Lars Peter Hansen : Citation Profile

Are you Lars Peter Hansen?

University of Chicago

50

H index

79

i10 index

22606

Citations

RESEARCH PRODUCTION:

82

Articles

78

Papers

2

Books

26

Chapters

EDITOR:

6

Books edited

RESEARCH ACTIVITY:

   44 years (1978 - 2022). See details.
   Cites by year: 513
   Journals where Lars Peter Hansen has often published
   Relations with other researchers
   Recent citing documents: 881.    Total self citations: 84 (0.37 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha303
   Updated: 2023-11-04    RAS profile: 2022-08-16    
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Relations with other researchers

Works with:

Marinacci, Massimo (7)

Gilboa, Itzhak (4)

Sargent, Thomas (3)

Cerreia-Vioglio, Simone (3)

Bosetti, Valentina (2)

Berger, Loïc (2)

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

Is cited by:

Chen, Xiaohong (126)

Jacquemet, Nicolas (118)

Issler, João (97)

Luo, Yulei (97)

Miao, Jianjun (92)

Chernov, Mikhail (92)

Heckman, James (82)

Sargent, Thomas (82)

West, Kenneth (81)

Campbell, John (79)

Lewbel, Arthur (79)

Cites to:

Sargent, Thomas (154)

Epstein, Larry (65)

Marinacci, Massimo (63)

Scheinkman, Jose (43)

Gilboa, Itzhak (40)

Kreps, David (40)

Campbell, John (39)

Zin, Stanley (39)

Maccheroni, Fabio (37)

Lucas, Robert (32)

Tallarini, Thomas (32)

Main data

Where Lars Peter Hansen has published?

Journals with more than one article published# docs
Journal of Econometrics10
Econometrica7
Journal of Economic Theory7
Journal of Political Economy6
Journal of Monetary Economics5
Journal of Business & Economic Statistics4
Proceedings4
Journal of Economic Dynamics and Control3
NBER Macroeconomics Annual3
Macroeconomic Dynamics3
Review of Financial Studies3
American Economic Review2
Journal of Finance2
International Economic Review2
Economics Letters2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc18
Staff Report / Federal Reserve Bank of Minneapolis12
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4
Working Papers / Becker Friedman Institute for Research In Economics4
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business2
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2
Working Papers / Federal Reserve Bank of Minneapolis2
Papers / arXiv.org2
Working Papers / Princeton University, Department of Economics, Econometric Research Program.2

Recent works citing Lars Peter Hansen (2023 and 2022)

YearTitle of citing document
2022Measuring the Technological Bias of Robot Adoption and its Implications for the Aggregate Labor Share. (2022). Koch, Michael ; Manuylov, Ilya. In: Economics Working Papers. RePEc:aah:aarhec:2022-01.

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2022Estimation of continuous-time linear DSGE models from discrete-time measurements. (2022). Parra-Alvarez, Juan ; Neri, Luca ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2022-12.

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2022The Impact of Natural Disasters and Climate Change on Agriculture: An Empirical Analysis. (2022). Nadeem, Abdul Majeed ; Yaseen, Muhammad Rizwan ; Anwar, Sofia ; Iqbal, Muhammad Tariq. In: Journal of Economic Impact. RePEc:adx:journl:v:4:y:2022:i:1:p:28-38.

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2022Blending Theory and Data: A Space Odyssey. (2022). Donaldson, Dave. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:3:p:185-210.

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2022Economic Globalisation and Inclusive Green Growth in Africa: Contingencies and Policy-Relevant Thresholds of Governance. (2022). Figari, Francesco ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/053.

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2022Foreign Direct Investment and Inclusive Green Growth in Africa: Energy Efficiency Contingencies and Thresholds. (2022). Ojong, Nathanael ; Gbolonyo, Emmanuel Y ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/089.

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2023Towards sustainability: The relationship between foreign direct investment, economic freedom and inclusive green growth. (2023). Ojong, Nathanael ; Figari, Francesco ; Ofori, Isaac K. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/023.

