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