Concepedia
Statistics
Publications
135
Citations
40.7K
H-Index
66
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 business, economics, and statistics.
Top concepts
BusinessEconomicsStatisticsFinanceEconomic AnalysisEconometricsEngineeringAsset PricingMacroeconomicsStatistical Inference
Publications per year
1978–2023
134
Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.7K citations
Large Sample Properties, Engineering, Estimation Statistic +4
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
Forward Exchange Rate, Exchange Rate, Exchange Rates +16
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
Lars Peter Hansen, Kenneth J. Singleton · Econometrica · 1984 · 2.1K citations
Econometric Model, Economics, Business +6
Lars Peter Hansen, Kenneth J. Singleton · Econometrica · 1982 · 1.9K citations
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
Stochastic Consumption, Macroeconomic Forecasting, Asset Allocation +18
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