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2023Towards inclusive growth in Africa: Remittances, and financial development interactive effects and thresholds. (2023). Nkrumah, Richard K ; Toyo, Marcel A ; Gbolonyo, Emmanuel Y ; Ofori, Isaac K ; Nkansah, Emmanuel. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:23/024.

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2022.

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2022Determinants of Stock Market Volatility in Africa. (2022). Uhunmwangho, Monday. In: African Journal of Economic Review. RePEc:ags:afjecr:320586.

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2022Competition and Risk-Taking. (2022). Gürtler, Oliver ; Thon, Max ; Struth, Lennart ; Gurtler, Oliver. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:181.

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2023Fiscal Rules, Independent Fiscal Institutions, and Sovereign Risk. (2023). Sprincean, Nicu ; Georgescu, George ; Capraru, Bogdan. In: Working Papers of Romania Fiscal Council. RePEc:ane:wpcfro:230201.

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2022Sovereign Debt. (2022). Zettelmeyer, Jeromin ; Roldan, Francisco ; Roch, Francisco ; Martinez, Leonardo. In: Working Papers. RePEc:aoz:wpaper:167.

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2023Limits 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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2023The cost of information. (2019). Tamuz, Omer ; Strack, Philipp ; Pomatto, Luciano. In: Papers. RePEc:arx:papers:1812.04211.

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2023A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2022Elicitation of ambiguous beliefs with mixing bets. (2019). Schmidt, Patrick. In: Papers. RePEc:arx:papers:1902.07447.

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2023Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782.

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2022Synthetic learner: model-free inference on treatments over time. (2019). Bradic, Jelena ; Viviano, Davide. In: Papers. RePEc:arx:papers:1904.01490.

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2023Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

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2022Estimation of Large Network Formation Games. (2020). Sheng, Shuyang ; Ridder, Geert. In: Papers. RePEc:arx:papers:2001.03838.

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2022Experimental Design under Network Interference. (2020). Viviano, Davide. In: Papers. RePEc:arx:papers:2003.08421.

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2023Identification in Economies with Frictions. (2020). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:2005.02010.

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2023How Flexible is that Functional Form? Quantifying the Restrictiveness of Theories. (2020). Fudenberg, Drew ; Liang, Annie ; Gao, Wayne. In: Papers. RePEc:arx:papers:2007.09213.

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2023The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2022Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects. (2020). Poskitt, Donald ; Zhao, Xueyan ; Frazier, David T ; Zhang, Lina. In: Papers. RePEc:arx:papers:2009.02642.

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2022Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures. (2020). Veliyev, Bezirgen ; Pakkanen, Mikko S ; Christensen, Kim ; Bolko, Anine E. In: Papers. RePEc:arx:papers:2010.04610.

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2022A Test for Kronecker Product Structure Covariance Matrix. (2020). Mavroeidis, Sophocles ; Kleibergen, Frank ; Guggenberger, Patrik. In: Papers. RePEc:arx:papers:2010.10961.

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2022The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146.

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2022Nonparametric Adaptive Bayesian Stochastic Control Under Model Uncertainty. (2020). Myung, Jiyoun ; Chen, Tao. In: Papers. RePEc:arx:papers:2011.04804.

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2023The Variational Method of Moments. (2020). Kallus, Nathan ; Bennett, Andrew. In: Papers. RePEc:arx:papers:2012.09422.

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2022Climate Change Adaptation under Heterogeneous Beliefs. (2021). Nutz, Marcel ; Stebegg, Florian. In: Papers. RePEc:arx:papers:2101.08424.

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2023Ambiguity and Partial Bayesian Updating. (2021). Kovach, Matthew. In: Papers. RePEc:arx:papers:2102.11429.

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2022Structural models for policy-making: Coping with parametric uncertainty. (2021). Janys, Lena ; Jano's Gabler, ; Eisenhauer, Philipp . In: Papers. RePEc:arx:papers:2103.01115.

