Lars Peter Hansen : Citation Profile

Are you Lars Peter Hansen?

University of Chicago

51

H index

82

i10 index

23149

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: 526
   Journals where Lars Peter Hansen has often published
   Relations with other researchers
   Recent citing documents: 813.    Total self citations: 84 (0.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha303
   Updated: 2024-11-04    RAS profile: 2022-08-16    
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Relations with other researchers

Works with:

Marinacci, Massimo (7)

Bosetti, Valentina (4)

Gilboa, Itzhak (4)

Berger, Loïc (4)

Sargent, Thomas (4)

Cerreia-Vioglio, Simone (3)

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)

Miao, Jianjun (102)

Luo, Yulei (97)

Issler, João (97)

Sargent, Thomas (94)

Chernov, Mikhail (92)

Heckman, James (85)

Heinemann, Frank (83)

Xepapadeas, Anastasios (82)

Sentana, Enrique (81)

Cites to:

Sargent, Thomas (154)

Epstein, Larry (65)

Marinacci, Massimo (63)

Scheinkman, Jose (43)

Campbell, John (41)

Kreps, David (40)

Gilboa, Itzhak (40)

Zin, Stanley (39)

Maccheroni, Fabio (37)

Tallarini, Thomas (32)

Rustichini, Aldo (32)

Main data

Where Lars Peter Hansen has published?

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

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
Working Papers / Becker Friedman Institute for Research In Economics4
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University4
Working Papers / Princeton University, Department of Economics, Econometric Research Program.2
Papers / arXiv.org2
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business2
Working Papers / Federal Reserve Bank of Minneapolis2
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2

Recent works citing Lars Peter Hansen (2024 and 2023)

YearTitle of citing document
2024.

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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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2024Gender economic inclusion, governance institutions and economic complexity in Africa. (2024). Asongu, Simplice ; Emeka, Ekene Thankgod ; Ngoungou, Yolande E. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/012.

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2023Aid-to-Production, Consumption and Agricultural Growth in Developing Countries. (2023). Aboa-Offei, Kofi Aaron ; Srofenyoh, Francis Yao ; Djokoto, Justice Gameli ; Gidiglo, Ferguson Korbla ; Agyeiwaa-Afrane, Akua ; Badu-Prah, Charlotte. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:339054.

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2024The role of CDS spreads in explaining bond recovery rates. (2024). Vrins, Frederic ; Gauthier, Genevieve ; Franois, Pascal ; Barbagli, Matteo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024002.

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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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2024Identifying Multidiemsnional Adverse Selection Models. (2015). Aryal, Gaurab. In: Papers. RePEc:arx:papers:1411.6250.

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2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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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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2024Elicitation 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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2023Detecting Identification Failure in Moment Condition Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1907.13093.

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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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2024The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804.

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2024Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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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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2024Adversarial Estimation of Riesz Representers. (2020). Syrgkanis, Vasilis ; Singh, Rahul ; Newey, Whitney ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2101.00009.

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

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2024Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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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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2024Three Remarks On Asset Pricing. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903.

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2024Standard Errors for Calibrated Parameters. (2021). Plagborg-Moller, Mikkel ; Cocci, Matthew D. In: Papers. RePEc:arx:papers:2109.08109.

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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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2024Dynamic 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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2024Long-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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2023Modelplasticity and Abductive Decision Making. (2022). , Subhadeep. In: Papers. RePEc:arx:papers:2203.03040.

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2024On 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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2024Distributionally robust risk evaluation with causality constraint and structural information. (2022). Han, Bingyan. In: Papers. RePEc:arx:papers:2203.10571.

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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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2024Testing 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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2024Schooling and Labor Market Consequences of School Construction in Indonesia: Comment. (2022). Roodman, David. In: Papers. RePEc:arx:papers:2207.09036.

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2024Structural 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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2024The law of one price in mean-variance hedging. (2022). Czichowsky, Christoph ; Vcern, Alevs. In: Papers. RePEc:arx:papers:2210.15613.

