Lars Peter Hansen : Citation Profile


Are you Lars Peter Hansen?

University of Chicago

43

H index

75

i10 index

12555

Citations

RESEARCH PRODUCTION:

70

Articles

66

Papers

2

Books

14

Chapters

EDITOR:

7

Books edited

RESEARCH ACTIVITY:

   40 years (1978 - 2018). See details.
   Cites by year: 313
   Journals where Lars Peter Hansen has often published
   Relations with other researchers
   Recent citing documents: 1319.    Total self citations: 71 (0.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha303
   Updated: 2020-05-16    RAS profile: 2020-04-04    
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Relations with other researchers


Works with:

Borovička, Jaroslav (6)

Scheinkman, Jose (5)

Sargent, Thomas (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lars Peter Hansen.

Is cited by:

West, Kenneth (80)

Christiano, Lawrence (73)

Campbell, John (70)

Miao, Jianjun (70)

Issler, João (68)

Luo, Yulei (68)

Fernandez-Villaverde, Jesus (66)

Meddahi, Nour (65)

Renault, Eric (63)

Sargent, Thomas (63)

Eichenbaum, Martin (63)

Cites to:

Sargent, Thomas (139)

Epstein, Larry (54)

Scheinkman, Jose (39)

Kreps, David (38)

Marinacci, Massimo (35)

Zin, Stanley (34)

Lucas, Robert (31)

Tallarini, Thomas (29)

Campbell, John (28)

Constantinides, George (23)

Maccheroni, Fabio (22)

Main data


Where Lars Peter Hansen has published?


Journals with more than one article published# docs
Staff Report12
Journal of Econometrics8
Econometrica7
Journal of Political Economy6
Journal of Economic Theory6
Journal of Business & Economic Statistics4
Journal of Monetary Economics4
Macroeconomic Dynamics3
Journal of Economic Dynamics and Control3
International Economic Review2
American Economic Review2
Review of Financial Studies2
Journal of Finance2
NBER Macroeconomics Annual2
Economics Letters2

Working Papers Series with more than one paper published# docs
Proceedings / Federal Reserve Bank of San Francisco4
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2
Working Papers / Princeton University, Department of Economics, Econometric Research Program.2
Working Papers / Federal Reserve Bank of Minneapolis2
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business2

Recent works citing Lars Peter Hansen (2019 and 2018)


YearTitle of citing document
2017Statistical tests for equal predictive ability across multiple forecasting methods. (2017). Borup, Daniel ; Thyrsgaard, Martin. In: CREATES Research Papers. RePEc:aah:create:2017-19.

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2018Diffusion Copulas: Identification and Estimation. (2018). Kristensen, Dennis ; Hadri, Kaddour ; Bu, Ruijun. In: CREATES Research Papers. RePEc:aah:create:2018-20.

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2019Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11.

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2017Working Paper 269 - Climate Change and Renewable Energy Generation in Africa. (2017). Afdb, Afdb. In: Working Paper Series. RePEc:adb:adbwps:2386.

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2019The importance of Punishment Substitutability in Criminometric Studies. (2019). Masson, Virginie ; Doko Tchatoka, Firmin ; Braslavskiy, Eugene. In: School of Economics Working Papers. RePEc:adl:wpaper:2019-02.

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2019Incentivizing Better Quality of Care: The Role of Medicaid and Competition in the Nursing Home Industry. (2019). Hackmann, Martin B. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:5:p:1684-1716.

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2017The Economic Consequences of Social-Network Structure. (2017). Zenou, Yves ; Jackson, Matthew ; Rogers, Brian W. In: Journal of Economic Literature. RePEc:aea:jeclit:v:55:y:2017:i:1:p:49-95.

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2019The Identification Zoo: Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Journal of Economic Literature. RePEc:aea:jeclit:v:57:y:2019:i:4:p:835-903.

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2017Identification and Asymptotic Approximations: Three Examples of Progress in Econometric Theory. (2017). Powell, James L. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:107-24.

