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Lars Peter Hansen - MaRDI portal

Lars Peter Hansen

From MaRDI portal
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Person:433355

Available identifiers

zbMath Open hansen.lars-peterDBLP48/10624WikidataQ1386049 ScholiaQ1386049MaRDI QIDQ433355

List of research outcomes





PublicationDate of PublicationType
Robust inference for moment condition models without rational expectations2024-09-06Paper
Asset pricing under smooth ambiguity in continuous time2022-10-06Paper
Robust identification of investor beliefs2022-05-05Paper
Structured ambiguity and model misspecification2022-01-18Paper
Macroeconomic uncertainty prices when beliefs are tenuous2021-05-04Paper
Twisted probabilities, uncertainty, and prices2020-03-20Paper
Aversion to ambiguity and model misspecification in dynamic stochastic environments2019-07-03Paper
Ambiguity aversion and model misspecification: an economic perspective2018-10-02Paper
Recursive Models of Dynamic Linear Economies2018-08-21Paper
Underidentification?2017-05-12Paper
Proofs for large sample properties of generalized method of moments estimators2017-05-12Paper
Nonlinearity and temporal dependence2016-07-25Paper
Robustness2016-07-07Paper
Recursive Models of Dynamic Linear Economies2015-02-17Paper
Shock elasticities and impulse responses2014-11-26Paper
Examining macroeconomic models through the lens of asset pricing2014-11-20Paper
Uncertainty within Economic Models2013-12-19Paper
Dynamic Valuation Decomposition Within Stochastic Economies2013-11-06Paper
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty2013-01-13Paper
Pricing growth-rate risk2012-11-15Paper
Small noise methods for risk-sensitive/robust economies2012-07-13Paper
Robustness and ambiguity in continuous time2011-06-28Paper
Fragile beliefs and the price of uncertainty2011-01-03Paper
Robust hidden Markov LQG problems2010-11-05Paper
Doubts or variability?2010-01-15Paper
Nonlinear principal components and long-run implications of multivariate diffusions2009-12-09Paper
Long-Term Risk: An Operator Approach2009-05-18Paper
Robustness2007-12-10Paper
Recursive robust estimation and control without commitment2007-10-26Paper
Introduction to model uncertainty and robustness2006-07-12Paper
Robust control and model misspecification2006-07-12Paper
Robust estimation and control under commitment2005-12-22Paper
https://portal.mardi4nfdi.de/entity/Q46506532005-02-18Paper
https://portal.mardi4nfdi.de/entity/Q45496992002-08-28Paper
Spectral methods for identifying scalar diffusions2001-06-19Paper
Robust Permanent Income and Pricing2000-09-03Paper
BOOTSTRAPPING THE LONG RUN1999-03-16Paper
https://portal.mardi4nfdi.de/entity/Q43694311998-01-28Paper
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes1996-01-07Paper
Discounted linear exponential quadratic Gaussian control1995-11-28Paper
Seasonally and approximation errors in rational expectations models1993-02-04Paper
https://portal.mardi4nfdi.de/entity/Q40157401993-01-16Paper
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33523321988-01-01Paper
Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions1988-01-01Paper
The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models1987-01-01Paper
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators1985-01-01Paper
Multiperiod Probit Models and Orthogonality Condition Estimation1983-01-01Paper
The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities1983-01-01Paper
Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time1983-01-01Paper
Large Sample Properties of Generalized Method of Moments Estimators1982-07-01Paper
Large Sample Properties of Generalized Method of Moments Estimators1982-01-01Paper
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models1982-01-01Paper

Research outcomes over time

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