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2024Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach. (2022). Sun, Xiaolin. In: Papers. RePEc:arx:papers:2210.15829.

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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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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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2024A Better Test of Choice Overload. (2022). Stoye, Jorg ; Ravindran, Dilip ; Dean, Mark. In: Papers. RePEc:arx:papers:2212.03931.

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2024The 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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2024The Chained Difference-in-Differences. (2023). Dortet-Bernardet, Vincent ; Benatia, David ; Bell, Christophe. In: Papers. RePEc:arx:papers:2301.01085.

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2024Randomization 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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2024Optimal 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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2024Heterogeneity-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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2024On 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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2024The 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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2024Inference in IV models with clustered dependence, many instruments and weak identification. (2023). Ligtenberg, Johannes W. In: Papers. RePEc:arx:papers:2306.08559.

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2024Simple Estimation of Semiparametric Models with Measurement Errors. (2023). Zeleneev, Andrei ; Evdokimov, Kirill S. In: Papers. RePEc:arx:papers:2306.14311.

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2023Robust Wasserstein Optimization and its Application in Mean-CVaR. (2023). Nam, Kihun ; Hai, Xin. In: Papers. RePEc:arx:papers:2306.15524.

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2023Data-driven Multiperiod Robust Mean-Variance Optimization. (2023). Nam, Kihun ; Loeper, Gregoire ; Hai, Xin. In: Papers. RePEc:arx:papers:2306.16681.

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2024Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach. (2023). Wong, Hoi Ying ; Pun, Chi Seng ; Han, Bingyan. In: Papers. RePEc:arx:papers:2306.16982.

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2023Generalised Covariances and Correlations. (2023). Pohle, Marc-Oliver ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2307.03594.

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2024Synthetic Control Methods by Density Matching under Implicit Endogeneity. (2023). McAlinn, Kenichiro ; Imaizumi, Masaaki ; Ohda, Akari ; Kato, Masahiro. In: Papers. RePEc:arx:papers:2307.11127.

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2023Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models. (2023). Kong, Lingwei. In: Papers. RePEc:arx:papers:2307.14499.

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2023Closed-form approximations of moments and densities of continuous-time Markov models. (2023). Kristensen, Dennis ; Mele, Antonio ; Lee, Young Jun. In: Papers. RePEc:arx:papers:2308.09009.

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2023SGMM: Stochastic Approximation to Generalized Method of Moments. (2023). Song, Myunghyun ; Shin, Youngki ; Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Chen, Xiaohong. In: Papers. RePEc:arx:papers:2308.13564.

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2023Singular Control in a Cash Management Model with Ambiguity. (2023). , Jacco ; Hellmann, Tobias ; Ferrari, Giorgio ; Archankul, Arnon. In: Papers. RePEc:arx:papers:2309.12014.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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2023A Framework for Treating Model Uncertainty in the Asset Liability Management Problem. (2023). Papayiannis, Georgios I. In: Papers. RePEc:arx:papers:2310.11987.

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2023A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty. (2023). Huang, Joseph ; Hansen, Lars Peter ; Brock, William ; Barnett, Michael. In: Papers. RePEc:arx:papers:2310.13200.

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2024Regressions under Adverse Conditions. (2023). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2311.13327.

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2023A Review of Cross-Sectional Matrix Exponential Spatial Models. (2023). Dogan, Osman ; Yang, YE ; Jin, Fei ; Taspinar, Suleyman. In: Papers. RePEc:arx:papers:2311.14813.

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2023A Theory Guide to Using Control Functions to Instrument Hazard Models. (2023). Liu, William. In: Papers. RePEc:arx:papers:2312.03165.

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2024Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems. (2024). Zhang, Ying ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2403.09532.

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2024Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions. (2024). Cenesizoglu, Tolga ; Aymard, Cl'Ement ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17095.