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2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

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2018On DSGE Models. (2018). Trabandt, Mathias ; Eichenbaum, Martin S ; Christiano, Lawrence J. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:32:y:2018:i:3:p:113-40.

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2017The Relations between Labour Market Institutions and Employment of Migrants. (2017). Máté, Domicián ; Dajnoki, Krisztina ; Sarihasan, Imran ; Mate, Domician. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:46:y:2017:i:19:p:806.

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2020Optimal Taylor rule in the new era central banking perspective. (2020). Sumer, Ayegul Ladin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvii:y:2020:i:1(622):p:159-170.

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2017The Consumer Welfare Impact of Expanding Access to Fruits and Vegetables in Food Deserts. (2017). Fan, Linlin. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259164.

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2018Revisiting the Effects of Sugar Tax on Demand Elasticities - Evidence from the BLP Demand Model. (2018). Zhang, Yinjunjie ; Palma, Marco. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273978.

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2018Profitability and Competition in EU Food Retailing. (2018). Finger, Robert ; Hirsch, Stefan ; Lanter, David. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274202.

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2017How Do Farmers Manage Their Biodiversity Through Time? A Dynamic Acreage Allocation Model With Productive Feedback. (2017). Letort, Elodie ; Dupraz, Pierre ; Bareille, Francois . In: 2017 International Congress, August 28-September 1, 2017, Parma, Italy. RePEc:ags:eaae17:260894.

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2017What Factors Affect the Competiveness of Power Generation Sector in China? An Analysis Based on Game Cross-efficiency. (2017). Zhang, ZhongXiang ; Gao, Jie ; Xie, Bai-Chen. In: MITP: Mitigation, Innovation and Transformation Pathways. RePEc:ags:feemmi:254042.

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2017How low is the price elasticity in the global cocoa market?. (2017). Tothmihaly, Andras. In: GlobalFood Discussion Papers. RePEc:ags:gagfdp:258587.

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2018Assessing Agricultural Policy for Targeted Reforms in Sub-Saharan Africa. (2018). Randriamamonjy, J ; Rakotoarisoa, M A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277309.

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2018Identifying factor productivity from micro-data: the case of EU agriculture. (2018). Petrick, Martin ; Kloss, Mathias. In: IAMO Discussion Papers. RePEc:ags:iamodp:271870.

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2017The Role of Export Restrictions in Agricultural Trade. (2017). Lezama, Guillermo ; Flores, Manuel ; Estrades, Carmen. In: Commissioned Papers. RePEc:ags:iatrcp:256421.

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2018Impact of International Remittance on Out-Farm Labor Migration in Developing Countries: A Dynamic Panel Data Analysis. (2018). Seidu, Ayuba ; Moss, Charles ; Onel, Gulcan. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266531.

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2017Government Purchases Reloaded : Informational Insufficiency and Heterogeneity in Fiscal VARs. (2017). Ricco, Giovanni ; Ellahie, Atif. In: Economic Research Papers. RePEc:ags:uwarer:269308.

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2018FISCAL CREDIBILITY AND CENTRAL BANK CREDIBILITY: HOW DO WE BUILD THEM? EMPIRICAL EVIDENCE FROM BRAZIL. (2018). Nicolay, Rodolfo ; Montes, Gabriel ; de Oliveira, Ana Jordania. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:43.

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2018Measuring Investor Sentiment. (2018). Zhou, Guofu. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:239-259.

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2017Revisiting Easterly and Levine (1997): Replication and extension. (2017). Vujić, Sunčica ; Vujic, Suncica ; Millrine, Mark. In: Working Papers. RePEc:ant:wpaper:2017007.

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2017The ABC of Simulation Estimation with Auxiliary Statistics. (2017). Ng, Serena ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1501.01265.

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2018Sensitivity Analysis of Long-Term Cash Flows. (2018). Park, Hyungbin. In: Papers. RePEc:arx:papers:1511.03744.

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2019Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1604.04872.

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2017Hedging under generalized good-deal bounds and model uncertainty. (2017). Becherer, Dirk ; Kentia, Klebert . In: Papers. RePEc:arx:papers:1607.04488.

