If you liked Handbook of Financial Econometrics Vol. 1 by Lars Peter Hansen, start with Long term risk (2006), ADVANCES IN ECONOMICS AND ECONOMETRICS: THEORY AND APPLICATIONS: EIGHTH WORLD...; ED. BY MATHIAS DEWATRIPONT (2003), and Advances in Economics and Econometrics : Volume 3 (2010). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Handbook of Financial Econometrics Vol. 1 · Lars Peter Hansen books in order

Recommended next reads

  1. 1 Long term risk 2006 · 53 pages · Lars Peter Hansen · Same author
  2. 2 ADVANCES IN ECONOMICS AND ECONOMETRICS: THEORY AND APPLICATIONS: EIGHTH WORLD...; ED. BY MATHIAS DEWATRIPONT 2003 · 384 pages · Lars Peter Hansen, Stephen J. Turnovsky · Same author
  3. 3 Advances in Economics and Econometrics : Volume 3 2010 · Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky · Same author
  4. 4 Beliefs, doubts and learning 2007 · 38 pages · Lars Peter Hansen · Same author
  5. 5 Rational expectations models and the aliasing phenomenon 1980 · Lars Peter Hansen · Same author
  6. 6 Consumption strikes back? 2005 · Lars Peter Hansen · Same author
  7. 7 A note on Wiener-Kolmogorov prediction formulas for rational expectations models 1981 · Lars Peter Hansen · Same author
  8. 8 Advances in Economics and Econometrics : Theory and Applications 2003 · 310 pages · M Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky · Same author
  9. 9 Rational expectations econometrics 1991 · 293 pages · Lars Peter Hansen · Same author
  10. 10 Methods for estimating continuous time rational expectations models from discrete time data 1980 · Lars Peter Hansen · Same author
  11. 11 Exact linear rational expectations models 1981 · Lars Peter Hansen · Same author
  12. 12 Finite sample properties of some alternative GMM estimators 1994 · 59 pages · Lars Peter Hansen · Same author

Frequently asked questions

What should I read after Handbook of Financial Econometrics Vol. 1?

BookOrb recommends Long term risk (2006), ADVANCES IN ECONOMICS AND ECONOMETRICS: THEORY AND APPLICATIONS: EIGHTH WORLD...; ED. BY MATHIAS DEWATRIPONT (2003), Advances in Economics and Econometrics : Volume 3 (2010), Beliefs, doubts and learning (2007), and Rational expectations models and the aliasing phenomenon (1980).

Are there books like Handbook of Financial Econometrics Vol. 1?

Yes. The list on this page is ranked from the closest matches BookOrb has for Handbook of Financial Econometrics Vol. 1.

Who wrote Handbook of Financial Econometrics Vol. 1?

Handbook of Financial Econometrics Vol. 1 is by Lars Peter Hansen.