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2022Causal Reinforcement Learning: An Instrumental Variable Approach. (2021). Zhang, Xiaowei ; Luo, YE ; Li, Jin. In: Papers. RePEc:arx:papers:2103.04021.

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2022Star-shaped Risk Measures. (2021). Wang, Ruodu ; Tebaldi, Claudio ; Maccheroni, Fabio ; Cattelan, Giacomo ; Castagnoli, Erio . In: Papers. RePEc:arx:papers:2103.15790.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2022Empirical evidence on the Euler equation for investment in the US. (2021). Haque, Qazi ; Mavroeidis, Sophocles ; Magnusson, Leandro M ; Ascari, Guido. In: Papers. RePEc:arx:papers:2107.08713.

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2022Culling the herd of moments with penalized empirical likelihood. (2021). Shi, Zhentao ; Zhang, Jia ; Chang, Jinyuan. In: Papers. RePEc:arx:papers:2108.03382.

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2022Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach. (2021). Yu, Xun ; Jia, Yanwei. In: Papers. RePEc:arx:papers:2108.06655.

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2022Deep Signature FBSDE Algorithm. (2021). Zhang, Zhaoyu ; Luo, Man ; Feng, QI. In: Papers. RePEc:arx:papers:2108.10504.

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2023Ignorance is Bliss: A Game of Regret. (2021). Feri, Francesco ; Cerrone, Claudia ; Neary, Philip R. In: Papers. RePEc:arx:papers:2109.10968.

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2023Numeraire-invariant quadratic hedging and mean--variance portfolio allocation. (2021). Kallsen, Jan ; Czichowsky, Christoph ; Vcern, Alevs. In: Papers. RePEc:arx:papers:2110.09416.

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2023A Framework for Measures of Risk under Uncertainty. (2021). Wang, Ruodu ; Liu, Yang ; Fadina, Tolulope. In: Papers. RePEc:arx:papers:2110.10792.

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2023Simultaneous Optimal Transport. (2022). Zhang, Zhenyuan ; Wang, Ruodu. In: Papers. RePEc:arx:papers:2201.03483.

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2022Pricing principle via Tsallis relative entropy in incomplete market. (2022). Tian, Dejian. In: Papers. RePEc:arx:papers:2201.05316.

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2023Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434.

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2022Robust Policy Selection and Harvest Risk Quantification for Natural Resources Management under Model Uncertainty. (2022). Papayiannis, Georgios I. In: Papers. RePEc:arx:papers:2202.05326.

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2023Long-term Causal Inference Under Persistent Confounding via Data Combination. (2022). Imbens, Guido ; Wang, Yuhao ; Mao, Xiaojie ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2202.07234.

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2022Nonparametric Adaptive Robust Control Under Model Uncertainty. (2022). Bayraktar, Erhan ; Chen, Tao. In: Papers. RePEc:arx:papers:2202.10391.

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2023Modelplasticity and Abductive Decision Making. (2022). , Subhadeep. In: Papers. RePEc:arx:papers:2203.03040.

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2023On Robust Inference in Time Series Regression. (2022). Baillie, Richard T ; Ho, Kun ; Kapetanios, George ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2203.04080.

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2023Distributionally robust risk evaluation with causality constraint and structural information. (2022). Han, Bingyan. In: Papers. RePEc:arx:papers:2203.10571.

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2022Adversarial Estimators. (2022). Metzger, Jonas. In: Papers. RePEc:arx:papers:2204.10495.

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2023GMM is Inadmissible Under Weak Identification. (2022). Mikusheva, Anna ; Andrews, Isaiah. In: Papers. RePEc:arx:papers:2204.12462.

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2023Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171.

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2022Integrating Structural and Reduced-Form Methods in Empirical Finance. (2022). Whited, Toni M. In: Papers. RePEc:arx:papers:2205.01175.

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2022Robust Data-Driven Decisions Under Model Uncertainty. (2022). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2205.04573.

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2022Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models. (2022). Zou, Bin ; Shen, Yang. In: Papers. RePEc:arx:papers:2205.15905.

