If you liked The dimensionality of the aliasing problem in models with rational spectral densities by Lars Peter Hansen, start with Consumption strikes back? (2005), Beliefs, doubts and learning (2007), and Rational expectations models and the aliasing phenomenon (1980). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

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Recommended next reads

  1. 1 Consumption strikes back? 2005 · Lars Peter Hansen · Same author
  2. 2 Beliefs, doubts and learning 2007 · 38 pages · Lars Peter Hansen · Same author
  3. 3 Rational expectations models and the aliasing phenomenon 1980 · Lars Peter Hansen · Same author
  4. 4 Advances in Economics and Econometrics : Theory and Applications 2003 · 310 pages · M Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky · Same author
  5. 5 Rational expectations econometrics 1991 · 293 pages · Lars Peter Hansen · Same author
  6. 6 Long term risk 2006 · 53 pages · Lars Peter Hansen · Same author
  7. 7 Exact linear rational expectations models 1981 · Lars Peter Hansen · Same author
  8. 8 Finite sample properties of some alternative GMM estimators 1994 · 59 pages · Lars Peter Hansen · Same author
  9. 9 Handbook of Econometrics, Vol. 7A 2020 · 1,032 pages · Steven Durlauf, Lars Peter Hansen, James J. Heckman, Rosa Liliana Matzkin · Same author
  10. 10 Uncertainty Within Economic Models 2014 · 483 pages · Lars Peter Hansen, Thomas J. Sargent · Same author
  11. 11 Handbook of Financial Econometrics Vol. 1 2009 · 808 pages · Lars Peter Hansen · Same author
  12. 12 Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 1981 · Lars Peter Hansen · Same author

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What should I read after The dimensionality of the aliasing problem in models with rational spectral densities?

BookOrb recommends Consumption strikes back? (2005), Beliefs, doubts and learning (2007), Rational expectations models and the aliasing phenomenon (1980), Advances in Economics and Econometrics : Theory and Applications (2003), and Rational expectations econometrics (1991).

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Who wrote The dimensionality of the aliasing problem in models with rational spectral densities?

The dimensionality of the aliasing problem in models with rational spectral densities is by Lars Peter Hansen.