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2017Double/Debiased Machine Learning for Treatment and Causal Parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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2017Long-Term Factorization of Affine Pricing Kernels. (2017). Linetsky, Vadim ; Qin, Likuan. In: Papers. RePEc:arx:papers:1610.00778.

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2017The Long Bond, Long Forward Measure and Long-Term Factorization in Heath-Jarrow-Morton Models. (2017). Qin, Likuan ; Linetsky, Vadim. In: Papers. RePEc:arx:papers:1610.00818.

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2017Pricing VIX Derivatives With Free Stochastic Volatility Model. (2017). Lin, Wei ; Chern, Shane . In: Papers. RePEc:arx:papers:1703.06020.

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2018Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939. (2018). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio . In: Papers. RePEc:arx:papers:1704.00985.

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2017Good Deal Hedging and Valuation under Combined Uncertainty about Drift and Volatility. (2017). Kentia, Klebert ; Becherer, Dirk. In: Papers. RePEc:arx:papers:1704.02505.

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2017Model Uncertainty, Recalibration, and the Emergence of Delta-Vega Hedging. (2017). Muhle-Karbe, Johannes ; Herrmann, Sebastian. In: Papers. RePEc:arx:papers:1704.04524.

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2017Analysis of order book flows using a nonparametric estimation of the branching ratio matrix. (2017). Rambaldi, Marcello ; Muzy, Jean-Franccois ; Bacry, Emmanuel ; Achab, Massil . In: Papers. RePEc:arx:papers:1706.03411.

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2019Computational aspects of robust optimized certainty equivalents and option pricing. (2019). Tangpi, Ludovic ; Drapeau, Samuel ; Bartl, Daniel. In: Papers. RePEc:arx:papers:1706.10186.

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2017Convergence of utility indifference prices to the superreplication price in a multiple-priors framework. (2017). Carassus, Laurence ; Blanchard, Romain. In: Papers. RePEc:arx:papers:1709.09465.

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2019Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2019). Borovička, Jaroslav ; Stachurski, John. In: Papers. RePEc:arx:papers:1710.06526.

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2017Calibration of Distributionally Robust Empirical Optimization Models. (2017). , Andrew ; Kim, Michael Jong ; Gotoh, Jun-Ya. In: Papers. RePEc:arx:papers:1711.06565.

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2018Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching. (2018). Yu, Xiang ; Liao, Huafu ; Bo, Lijun. In: Papers. RePEc:arx:papers:1712.05676.

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2018Structural Estimation of Behavioral Heterogeneity. (2018). Zheng, Huanhuan ; Shi, Zhentao. In: Papers. RePEc:arx:papers:1802.03735.

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2018Adversarial Generalized Method of Moments. (2018). Syrgkanis, Vasilis ; Lewis, Gregory. In: Papers. RePEc:arx:papers:1803.07164.

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2018Econophysics Beyond General Equilibrium: the Business Cycle Model. (2018). Olkhov, Victor. In: Papers. RePEc:arx:papers:1804.04721.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.00953.

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2018Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators. (2018). Lee, Seojeong. In: Papers. RePEc:arx:papers:1806.01450.

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2018Information Content of DSGE Forecasts. (2018). Fair, Ray . In: Papers. RePEc:arx:papers:1808.02910.

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2018Stochastic Revealed Preferences with Measurement Error. (2018). Kashaev, Nail ; Aguiar, Victor. In: Papers. RePEc:arx:papers:1810.05287.

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2018A six-factor asset pricing model. (2018). Shijin, Santhakumar ; Roy, Rahul. In: Papers. RePEc:arx:papers:1810.07790.

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2018Affine Jump-Diffusions: Stochastic Stability and Limit Theorems. (2018). Glynn, Peter W ; Zhang, Xiaowei. In: Papers. RePEc:arx:papers:1811.00122.

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2018Why are prices proportional to embodied energies?. (2018). Leiva, Benjamin. In: Papers. RePEc:arx:papers:1811.12502.

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2020Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2018Quantification of market efficiency based on informational-entropy. (2018). Rothenstein, Roland . In: Papers. RePEc:arx:papers:1812.02371.

