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Hansen, L. P.
Hansen, Lars P.
Hansen, Lars Peter
Alexandre Scheinkman, Jose
Anderson, Evan W.
Avery, Robert B
Cochrane, John H.
CONLEY, TIMOTHY G.
Eichenbaum, Martin S
Eichenbaum, Martin S.
Gallant, A. Ronald
Hansen, Anastasios G. Karantounias with Lars Peter
Hansen, L. P.
Hansen, Lars P.
HANSEN, LARS PETER
Heaton, John C.
Heckman, James J.
Hodrick, Robert J
Hodrick, Robert J.
Holt, C. A.
Hotz, V Joseph
Luttmer, Erzo G J
McGrattan, Ellen R.
Richard, Scott F
Sargent, Thomas J
Sargent, Thomas J.
Scheinkman, Jos´e A.
Scheinkman, José A.
Scheinkman, Jose Alexandre
Sheinkman, Jose A
Singleton, Kenneth J
Singleton, Kenneth J.
Tallarini, Thomas D Jr
Tallarini, Thomas D. Jr
Turnovsky, Stephen J.
University of Chicago / Department of Economics
Wang, Neng E.
Acknowledgement Misspecification in Macroeconomic Theory
Acknowledging Misspecification in Macroeconomic Theory
Advances in economics and econometrics: the eighth world congress
Advances in Economics and Econometrics: Theory and Applications 3 Volume Hardback Set
Advances in Economics and Econometrics: Theory and Applications 3 Volume Paperback Set
Advances in economics and econometrics : theory and applications, eighth World Congress, volume III
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time.
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
Assessing specification errors in stochastic discount factor models
Asset pricing explorations for macroeconomics. -
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes.
Beliefs, doubts and learning: valuing economic risk
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
BOOTSTRAPPING THE LONG RUN
Certainty equivalence and model uncertainty
Challenges in Identifying and Measuring Systemic Risk
Comment on "House Price Booms and the Current Account"
Consumption, asset markets, and macroeconomic fluctuations : A comment
Consumption strikes back? measuring long-run risk
dimensionality of the aliasing problem in models with rational spectral densities, The
Doubts or variability?
Dynamic Valuation Decomposition Within Stochastic Economies
Econometric evaluation of asset pricing models
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors.
Empirical and policy performance of a forward-looking monetary model, comments
Empirical Foundations of Calibration, The
Estimating models with intertemporal substitution using aggregate time series data. -
Exact linear rational expectations models: specification and estimation
Examining Macroeconomic Models Through the Lens of Asset Pricing
Finite-Sample Properties of Some Alternative GMM Estimators.
Flat rate taxes with adjustment costs and several capital stocks and household types
Formulating and estimating continuous time rational expectations models
Formulating and estimating dynamic linear rational expectations models
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis.
Fragile beliefs and the price of uncertainty
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models.
Handbook of financial econometrics.
Identification of continuous time ... 1981
Identification of continuous time rational expectations models from discrete time data
Implications of security market data for models of dynamic economies
Instrumental variables procedures for estimating linear rational expectations models
Intertemporal Substitution and Risk Aversion
INTERVIEW WITH CHRISTOPHER A. SIMS, AN
Introduction to model uncertainty and robustness
Large Sample Properties of Generalized Method of Moments Estimators.
Linear rational expectations models for dynamically interrelated variables
Long term risk: an operator approach
Managing expectations and fiscal policy
Matlab code for robust Muth decision filter
Matlab code for robustifying Muth Filter
Matlab programs by Hansen and T. Sargent
Mechanics of forming and estimating dynamic linear economies
method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators, A
Methods for estimating continuous time rational expectations models from discrete time data
Micro data and general equilibrium models
Model uncertainty and policy evaluation: some theory and empirics - comments
Modeling the long run: valuation in dynamic stochastic economies
Multiperiod Probit Models and Orthogonality Condition Estimation.
Nonlinearity and temporal dependence
note on first degree stochastic dominance, A
note on Wiener-Kolmogorov prediction formulas for rational expectations models, A
On the mechanics of forming and estimating dynamic linear economies
Perturbation Methods for Risk-Sensitive Economies
Pricing growth-rate risk
Principal Components and Long Run Implications of Multivariate Diffusions
Principal components and the long run
Proofs for large sample properties of generalized method of moments estimators
Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection, A
Rational expectations econometrics. -
Rational expectations models and the aliasing phenomenon
Recursive linear models of dynamic economies. -
Recursive models of dynamic linear economies
Recursive robust estimation and control without commitment
Recursive Utility in a Markov Environment with Stochastic Growth
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models
Risk Price Dynamics
Risk Pricing over Alternative Investment Horizons
Robust control and model misspecification
Robust Control and Model Uncertainty
Robust control of forward-looking models
Robust estimation and control under commitment
Robust hidden Markov LQG problems
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING
Robustness and ambiguity in continuous time
Robustness and Pricing with Uncertain Growth
Robustness and U.S. Monetary Policy Experimentation
Robustness and US Monetary
Role of Conditioning Information in Deducing Testable., The
Seasonality and approximation errors in rational expectations models
Small noise methods for risk-sensitive/robust economies
Small Sample Properties of Alternative GMM Estimators
Spectral methods for identifying scalar diffusions
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment.
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns.
Three types of ambiguity
Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty., A
Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty, A
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Wanting Robustness in Macroeconomics
Contributed to or performed:
NBER WORKING PAPER SERIES