Lars Peter Hansen

Available identifiers

zbMath Open hansen.lars-peterWikidataQ1386049 ScholiaQ1386049MaRDI QIDQ433355

List of research outcomes

Publication	Date of Publication	Type
Asset pricing under smooth ambiguity in continuous time	2022-10-06	Paper
Robust identification of investor beliefs	2022-05-05	Paper
Structured ambiguity and model misspecification	2022-01-18	Paper
Macroeconomic uncertainty prices when beliefs are tenuous	2021-05-04	Paper
Twisted probabilities, uncertainty, and prices	2020-03-20	Paper
Aversion to ambiguity and model misspecification in dynamic stochastic environments	2019-07-03	Paper
Ambiguity aversion and model misspecification: an economic perspective	2018-10-02	Paper
Recursive Models of Dynamic Linear Economies	2018-08-21	Paper
Underidentification?	2017-05-12	Paper
Proofs for large sample properties of generalized method of moments estimators	2017-05-12	Paper
Nonlinearity and temporal dependence	2016-07-25	Paper
Robustness	2016-07-07	Paper
Recursive Models of Dynamic Linear Economies	2015-02-17	Paper
Shock elasticities and impulse responses	2014-11-26	Paper
Examining macroeconomic models through the lens of asset pricing	2014-11-20	Paper
Uncertainty within Economic Models	2013-12-19	Paper
Dynamic Valuation Decomposition Within Stochastic Economies	2013-11-06	Paper
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty	2013-01-13	Paper
Pricing growth-rate risk	2012-11-15	Paper
Small noise methods for risk-sensitive/robust economies	2012-07-13	Paper
Robustness and ambiguity in continuous time	2011-06-28	Paper
Fragile beliefs and the price of uncertainty	2011-01-03	Paper
Robust hidden Markov LQG problems	2010-11-05	Paper
Doubts or variability?	2010-01-15	Paper
Nonlinear principal components and long-run implications of multivariate diffusions	2009-12-09	Paper
Long-Term Risk: An Operator Approach	2009-05-18	Paper
Robustness	2007-12-10	Paper
Recursive robust estimation and control without commitment	2007-10-26	Paper
Introduction to model uncertainty and robustness	2006-07-12	Paper
Robust control and model misspecification	2006-07-12	Paper
Robust estimation and control under commitment	2005-12-22	Paper
https://portal.mardi4nfdi.de/entity/Q4650653	2005-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q4549699	2002-08-28	Paper
Spectral methods for identifying scalar diffusions	2001-06-19	Paper
Robust Permanent Income and Pricing	2000-09-03	Paper
BOOTSTRAPPING THE LONG RUN	1999-03-16	Paper
https://portal.mardi4nfdi.de/entity/Q4369431	1998-01-28	Paper
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes	1996-01-07	Paper
Discounted linear exponential quadratic Gaussian control	1995-11-28	Paper
Seasonally and approximation errors in rational expectations models	1993-02-04	Paper
https://portal.mardi4nfdi.de/entity/Q4015740	1993-01-16	Paper
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3352332	1988-01-01	Paper
Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions	1988-01-01	Paper
The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models	1987-01-01	Paper
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators	1985-01-01	Paper
Multiperiod Probit Models and Orthogonality Condition Estimation	1983-01-01	Paper
The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities	1983-01-01	Paper
Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time	1983-01-01	Paper
Large Sample Properties of Generalized Method of Moments Estimators	1982-07-01	Paper
Large Sample Properties of Generalized Method of Moments Estimators	1982-01-01	Paper
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models	1982-01-01	Paper

Research outcomes over time

Doctoral students

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