Books by Lars Peter Hansen
Handbook of Econometrics, Vol.
Handbook of Econometrics, Vol. 7A
Econometric Evaluation of Asset Pricing Models
Uncertainty Within Economic Models
Recursive Models of Dynamic Linear Economies
Advances in Economics and Econ
Advances in Economics and Econometrics : Volume 3
Handbook of financial econometrics tools and techniques
Handbook of Financial Economet
Handbook of Financial Econometrics Vol. 1
Beliefs, doubts and learning
Beliefs, doubts and learning
Long term risk
Long term risk
Consumption strikes back?
Consumption strikes back?
Advances in Economics and Econ
Advances in Economics and Econometrics Vol. 1
Advances in Economics and Econ
Advances in Economics and Econometrics : Theory and Applications
ADVANCES IN ECONOMICS AND ECONOMETRICS: THEORY AND APPLICATIONS: EIGHTH WORLD...; ED. BY MATHIAS DEWATRIPONT
Finite sample properties of some alternative GMM estimators
Rational expectations econometrics
A note on Wiener-Kolmogorov pr
A note on Wiener-Kolmogorov prediction formulas for rational expectations models
Aggregation over time and the
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
Exact linear rational expectat
Exact linear rational expectations models
Formulating and estimating con
Formulating and estimating continuous time rational expectations models
Instrumental variables procedu
Instrumental variables procedures for estimating linear rational expectations models
The dimensionality of the alia
The dimensionality of the aliasing problem in models with rational spectral densities
Methods for estimating continu
Methods for estimating continuous time rational expectations models from discrete time data
Rational expectations models a
Rational expectations models and the aliasing phenomenon