Access Statistics for Lars Peter Hansen

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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 8 28 140 5 16 82 529
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 5 13 60 282 16 45 172 805
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time 3 6 18 61 5 12 35 181
An Appreciation of A. W. Phillips 0 3 13 463 2 16 65 1,869
Assessing Specification Errors in Stochastic Discount Factor Models 5 24 47 290 12 39 95 1,398
Assessing specification errors in stochastic discount factor models 3 7 27 147 13 29 74 564
Asset Pricing Explorations for Macroeconomics 8 19 52 361 12 30 106 519
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 1 10 41 212 4 21 89 1,090
Beliefs, Doubts and Learning: Valuing Economic Risk 2 6 23 103 5 16 54 236
Consumption Strikes Back?: Measuring Long-Run Risk 0 0 0 39 8 21 151 502
Econometric Evaluation of Asset Pricing Models 4 12 40 342 8 26 83 1,290
Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors 2 8 19 78 8 23 60 235
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 3 21 88 2 10 45 230
Exact linear rational expectations models: specification and estimation 1 9 36 195 6 19 73 379
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 1 13 274
Formulating and estimating continuous time rational expectations models 7 10 29 114 9 16 66 349
Formulating and estimating dynamic linear rational expectations models 9 30 115 265 18 53 205 471
Identification of continuous time rational expectations models from discrete time data 0 2 14 60 0 6 28 147
Implications of Security Market Data for Models of Dynamic Economies 3 4 16 93 5 11 46 453
Implications of security market data for models of dynamic economies 1 6 25 61 5 13 53 486
Instrumental variables procedures for estimating linear rational expectations models 1 7 17 88 2 13 35 199
Linear rational expectations models for dynamically interrelated variables 4 14 48 86 8 25 107 188
Long Term Risk: An Operator Approach 3 4 16 42 7 14 51 148
Long-term Risk: An Operator Approach 0 5 15 56 1 7 29 54
Mechanics of forming and estimating dynamic linear economies 2 18 52 318 2 23 80 799
Methods for estimating continuous time Rational Expectations models from discrete time data 3 7 25 96 6 15 62 309
Micro Data and General Equilibrium Models 0 0 0 1 9 37 103 1,175
Modeling the Long Run: Valuation in Dynamic Stochastic Economies 3 10 39 39 5 17 71 71
Nonlinearity and Temporal Dependence 2 6 28 52 11 35 123 150
On the mechanics of forming and estimating dynamic linear economies 1 6 28 250 1 11 49 745
Perturbation Methods for Risk-Sensitive Economies 1 3 5 83 3 6 19 218
Principal Components and the Long Run 2 9 40 116 5 16 69 219
Rational expectations models and the aliasing phenomenon 0 4 15 66 1 6 31 214
Recursive Linear Models of Dynamic Economies 3 9 59 356 7 25 122 931
Recursive robust estimation and control without commitment 2 5 16 42 3 10 44 112
Robust Permanent Income and Pricing 0 0 13 95 0 2 44 315
Robust Permanent Income and Pricing 0 3 23 220 1 9 50 647
Small Sample Properties of Alternative GMM Estimators 1 1 5 93 1 4 16 196
The dimensionality of the aliasing problem in models with rational spectral densities 1 2 6 28 2 6 26 137
Underidentification? 3 6 32 175 9 26 131 511
Total Working Papers 88 299 1,106 5,696 227 730 2,857 19,345

