Lars Peter Hansen
1980–2023 年に発表
- 45
- 論文数
- 34,522
- 被引用数
- 39
- h 指数
- 44
- i10 指数
被引用数
引用元
国・地域
機関
分野
- Economics, Econometrics and Finance52.9%
- Mathematics8.7%
- Decision Sciences8.4%
- Business, Management and Accounting8%
- Computer Science7.7%
- Social Sciences4.8%
- その他9.5%
トピック
- Monetary Policy and Economic Impact8%
- Financial Markets and Investment Strategies7.2%
- Economic theories and models4.2%
- Stochastic processes and financial applications4.2%
- Financial Risk and Volatility Modeling3.4%
- Statistical Methods and Inference3.1%
- その他69.9%
共著者
- Thomas J. Sargent19
- James J. Heckman3
- Erzo G. J. Luttmer2
- J.B. Heaton2
- José A. Scheinkman2
- José Scheinkman2
- Kenneth J. Singleton2
- Martin Browning2
- Michael Barnett2
- Noah Williams2
- Ravi Jagannathan2
- Robert J. Hodrick2
- William Brock2
- A. Ronald Gallant1
- Alberto Holly1
- Aldo Rustichini1
- Amir Yaron1
- Andrew C. Harvey1
- Bendt Brock-Jacobsen1
- Christian Nielsen1
- Christina Bjørn1
- Claus Fenger1
- Dorte Gyrd‐Hansen1
- Elisabeth Lund1
全論文
- Large Sample Properties of Generalized Method of Moments Estimators
著者: Lars Peter Hansen - Econometrica 1982 被引用: 13,870
- Robust Control and Model Uncertainty
著者: Lars Peter Hansen, Thomas J. Sargent - American Economic Review 2001 被引用: 1,373
- A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection
著者: Evan W. Anderson, Lars Peter Hansen, Thomas J. Sargent - Journal of the European Economic Association 2003 被引用: 646
- Finite-Sample Properties of Some Alternative GMM Estimators
著者: Lars Peter Hansen, J.B. Heaton, Amir Yaron - Journal of Business and Economic Statistics 1996 被引用: 1,207
- Aversion to ambiguity and model misspecification in dynamic stochastic environments
著者: Lars Peter Hansen, Jianjun Miao - National Academy of Sciences, Proceedings of the National Academy of Sciences 2018 被引用: 64
- Robust control and model misspecification
著者: Lars Peter Hansen, Thomas J. Sargent, Gauhar Turmuhambetova, Noah Williams - Journal of Economic Theory, J. Econ. Theory 2006 被引用: 399
- Consumption Strikes Back? Measuring Long‐Run Risk
著者: Lars Peter Hansen, John C. Heaton, Nan Li - Journal of Political Economy 2008 被引用: 804
- Robustness
著者: Lars Peter Hansen, Thomas J. Sargent - Princeton University Press eBooks 2007 被引用: 424
- Discounted linear exponential quadratic Gaussian control
著者: Lars Peter Hansen, Thomas J. Sargent - IEEE Transactions on Automatic Control, IEEE Trans. Autom. Control. 1995 被引用: 320
- The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
著者: Lars Peter Hansen, Scott F. Richard - Econometrica 1987 被引用: 1,020
- Pricing Uncertainty Induced by Climate Change
著者: Michael Barnett, William Brock, Lars Peter Hansen - Review of Financial Studies 2019 被引用: 458
- Robustness and ambiguity in continuous time
著者: Lars Peter Hansen, Thomas J. Sargent - Journal of Economic Theory, J. Econ. Theory 2011 被引用: 71
- Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
著者: Lars Peter Hansen, Kenneth J. Singleton - Journal of Political Economy 1983 被引用: 1,592
- Implications of Security Market Data for Models of Dynamic Economies
著者: Lars Peter Hansen, Ravi Jagannathan - Journal of Political Economy 1990 被引用: 1,217
- Long-Term Risk: An Operator Approach
著者: Lars Peter Hansen, José A. Scheinkman - Econometrica 2008 被引用: 282
- Recursive robust estimation and control without commitment
著者: Lars Peter Hansen, Thomas J. Sargent - Journal of Economic Theory, J. Econ. Theory 2005 被引用: 222
- Clinical Benefit of a Gluten-Free Diet in Type 1 Diabetic Children With Screening-Detected Celiac Disease
著者: Dorte Gyrd‐Hansen, Bendt Brock-Jacobsen, Elisabeth Lund, Christina Bjørn, Lars Peter Hansen, Christian Nielsen, Claus Fenger, Søren Thue Lillevang, Steffen Husby - Diabetes Care 2006 被引用: 183
- Robust estimation and control under commitment
著者: Lars Peter Hansen, Thomas J. Sargent - Journal of Economic Theory, J. Econ. Theory 2005 被引用: 128
- Structured ambiguity and model misspecification
著者: Lars Peter Hansen, Thomas J. Sargent - Journal of Economic Theory, J. Econ. Theory 2020 被引用: 36
- A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty
著者: Michael Barnett, William Brock, Lars Peter Hansen, Ruimeng Hu, Joseph Huang - arXiv (Cornell University), CoRR 2023 被引用: 7
- Fragile beliefs and the price of uncertainty
著者: Lars Peter Hansen, Thomas J. Sargent - Quantitative Economics 2010 被引用: 227
- Chapter 8 Micro data and general equilibrium models
著者: Martin Browning, Lars Peter Hansen, James J. Heckman - Handbook of macroeconomics 1999 被引用: 223
- Robustness and Pricing with Uncertain Growth
著者: Marco Cagetti, Lars Peter Hansen, Thomas J. Sargent, Noah Williams - Review of Financial Studies 2002 被引用: 218
- Doubts or variability?
著者: Francisco Barillas, Lars Peter Hansen, Thomas J. Sargent - Journal of Economic Theory, J. Econ. Theory 2009 被引用: 174
