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Publications by Lars Peter Hansen

Nonlinearity and Temporal Dependence

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Recursive Utility in a Markov Environment With Stochastic Growth

SSRN Electronic Journal

English

Operator Methods for Continuous-Time Markov Processes

English

Implications of Security Market Data for Models of Dynamic Economies

Journal of Political Economy

English

Beliefs, Doubts and Learning: Valuing Macroeconomic Risk

American Economic Review

English

Robust Permanent Income and Pricing

Review of Economic Studies

English

Robustness and Pricing With Uncertain Growth

Review of Financial Studies

English

Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time

International Economic Review

English

Estimating Models With Intertemporal Substitution Using Aggregate Time Series Data

English

Formulating and Estimating Dynamic Linear Rational Expectations Models

English