Concepedia

Lars Peter Hansen

LP

Statistics

Publications

134

Citations

41.1K

H-Index

65

Active since

1978

Affiliations

University of Chicago(Current)

National Bureau of Economic Research

New York University

Hoover Institution

Princeton University

Lars Peter Hansen is an author at University of Chicago specializing in economics, econometrics, and business.

ORCID

Publications per year

1978–2023

133

Publications

134

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

, , +15

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

Lars Peter Hansen, Robert J. Hodrick · Journal of Political Economy · 1980 · 2.2K citations

, , +16

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

Lars Peter Hansen, Kenneth J. Singleton · Econometrica · 1984 · 2.1K citations

, , +9

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

Lars Peter Hansen, Kenneth J. Singleton · Econometrica · 1982 · 1.9K citations

, , +9

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

Lars Peter Hansen, Kenneth J. Singleton · Journal of Political Economy · 1983 · 1.6K citations

, , +17

1–5 of 134