Access Statistics for Lars Peter Hansen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty 2 9 31 121 6 25 90 472
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 2 14 62 236 10 38 148 671
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 1 3 8 46 1 5 23 151
An Appreciation of A. W. Phillips 0 5 27 455 3 13 84 1,817
Assessing Specification Errors in Stochastic Discount Factor Models 1 6 21 249 1 12 60 1,315
Assessing specification errors in stochastic discount factor models 1 2 22 122 1 4 55 494
Asset Pricing Explorations for Macroeconomics 4 10 67 319 10 21 104 434
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 5 12 32 183 12 25 78 1,026
Beliefs, Doubts and Learning: Valuing Economic Risk 3 5 40 85 6 15 97 197
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 0 39 24 55 149 406
Econometric Evaluation of Asset Pricing Models 4 10 32 312 8 23 82 1,230
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 2 5 17 64 5 12 51 187
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 2 6 23 73 5 13 58 198
Exact linear rational expectations models: specification and estimation 0 4 33 163 1 11 67 317
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 1 2 10 263
Formulating and estimating continuous time rational expectations models 3 4 22 89 7 15 51 298
Formulating and estimating dynamic linear rational expectations models 17 25 101 175 23 49 183 315
Identification of continuous time rational expectations models from discrete time data 1 3 11 49 1 7 22 126
Implications of Security Market Data for Models of Dynamic Economies 1 6 20 83 3 14 51 421
Implications of security market data for models of dynamic economies 1 3 22 39 3 12 60 445
Instrumental variables procedures for estimating linear rational expectations models 0 3 16 74 0 5 34 169
Linear rational expectations models for dynamically interrelated variables 2 6 25 44 10 25 66 106
Long Term Risk: An Operator Approach 2 5 14 31 4 15 50 112
Long-term Risk: An Operator Approach 2 2 43 43 3 6 31 31
Mechanics of forming and estimating dynamic linear economies 5 11 43 277 5 17 79 736
Methods for estimating continuous time Rational Expectations models from discrete time data 1 2 17 73 3 10 42 257
Micro Data and General Equilibrium Models 0 0 0 1 6 27 125 1,099
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 8 20 20 20 16 29 29 29
Nonlinearity and Temporal Dependence 2 11 35 35 12 38 65 65
On the mechanics of forming and estimating dynamic linear economies 2 8 18 230 3 12 35 708
Perturbation Methods for Risk-Sensitive Economies 0 0 4 78 1 6 18 205
Principal Components and the Long Run 2 10 29 86 3 16 57 166
Rational expectations models and the aliasing phenomenon 1 2 9 53 1 5 23 188
Recursive Linear Models of Dynamic Economies 6 14 55 311 10 25 93 834
Recursive robust estimation and control without commitment 1 3 14 29 2 9 34 77
Robust Permanent Income and Pricing 1 7 18 89 2 17 40 288
Robust Permanent Income and Pricing 2 9 19 206 2 15 40 612
Small Sample Properties of Alternative GMM Estimators 0 0 3 88 1 4 16 184
The dimensionality of the aliasing problem in models with rational spectral densities 0 1 4 23 1 8 24 119
Underidentification? 2 6 33 149 10 25 107 405
Total Working Papers 89 252 1,010 4,842 226 685 2,531 17,173

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection 3 9 40 111 5 18 67 215
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty 6 7 25 196 12 21 87 826
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 2 6 20 34 3 13 54 85
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 1 8 28 35 3 19 69 94
A note on first degree stochastic dominance 1 5 22 38 6 17 84 127
AN INTERVIEW WITH CHRISTOPHER A. SIMS 4 9 42 105 10 22 92 194
Acknowledgement Misspecification in Macroeconomic Theory 0 1 5 8 1 7 18 29
Acknowledging Misspecification in Macroeconomic Theory 4 8 26 209 9 26 141 1,036
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 0 0 1 15 0 2 5 55
Assessing Specification Errors in Stochastic Discount Factor Models 6 9 33 100 16 51 120 284
BOOTSTRAPPING THE LONG RUN 1 4 11 18 3 6 27 52
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 1 3 16 92 2 7 29 365
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 0 0 0 0 12 21 90 96
Certainty equivalence and model uncertainty 2 5 19 29 7 19 52 97
Consumption, asset markets, and macroeconomic fluctuations: A comment 1 1 4 4 1 2 7 7
Econometric Evaluation of Asset Pricing Models 1 4 10 106 2 10 29 284
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 7 11 35 167
Empirical and policy performance of a forward-looking monetary model, comments 0 0 1 6 0 0 7 27
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 1 3 16 195
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 5 19 62 459
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 0 7 204
Formulating and estimating dynamic linear rational expectations models 6 16 42 82 8 29 103 180
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 10 36 122 1,069 18 67 236 4,143
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 6 12 78 491 14 49 196 1,087
Implications of Security Market Data for Models of Dynamic Economies 7 12 82 704 16 42 179 2,112
Instrumental variables procedures for estimating linear rational expectations models 0 0 3 5 1 3 13 22
Introduction to model uncertainty and robustness 1 2 10 49 1 2 24 110
Large Sample Properties of Generalized Method of Moments Estimators 22 70 307 1,989 41 137 523 6,184
Model uncertainty and policy evaluation: some theory and empirics - comments 0 1 4 11 1 2 11 32
Multiperiod Probit Models and Orthogonality Condition Estimation 2 2 16 81 7 11 58 266
Recursive linear models of dynamic economies 0 0 0 1 10 16 42 400
Recursive robust estimation and control without commitment 1 5 24 27 4 11 58 64
Robust Control and Model Uncertainty 9 17 50 453 18 40 97 906
Robust Permanent Income and Pricing 4 10 33 135 4 15 55 281
Robust control and model misspecification 1 4 20 55 4 7 46 144
Robust control of forward-looking models 2 2 12 89 3 4 26 208
Robust estimation and control under commitment 1 1 5 17 1 2 11 50
Robustness and Pricing with Uncertain Growth 0 0 0 1 5 10 26 199
Seasonality and approximation errors in rational expectations models 0 4 11 43 0 6 22 107
Spectral methods for identifying scalar diffusions 1 5 16 56 3 9 28 115
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 2 3 18 64
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 6 10 93 535 13 27 168 1,002
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 1 3 24 0 1 8 144
The Empirical Foundations of Calibration 11 30 137 672 15 51 273 1,418
The Role of Conditioning Information in Deducing Testable 1 6 33 154 1 12 54 272
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 2 4 38 80 4 12 72 175
Total Journal Articles 126 329 1,442 7,929 299 862 3,445 24,583

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Intertemporal Substitution and Risk Aversion 8 19 55 55 13 33 85 85
Introduction to Robustness 2 6 11 11 4 11 20 20
Mechanics of forming and estimating dynamic linear economies 4 6 27 76 7 17 69 199
Micro data and general equilibrium models 13 33 137 373 21 63 253 668
Total Chapters 27 64 230 515 45 124 427 972

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Matlab code for robust Muth decision filter 2 3 18 86 7 15 73 340
Matlab code for robustifying Muth Filter 0 2 13 80 5 14 57 334
Matlab programs by Hansen and T. Sargent 49 172 669 5,317 138 391 1,619 14,029
Total Software Items 51 177 700 5,483 150 420 1,749 14,703

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Statistics updated 2008-10-02