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2019The cost of information. (2019). Tamuz, Omer ; Strack, Philipp ; Pomatto, Luciano. In: Papers. RePEc:arx:papers:1812.04211.

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2020Salvaging Falsified Instrumental Variable Models. (2019). Poirier, Alexandre ; Masten, Matthew A. In: Papers. RePEc:arx:papers:1812.11598.

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2019A Comparison of Economic Agent-Based Model Calibration Methods. (2019). Platt, Donovan. In: Papers. RePEc:arx:papers:1902.05938.

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2019Elicitation of ambiguous beliefs with mixing bets. (2019). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447.

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2019The Africa-Dummy: Gone with the Millennium?. (2019). Sperlich, Stefan ; Kohler, Max . In: Papers. RePEc:arx:papers:1903.02357.

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2019A Varying Coefficient Model for Assessing the Returns to Growth to Account for Poverty and Inequality. (2019). Yoon, Jisu ; Sperlich, Stefan ; Kohler, Max . In: Papers. RePEc:arx:papers:1903.02390.

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2019Optimal FX Hedge Tenor with Liquidity Risk. (2019). Loeper, Gregoire ; Aarons, Mark ; Zhang, Rongju. In: Papers. RePEc:arx:papers:1903.06346.

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2019Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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2019Synthetic learner: model-free inference on treatments over time. (2019). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:1904.01490.

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2020Sensitivity of Estimation Precision to Moments with an Application to a Model of Joint Retirement Planning of Couples. (2019). Jørgensen, Thomas ; de Paula, Aureo ; Jorgensen, Thomas ; Honore, BO. In: Papers. RePEc:arx:papers:1907.02101.

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2019Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

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2019A Doubly Corrected Robust Variance Estimator for Linear GMM. (2019). Lee, Seojeong ; Kang, Byunghoon ; Hwang, Jungbin. In: Papers. RePEc:arx:papers:1908.07821.

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2019Infinitely Stochastic Micro Forecasting. (2019). Pevsta, Michal ; Okhrin, Ostap ; MacIak, Mat'Uvs. In: Papers. RePEc:arx:papers:1908.10636.

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2019Portfolio liquidation under factor uncertainty. (2019). Zhou, Chao ; Xia, Xiaonyu ; Horst, Ulrich. In: Papers. RePEc:arx:papers:1909.00748.

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2019Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations. (2019). Bai, Jushan ; Liao, Yuan ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:1910.09004.

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2019iCurrency?. (2019). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1911.01272.

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2019A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging. (2019). Ludkovski, Michael ; Chen, Tao. In: Papers. RePEc:arx:papers:1912.00244.

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2019Convergence rates of large-time sensitivities with the Hansen--Scheinkman decomposition. (2019). Park, Hyungbin. In: Papers. RePEc:arx:papers:1912.03404.

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2019Gauge transformations in the dual space, and pricing and estimation in the long run in affine jump-diffusion models. (2019). Levendorskiui, Sergei ; Boyarchenko, Svetlana. In: Papers. RePEc:arx:papers:1912.06948.

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2020Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection. (2020). Cialenco, Igor ; Chen, Tao ; Bielecki, Tomasz R. In: Papers. RePEc:arx:papers:2002.02604.

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2020The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04369.

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2020Experimental Design under Network Interference. (2020). Viviano, Davide. In: Papers. RePEc:arx:papers:2003.08421.

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2020Reinforcement Learning in Economics and Finance. (2020). Remlinger, Carl ; Elie, Romuald ; Charpentier, Arthur. In: Papers. RePEc:arx:papers:2003.10014.

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2020Rationalizing Rational Expectations? Tests and Deviations. (2020). Maurel, Arnaud ; D'Haultfoeuille, Xavier ; Gaillac, Christophe. In: Papers. RePEc:arx:papers:2003.11537.

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2017Importance of housing wealth effect in selected European countries: evidence from panel VAR model. (2017). Casni, Anita Ceh . In: ERES. RePEc:arz:wpaper:eres2017_138.