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2022Economic activity and climate change. (2022). Ruiz, Esther ; Rodr, Vladimir ; Poncela, Pilar ; de Juan, Ar'Anzazu. In: Papers. RePEc:arx:papers:2206.03187.

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2022Optimal Investment and Equilibrium Pricing under Ambiguity. (2022). Schneider, Paul ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2206.10489.

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2022Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600.

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2022Environmental-Social-Governance Preferences and Investments in Crypto-Assets. (2022). Kancs, D'Artis ; Fessler, Pirmin ; Cupak, Andrej ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:2206.14548.

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2022Static Hedging of Freight Risk under Model Uncertainty. (2022). Papayiannis, Georgios I. In: Papers. RePEc:arx:papers:2207.00862.

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2022Government Intervention in Catastrophe Insurance Markets: A Reinforcement Learning Approach. (2022). Charpentier, Arthur ; Sakr, Nourhan ; Hassan, Menna. In: Papers. RePEc:arx:papers:2207.01010.

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2022Two-stage differences in differences. (2022). Gardner, John. In: Papers. RePEc:arx:papers:2207.05943.

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2022Job Prospects and Labour Mobility in China. (2022). Valerio, Octasiano Miguel ; Wang-Lu, Huaxin. In: Papers. RePEc:arx:papers:2207.08282.

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2022Schooling and Labor Market Consequences of School Construction in Indonesia: Comment. (2022). Roodman, David. In: Papers. RePEc:arx:papers:2207.09036.

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2022Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator. (2022). Windmeijer, Frank ; Sanderson, Eleanor ; Liang, Xiaoran. In: Papers. RePEc:arx:papers:2208.05278.

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2022Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics. (2022). Olkhov, Victor. In: Papers. RePEc:arx:papers:2208.07839.

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2022Characterizing M-estimators. (2022). Ziegel, Johanna ; Fissler, Tobias ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2208.08108.

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2022Structural Estimation of Markov Decision Processes in High-Dimensional State Space with Finite-Time Guarantees. (2022). Garcia, Alfredo ; Hong, Mingyi ; Zeng, Siliang. In: Papers. RePEc:arx:papers:2210.01282.

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2022The law of one price in mean-variance hedging. (2022). Czichowsky, Christoph ; Vcern, Alevs. In: Papers. RePEc:arx:papers:2210.15613.

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2022Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach. (2022). Sun, Xiaolin. In: Papers. RePEc:arx:papers:2210.15829.

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2022A New Test for Market Efficiency and Uncovered Interest Parity. (2022). Ho, Kun ; Kapetanios, George ; Diebold, Francis X ; Baillie, Richard T. In: Papers. RePEc:arx:papers:2211.01344.

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2022Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments. (2022). Rose, Christiern ; Gautier, Eric. In: Papers. RePEc:arx:papers:2211.02249.

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2023Causal Bandits: Online Decision-Making in Endogenous Settings. (2022). Singh, Amandeep ; Chen, Yifang ; Zhang, Jingwen. In: Papers. RePEc:arx:papers:2211.08649.

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2022A Misuse of Specification Tests. (2022). Sueishi, Naoya. In: Papers. RePEc:arx:papers:2211.11915.

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2022Revenue Comparisons of Auctions with Ambiguity Averse Sellers. (2022). Hwang, Sung-Ha ; Baik, Sosung. In: Papers. RePEc:arx:papers:2211.12669.

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2022Interpreting Instrumental Variable Estimands with Unobserved Treatment Heterogeneity: The Effects of College Education. (2022). Harris, Clint. In: Papers. RePEc:arx:papers:2211.13132.

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2023Dynamic and static fund separations and their stability for long-term optimal investments. (2022). Yeo, Heejun ; Park, Hyungbin. In: Papers. RePEc:arx:papers:2212.00391.

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2023An Ellsberg paradox for ambiguity aversion. (2022). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2212.03603.

