars Peter Hansen
Robustness
Lars Peter Hansen
The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes.
Long term risk
Lars Peter Hansen
Consumption strikes back?
Lars Peter Hansen
Econometric evaluation of asset pricing models
Lars Peter Hansen
Finite sample properties of some alternative GMM estimators
Lars Peter Hansen
Econometric evaluation of asset pricing models
Lars Peter Hansen
Rational expectations econometrics
Lars Peter Hansen
This volume consists of work by two rational expectations pioneers dealing with the problems of modelling the econometric complications introduced by rational expectations..
Recursive linear models of dynamic economies
Lars Peter Hansen
Exact linear rational expectations models
Lars Peter Hansen
Rational expectations models and the aliasing phenomenon
Lars Peter Hansen
Identification of continuous time rational expectations models from discrete time data
Lars Peter Hansen Hansen
