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Books Like Handbook of financial econometrics tools and techniques

If you liked Handbook of financial econometrics tools and techniques by Lars Peter Hansen

If you liked Handbook of financial econometrics tools and techniques by Lars Peter Hansen, start with Long term risk (2006), Exact linear rational expectations models (1981), and Finite sample properties of some alternative GMM estimators (1994). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

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Recommended next reads

  1. 1 Long term risk 2006 · 53 pages · Lars Peter Hansen · Same author
  2. 2 Exact linear rational expectations models 1981 · Lars Peter Hansen · Same author
  3. 3 Finite sample properties of some alternative GMM estimators 1994 · 59 pages · Lars Peter Hansen · Same author
  4. 4 Handbook of Financial Econometrics Vol. 1 2009 · 808 pages · Lars Peter Hansen · Same author
  5. 5 Consumption strikes back? 2005 · Lars Peter Hansen · Same author
  6. 6 Uncertainty Within Economic Models 2014 · 483 pages · Lars Peter Hansen, Thomas J. Sargent · Same author
  7. 7 A note on Wiener-Kolmogorov prediction formulas for rational expectations models 1981 · Lars Peter Hansen · Same author
  8. 8 Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 1981 · Lars Peter Hansen · Same author
  9. 9 Formulating and estimating continuous time rational expectations models 1981 · Lars Peter Hansen · Same author
  10. 10 Advances in Economics and Econometrics Vol. 1 2004 · 208 pages · Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky · Same author
  11. 11 Instrumental variables procedures for estimating linear rational expectations models 1981 · Lars Peter Hansen · Same author
  12. 12 Methods for estimating continuous time rational expectations models from discrete time data 1980 · Lars Peter Hansen · Same author

Frequently asked questions

What should I read after Handbook of financial econometrics tools and techniques?

BookOrb recommends Long term risk (2006), Exact linear rational expectations models (1981), Finite sample properties of some alternative GMM estimators (1994), Handbook of Financial Econometrics Vol. 1 (2009), and Consumption strikes back? (2005).

Are there books like Handbook of financial econometrics tools and techniques?

Yes. The list on this page is ranked from the closest matches BookOrb has for Handbook of financial econometrics tools and techniques.

Who wrote Handbook of financial econometrics tools and techniques?

Handbook of financial econometrics tools and techniques is by Lars Peter Hansen.