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2022A Better Test of Choice Overload. (2022). Stoye, Jorg ; Ravindran, Dilip ; Dean, Mark. In: Papers. RePEc:arx:papers:2212.03931.

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2022The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exogeneity or Exclusion Restriction. (2022). Windmeijer, Frank ; Apfel, Nicolas. In: Papers. RePEc:arx:papers:2212.04814.

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2022Inference for Model Misspecification in Interest Rate Term Structure using Functional Principal Component Analysis. (2022). Hou, Kaiwen. In: Papers. RePEc:arx:papers:2212.10790.

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2023The Chained Difference-in-Differences. (2023). Dortet-Bernardet, Vincent ; Benatia, David ; Bell, Christophe. In: Papers. RePEc:arx:papers:2301.01085.

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2023Randomization advice and ambiguity aversion. (2023). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2301.03304.

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2023Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables. (2023). Zhu, KE ; Su, Bing. In: Papers. RePEc:arx:papers:2301.06658.

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2023An MCMC Approach to Classical Estimation. (2023). Chernozhukov, Victor ; Hong, Han. In: Papers. RePEc:arx:papers:2301.07782.

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2023Recovering utility. (2023). Lambert, Nicolas S ; Echenique, Federico ; Chambers, Christopher P. In: Papers. RePEc:arx:papers:2301.11492.

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2023Approximate Functional Differencing. (2023). Weidner, Martin ; Dhaene, Geert. In: Papers. RePEc:arx:papers:2301.13736.

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2023Quantifying Theory in Politics: Identification, Interpretation and the Role of Structural Methods. (2023). Ramsay, Kristopher ; Canen, Nathan. In: Papers. RePEc:arx:papers:2302.01897.

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2023Identification- and many instrument-robust inference via invariant moment conditions. (2023). Ligtenberg, Johannes W ; Boot, Tom. In: Papers. RePEc:arx:papers:2303.07822.

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2023Optimal investment in ambiguous financial markets with learning. (2023). Mahayni, Antje ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2303.08521.

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2023A Re-Examination of the Foundations of Cost of Capital for Regulatory Purposes. (2023). Biggar, Darryl. In: Papers. RePEc:arx:papers:2303.10818.

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2023Heterogeneity-robust granular instruments. (2023). Qian, Eric. In: Papers. RePEc:arx:papers:2304.01273.

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2023Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599.

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2023Ledoit-Wolf linear shrinkage with unknown mean. (2023). Miot, Alexandre ; Oriol, Benoit. In: Papers. RePEc:arx:papers:2304.07045.

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2023Policy Learning under Biased Sample Selection. (2023). Wager, Stefan ; Sahoo, Roshni ; Lei, Lihua. In: Papers. RePEc:arx:papers:2304.11735.

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2023On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2023The uniform diversification strategy is optimal for expected utility maximization under high model ambiguity. (2023). Wiesel, Johannes ; Carassus, Laurence. In: Papers. RePEc:arx:papers:2306.01503.

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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]		article569
2014Robust Control and Model Uncertainty.(2014) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 569		chapter
2007Beliefs, Doubts and Learning: Valuing Macroeconomic Risk In: American Economic Review.
[Full Text][Citation analysis]		article119
2014Beliefs, Doubts and Learning: Valuing Macroeconomic Risk.(2014) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 119		chapter
1996The Empirical Foundations of Calibration In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article191
2021Uncertainty Spillovers for Markets and Policy In: Annual Review of Economics.
[Full Text][Citation analysis]		article1
2020Uncertainty Spillovers for Markets and Policy.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2015Misspecified Recovery In: Papers.
[Full Text][Citation analysis]		paper37
2016Misspecified Recovery.(2016) In: Journal of Finance.
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This paper has another version. Agregated cites: 37		article
2014Misspecified Recovery.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2015Misspecified Recovery.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		paper
2022Making Decisions under Model Misspecification In: Papers.
[Full Text][Citation analysis]		paper8
2020Making Decisions under Model Misspecification.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2020Making Decisions under Model Misspecification.(2020) In: Working Papers.
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