Hansen, Lars Peter
Hansen, Lars Peter, 1952-....
Lars Peter Hansen American economist
VIAF ID: 39444352 ( Personal )
Permalink: http://viaf.org/viaf/39444352
Preferred Forms
- 200 _ | ‡a Hansen ‡b Lars Peter
- 100 1 _ ‡a Hansen, Lars Peter
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- 100 1 _ ‡a Hansen, Lars Peter
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- 100 1 _ ‡a Hansen, Lars Peter ‡d 1952-
- 100 1 _ ‡a Hansen, Lars Peter ‡d 1952-
- 100 1 _ ‡a Hansen, Lars Peter ‡d 1952-...
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- 100 1 _ ‡a Hansen, Lars Peter, ‡d 1952-....
- 100 0 _ ‡a Lars Peter Hansen ‡c American economist
4xx's: Alternate Name Forms (56)
5xx's: Related Names (13)
- 510 2 _ ‡a NORC
- 510 2 _ ‡a NORC ‡g Körperschaft ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a National Bureau of Economic Research
- 510 2 _ ‡a National Bureau of Economic Research ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a New York University
- 510 2 _ ‡a New York University ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Société d'économétrie, World congress 08 2000
- 510 2 _ ‡a University of Chicago / Department of Economics
- 510 2 _ ‡a University of Chicago ‡b Department of Economics ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University of Minnesota
- 510 2 _ ‡a University of Minnesota ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a University ‡b Department of Economics
- 510 2 _ ‡a ebrary, Inc
Works
Title | Sources |
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Advances in economics and econometrics : theory and applications : eighth World Congress | |
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time | |
Assessing specification errors in stochastic discount factor models | |
Beliefs, doubts and learning: valuing economic risk | |
Challenges in Identifying and Measuring Systemic Risk | |
Consumption strikes back? measuring long-run risk | |
The dimensionality of the aliasing problem in models with rational spectral densities | |
Econometric evaluation of asset pricing models | |
Elements of robust control and filtering for macroeconomics | |
Finite sample properties of some alternative GMM estimators | |
Handbook of financial econometrics | |
Identification of continuous time ... 1981 | |
Instrumental variables procedures for estimating linear rational expectations models | |
Long term risk: an operator approach | |
Modeling the long run: valuation in dynamic stochastic economies | |
Nonlinearity and temporal dependence | |
A note on Wiener-Kolmogorov prediction formulas for rational expectations models | |
Rational expectations econometrics | |
Recursive models of dynamic linear economies, 2013: | |
Recursive robust estimation and control without commitment | |
Robustness | |
Uncertainty within economic models |