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 1 5 32 134 5 15 62 259
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty 0 8 36 225 3 20 91 896
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators 2 5 23 51 4 12 51 123
A note on Wiener-Kolmogorov prediction formulas for rational expectations models 0 0 22 49 0 1 45 120
A note on first degree stochastic dominance 7 19 45 78 11 49 135 245
AN INTERVIEW WITH CHRISTOPHER A. SIMS 0 4 37 133 6 21 105 277
Acknowledgement Misspecification in Macroeconomic Theory 0 1 3 10 1 4 15 37
Acknowledging Misspecification in Macroeconomic Theory 0 3 27 228 4 18 97 1,107
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time 1 2 2 17 1 2 8 61
Assessing Specification Errors in Stochastic Discount Factor Models 5 20 62 153 9 37 194 427
Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes 1 4 21 110 1 9 36 394
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk 1 5 17 17 4 10 47 122
Certainty equivalence and model uncertainty 6 15 40 64 8 33 138 216
Consumption, asset markets, and macroeconomic fluctuations: A comment 0 0 3 6 0 0 5 10
Econometric Evaluation of Asset Pricing Models 0 2 16 118 2 4 44 318
Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors 0 0 0 0 4 13 51 207
Empirical and policy performance of a forward-looking monetary model, comments 0 1 1 7 0 4 6 33
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data 0 0 0 0 0 3 16 208
Finite-Sample Properties of Some Alternative GMM Estimators 0 0 0 0 8 12 66 506
Flat rate taxes with adjustment costs and several capital stocks and household types 0 0 0 0 0 1 6 210
Formulating and estimating dynamic linear rational expectations models 5 10 45 111 7 14 76 227
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 16 59 189 1,222 30 91 321 4,397
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models 9 35 125 604 14 60 249 1,287
Implications of Security Market Data for Models of Dynamic Economies 16 44 119 811 19 58 218 2,288
Instrumental variables procedures for estimating linear rational expectations models 1 6 11 16 1 7 18 37
Introduction to model uncertainty and robustness 1 5 20 67 2 7 26 134
Large Sample Properties of Generalized Method of Moments Estimators 38 137 491 2,410 68 232 800 6,847
Model uncertainty and policy evaluation: some theory and empirics - comments 0 1 2 12 1 3 5 35
Multiperiod Probit Models and Orthogonality Condition Estimation 2 9 27 106 4 14 62 317
Recursive linear models of dynamic economies 0 0 0 1 1 4 40 424
Recursive robust estimation and control without commitment 1 4 13 35 4 10 35 88
Robust Control and Model Uncertainty 4 20 160 596 7 30 272 1,138
Robust Permanent Income and Pricing 2 9 44 169 4 14 69 335
Robust control and model misspecification 0 5 18 69 0 7 36 173
Robust control of forward-looking models 1 3 13 100 1 7 26 230
Robust estimation and control under commitment 0 0 3 19 0 0 11 59
Robustness and Pricing with Uncertain Growth 0 0 0 1 1 5 30 219
Seasonality and approximation errors in rational expectations models 2 8 18 57 3 10 29 130
Spectral methods for identifying scalar diffusions 3 4 24 75 3 6 38 144
Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment 0 0 0 0 0 4 18 79
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns 12 49 147 672 16 64 224 1,199
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities 0 0 4 27 0 0 5 148
The Empirical Foundations of Calibration 13 45 150 792 18 72 275 1,642
The Role of Conditioning Information in Deducing Testable 3 10 32 180 4 13 56 316
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 1 4 19 95 3 8 44 207
Total Journal Articles 154 561 2,061 9,647 282 1,008 4,201 27,876

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Intertemporal Substitution and Risk Aversion 6 24 97 133 10 41 158 210
Introduction to Robustness 1 7 25 30 3 13 45 54
Mechanics of forming and estimating dynamic linear economies 2 14 37 107 3 21 78 260
Micro data and general equilibrium models 7 35 117 457 14 61 220 825
Total Chapters 16 80 276 727 30 136 501 1,349

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 3 8 19 102 9 24 73 398
Matlab code for robustifying Muth Filter 1 5 10 88 3 11 39 359
Matlab programs by Hansen and T. Sargent 69 153 687 5,832 159 389 1,641 15,279
Total Software Items 73 166 716 6,022 171 424 1,753 16,036

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Statistics updated 2009-07-03