Lars Peter Hansen

· 38 obras en el catálogo

Obras — página 2

AAggregation over time and the inverse optimal predictor prob

Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time

BBeliefs, doubts and learning

Beliefs, doubts and learning

CConsumption strikes back?

Consumption strikes back?

TThe dimensionality of the aliasing problem in models with ra

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

EExact linear rational expectations models

Exact linear rational expectations models

Finite sample properties of some alternative GMM estimators

FFormulating and estimating continuous time rational expectat

Formulating and estimating continuous time rational expectations models

IInstrumental variables procedures for estimating linear rati

Instrumental variables procedures for estimating linear rational expectations models

LLong term risk

Long term risk

AA note on Wiener-Kolmogorov prediction formulas for rational

A note on Wiener-Kolmogorov prediction formulas for rational expectations models

Rational expectations econometrics

RRecursive linear models of dynamic economies

Recursive linear models of dynamic economies

Robustness

Econometric evaluation of asset pricing models