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2024Non-concave distributionally robust stochastic control in a discrete time finite horizon setting. (2024). Sester, Julian ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2404.05230.

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2024Estimation for conditional moment models based on martingale difference divergence. (2024). Jiang, Feiyu ; Song, Kunyang ; Zhu, KE. In: Papers. RePEc:arx:papers:2404.11092.

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2024Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty. (2024). Jia, Yanwei. In: Papers. RePEc:arx:papers:2404.12598.

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2024On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models. (2024). Morgan, Jack ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2405.01479.

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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.
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2014Robust Control and Model Uncertainty.(2014) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 598		chapter
2007Beliefs, Doubts and Learning: Valuing Macroeconomic Risk In: American Economic Review.
[Full Text][Citation analysis]		article123
2014Beliefs, Doubts and Learning: Valuing Macroeconomic Risk.(2014) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 123		chapter
1996The Empirical Foundations of Calibration In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article194
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.
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This paper has nother version. Agregated cites: 1		paper
2015Misspecified Recovery In: Papers.
[Full Text][Citation analysis]		paper38
2016Misspecified Recovery.(2016) In: Journal of Finance.
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This paper has nother version. Agregated cites: 38		article
2014Misspecified Recovery.(2014) In: NBER Working Papers.
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2015Misspecified Recovery.(2015) In: Working Papers.
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2022Making Decisions under Model Misspecification In: Papers.
[Full Text][Citation analysis]		paper12
2020Making Decisions under Model Misspecification.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2020Making Decisions under Model Misspecification.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 12		paper
1996Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors. In: Journal of Business & Economic Statistics.
[Citation analysis]		article64
1997Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors.(1997) In: NBER Technical Working Papers.
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This paper has nother version. Agregated cites: 64		paper
1996Finite-Sample Properties of Some Alternative GMM Estimators. In: Journal of Business & Economic Statistics.
[Citation analysis]		article636
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]		article3
1990Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data. In: Journal of Business & Economic Statistics.
[Citation analysis]		article171
1987Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data.(1987) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 171		paper
2020Robust Identification of Investor Beliefs In: Working Papers.
[Full Text][Citation analysis]		paper9
2020Robust Identification of Investor Beliefs.(2020) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 9		paper
2020Robust identification of investor beliefs.(2020) In: Proceedings of the National Academy of Sciences.
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This paper has nother version. Agregated cites: 9		article
2020Robust Identification of Investor Beliefs.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2020Uncertainty and Decision-Making During a Crisis: How to Make Policy Decisions in the COVID-19 Context? In: Working Papers.
[Full Text][Citation analysis]		paper2
2020Uncertainty and decision-making during a crisis: How to make policy decisions in the COVID-19 context?.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
1997 Assessing Specification Errors in Stochastic Discount Factor Models. In: Journal of Finance.
[Full Text][Citation analysis]		article380
1994Assessing specification errors in stochastic discount factor models.(1994) In: Staff Report.
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This paper has nother version. Agregated cites: 380		paper
1994Assessing Specification Errors in Stochastic Discount Factor Models.(1994) In: NBER Technical Working Papers.
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This paper has nother version. Agregated cites: 380		paper
2009Nonlinearity and Temporal Dependence In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper56
2008Nonlinearity and Temporal Dependence.(2008) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 56		paper
2009Nonlinearity and Temporal Dependence.(2009) In: Cowles Foundation Discussion Papers.
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This paper has nother version. Agregated cites: 56		paper
2008Nonlinearity and Temporal Dependence.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 56		paper
2010Nonlinearity and temporal dependence.(2010) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 56		article
1997Robust Permanent Income and Pricing In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper286
Robust Permanent Income and Pricing.() In: GSIA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 286		paper
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2007Beliefs, Doubts and Learning: Valuing Economic Risk In: NBER Working Papers.
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2013Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen In: Nobel Prize in Economics documents.
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