The following pages link to Lars Peter Hansen (Q433355):
Displaying 50 items.
- Large Sample Properties of Generalized Method of Moments Estimators (Q61354) (← links)
- Small noise methods for risk-sensitive/robust economies (Q433357) (← links)
- Examining macroeconomic models through the lens of asset pricing (Q472750) (← links)
- Shock elasticities and impulse responses (Q475311) (← links)
- (Q528041) (redirect page) (← links)
- Underidentification? (Q528042) (← links)
- Proofs for large sample properties of generalized method of moments estimators (Q528048) (← links)
- Robustness and ambiguity in continuous time (Q548261) (← links)
- Robust hidden Markov LQG problems (Q602973) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- Nonlinear principal components and long-run implications of multivariate diffusions (Q1043731) (← links)
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (Q1073525) (← links)
- Seasonally and approximation errors in rational expectations models (Q1203073) (← links)
- Spectral methods for identifying scalar diffusions (Q1298435) (← links)
- Pricing growth-rate risk (Q1761429) (← links)
- Ambiguity aversion and model misspecification: an economic perspective (Q1790363) (← links)
- Macroeconomic uncertainty prices when beliefs are tenuous (Q2024481) (← links)
- Structured ambiguity and model misspecification (Q2067388) (← links)
- Asset pricing under smooth ambiguity in continuous time (Q2088605) (← links)
- Twisted probabilities, uncertainty, and prices (Q2305982) (← links)
- Recursive robust estimation and control without commitment (Q2455651) (← links)
- Introduction to model uncertainty and robustness (Q2496225) (← links)
- Robust control and model misspecification (Q2496228) (← links)
- Robust estimation and control under commitment (Q2577526) (← links)
- Nonlinearity and temporal dependence (Q2630203) (← links)
- Doubts or variability? (Q2653923) (← links)
- Dynamic Valuation Decomposition Within Stochastic Economies (Q2859075) (← links)
- Uncertainty within Economic Models (Q2868743) (← links)
- Fragile beliefs and the price of uncertainty (Q3062237) (← links)
- Multiperiod Probit Models and Orthogonality Condition Estimation (Q3308931) (← links)
- (Q3352332) (← links)
- Long-Term Risk: An Operator Approach (Q3627280) (← links)
- The Dimensionality of the Aliasing Problem in Models With Rational Spectral Densities (Q3664957) (← links)
- Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time (Q3668249) (← links)
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models (Q3962395) (← links)
- (Q4015740) (← links)
- Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions (Q4203681) (← links)
- BOOTSTRAPPING THE LONG RUN (Q4233494) (← links)
- (Q4369431) (← links)
- (Q4549699) (← links)
- Recursive Models of Dynamic Linear Economies (Q4581934) (← links)
- (Q4650653) (← links)
- The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models (Q4721034) (← links)
- Discounted linear exponential quadratic Gaussian control (Q4841511) (← links)
- Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes (Q4859495) (← links)
- A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty (Q4900146) (← links)
- Robust Permanent Income and Pricing (Q4939351) (← links)
- Aversion to ambiguity and model misspecification in dynamic stochastic environments (Q4967454) (← links)
- Robust identification of investor beliefs (Q5073243) (← links)
- Recursive Models of Dynamic Linear Economies (Q5174389) (← links)