L

Lars Peter Hansen

40 books found

Books by Lars Peter Hansen
Econometric evaluation of asset pricing modelsLars Peter Hansen
⏱ 1h 1m

Econometric evaluation of asset pricing models

Lars Peter Hansen

199361 pp.
Methods for estimating continuous time rational expectations models from discrete time dataLars Peter Hansen

Methods for estimating continuous time rational expectations models from discrete time data

Lars Peter Hansen

1980No page data
Rational expectations models and the aliasing phenomenonLars Peter Hansen

Rational expectations models and the aliasing phenomenon

Lars Peter Hansen

1980No page data
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous timeLars Peter Hansen

Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time

Lars Peter Hansen

1981No page data
Beliefs, doubts and learningLars Peter Hansen
⏱ 38m

Beliefs, doubts and learning

Lars Peter Hansen

200738 pp.
Consumption strikes back?Lars Peter Hansen

Consumption strikes back?

Lars Peter Hansen

2005No page data
The dimensionality of the aliasing problem in models with rational spectral densitiesLars Peter Hansen

The dimensionality of the aliasing problem in models with rational spectral densities

Lars Peter Hansen

1981No page data
Exact linear rational expectations modelsLars Peter Hansen

Exact linear rational expectations models

Lars Peter Hansen

1981No page data
Finite sample properties of some alternative GMM estimatorsLars Peter Hansen
⏱ 59m

Finite sample properties of some alternative GMM estimators

Lars Peter Hansen

199459 pp.
Formulating and estimating continuous time rational expectations modelsLars Peter Hansen

Formulating and estimating continuous time rational expectations models

Lars Peter Hansen

1981No page data
Instrumental variables procedures for estimating linear rational expectations modelsLars Peter Hansen

Instrumental variables procedures for estimating linear rational expectations models

Lars Peter Hansen

1981No page data
Long term riskLars Peter Hansen
⏱ 53m

Long term risk

Lars Peter Hansen

200653 pp.
A note on Wiener-Kolmogorov prediction formulas for rational expectations modelsLars Peter Hansen

A note on Wiener-Kolmogorov prediction formulas for rational expectations models

Lars Peter Hansen

1981No page data
Rational expectations econometricsLars Peter Hansen
⏱ 4h 53m

Rational expectations econometrics

Lars Peter Hansen

1991293 pp.
Recursive linear models of dynamic economiesLars Peter Hansen
⏱ 42m

Recursive linear models of dynamic economies

Lars Peter Hansen

199042 pp.
Identification of continuous time rational expectations models from discrete time dataLars Peter Hansen Hansen

Identification of continuous time rational expectations models from discrete time data

Lars Peter Hansen Hansen

1983No page data
Rational Expectations EconometricsLars Peter Hansen
⏱ 4h 54m

Rational Expectations Econometrics

Lars Peter Hansen

2019294 pp.
Uncertainty Within Economic ModelsLars Peter Hansen
⏱ 8h 4m

Uncertainty Within Economic Models

Lars Peter Hansen

2014484 pp.
RobustnessLars Peter Hansen
⏱ 7h 44m

Robustness

Lars Peter Hansen

2008464 pp.
Recursive Models of Dynamic Linear EconomiesLars Peter Hansen
⏱ 7h 4m

Recursive Models of Dynamic Linear Economies

Lars Peter Hansen

2013424 pp.