Lars Peter Hansen - Concepedia

Author

Lars Peter Hansen

Also Known As

Anderson, Evan W., Hansen, Lars Peter, Jarvis, C. (Christopher), L Hansen, L P Hansen, L. P. Hansen, L.P. Hansen, LARS PETER HANSEN, Lars Gårn Hansen, Lars Hansen

359

Publications

45K

Citations

H-Index

170

Concepts

All Affiliations

University of Chicago National Bureau of Economic Research New York University Hoover Institution Princeton University

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	49	63	21.1K
2	Engineering	22	31	18.2K
3	Management	15	16	4K
4	Arts	2	2	508
5	Language Studies	1	1	66

Lars Peter Hansen

135

Publications

40.7K

Citations

H-Index

Page 1

	Year	Citations
Large Sample Properties of Generalized Method of Moments Estimators Lars Peter Hansen Econometrica Large Sample PropertiesEngineeringEstimation StatisticStatistical InferenceMathematical Statistic	1982	13.7K
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis Lars Peter Hansen, Robert J. Hodrick Journal of Political Economy Forward Exchange RateExchange RateExchange RatesEconomic ForecastingInternational Finance	1980	2.2K
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models Lars Peter Hansen, Kenneth J. Singleton Econometrica Econometric ModelEconomicsBusinessEconomic AnalysisEconometrics	1984	2.1K
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models Lars Peter Hansen, Kenneth J. Singleton Econometrica Econometric ModelEconomicsBusinessEconomic AnalysisEconometrics	1982	1.9K
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns Lars Peter Hansen, Kenneth J. Singleton Journal of Political Economy Stochastic ConsumptionMacroeconomic ForecastingAsset AllocationTime-series BehaviorDynamic Economics	1983	1.6K
Robust Control and Model Uncertainty Lars Peter Hansen, Thomas J. Sargent American Economic Review Mathematical ProgrammingOperations ResearchEngineeringEnergy ManagementUncertainty Quantification	2001	1.3K
Implications of Security Market Data for Models of Dynamic Economies Lars Peter Hansen, Ravi Jagannathan Journal of Political Economy	1991	1.2K
Finite-Sample Properties of Some Alternative GMM Estimators Lars Peter Hansen, J.B. Heaton, Amir Yaron Journal of Business and Economic Statistics Empirical FinanceAsset AllocationGmm Criterion FunctionsFinancial MathematicsAsset Pricing	1996	1.2K
The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models Lars Peter Hansen, Scott F. Richard Econometrica Empirical FinanceEquilibrium Pricing FunctionsEconomicsAsset PricingAccounting	1987	1K
Formulating and estimating dynamic linear rational expectations models Lars Peter Hansen, Thomas J. Sargent Journal of Economic Dynamics and Control Expectation FormationDynamic Economic ModelEconomicsEconometric ModelBusiness	1980	861

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