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2018The Determinants of CPI Inflation in Bangladesh, 1980-2016. (2018). Alam, Mohammad Mahabub. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2018:p:441-461.

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2018Does IFRSs adoption contribute to the protection of minority investors?. (2018). Nachescu, Miruna-Lucia ; Dima, Stefana Maria . In: The Audit Financiar journal. RePEc:aud:audfin:v:16:y:2018:i:152:p:584.

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2018Spatially Structured Deep Uncertainty, Robust Control, and Climate Change Policies. (2018). Xepapadeas, Anastasios ; Yannacopoulos, Athanasios. In: DEOS Working Papers. RePEc:aue:wpaper:1807.

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2019Regional Climate Policy under Deep Uncertainty. (2019). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:1901.

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2019Regional Climate Policy under Deep Uncertainty: Robust Control, Hot Spots and Learning. (2019). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:1903.

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2020Spatial Environmental and Resource Economics. (2020). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:2002.

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2020Regional climate policy under deep uncertainty: robust control and distributional concerns. (2020). Xepapadeas, Anastasios ; Brock, William. In: DEOS Working Papers. RePEc:aue:wpaper:2009.

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2018Business Cycle Uncertainty and Economic Welfare Revisited. (2018). Maussner, Alfred ; Heiberger, Christopher. In: Discussion Paper Series. RePEc:aug:augsbe:0335.

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2017Financial frictions and robust monetary policy in the models of New Keynesian framework. (2017). Pirozhkova, Ekaterina. In: BCAM Working Papers. RePEc:bbk:bbkcam:1701.

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2018R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). wright, stephen ; Mitchell, James ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804.

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2018A Note on Specification Testing in Some Structural Regression Models. (2018). Beckert, Walter. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1809.

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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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2019Do Survey Expectations of Stock Returns Reflect Risk Adjustments?. (2019). Nagel, Stefan ; Matveev, Dmitry ; Adam, Klaus. In: Staff Working Papers. RePEc:bca:bocawp:19-11.

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2019Firm-level Investment Under Imperfect Capital Markets in Ukraine. (2019). Shcherbakov, Oleksandr. In: Staff Working Papers. RePEc:bca:bocawp:19-14.

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2019Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16.

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2019Model Uncertainty and Wealth Distribution. (2019). Xu, Shaofeng ; Djeutem, Edouard. In: Staff Working Papers. RePEc:bca:bocawp:19-48.

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2017Financial Regulation and Shadow Banking: A Small-Scale DSGE Perspective. (2017). Pierrard, Olivier ; Fève, Patrick ; Feve, Patrick. In: BCL working papers. RePEc:bcl:bclwop:bclwp111.

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2018The financial transmission of housing bubbles: evidence from Spain. (2018). Schmitz, Tom ; Moral-Benito, Enrique ; Martin, Alberto. In: Working Papers. RePEc:bde:wpaper:1823.

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More than 100 citations found, this list is not complete...

Lars Peter Hansen has edited the books:


YearTitleTypeCited

Works by Lars Peter Hansen:


YearTitleTypeCited
2001Robust Control and Model Uncertainty In: American Economic Review.
[Full Text][Citation analysis]
article308
2007Beliefs, Doubts and Learning: Valuing Macroeconomic Risk In: American Economic Review.
[Full Text][Citation analysis]
article67
1996The Empirical Foundations of Calibration In: Journal of Economic Perspectives.
[Full Text][Citation analysis]
article166
2015Misspecified Recovery In: Papers.
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paper23
2016Misspecified Recovery.(2016) In: Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
article
2014Misspecified Recovery.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2015Misspecified Recovery.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
1996Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors. In: Journal of Business & Economic Statistics.
[Citation analysis]
article47
1997Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors.(1997) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
1996Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics.
[Citation analysis]
article436
1986Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article2
1990Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data. In: Journal of Business & Economic Statistics.
[Citation analysis]
article149
1987Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data.(1987) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149
paper
1997 Assessing Specification Errors in Stochastic Discount Factor Models. In: Journal of Finance.
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article285
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