L
Lars Peter Hansen
Researcher at University of Chicago
Publications - 236
Citations - 42811
Lars Peter Hansen is an academic researcher from University of Chicago. The author has contributed to research in topics: Capital asset pricing model & Economic model. The author has an hindex of 72, co-authored 230 publications receiving 40575 citations. Previous affiliations of Lars Peter Hansen include National Bureau of Economic Research & University of Illinois at Chicago.
Papers
More filters
Journal ArticleDOI
Large sample properties of generalized method of moments estimators
Journal ArticleDOI
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis
TL;DR: In this article, the authors examined the hypothesis that the expected rate of return to speculation in the forward foreign exchange market is zero; that is, the logarithm of the forward exchange rate is the market's conditional expectation of the future spot rate, and they were able to reject the simple market efficiency hypothesis for exchange rates from the 1970s and the 1920s.
Journal ArticleDOI
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
Journal ArticleDOI
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
TL;DR: In this paper, the authors studied the time-series behavior of asset returns and aggregate consumption in a representative consumer model and imposing restrictions on preferences and the joint distribution of consumption and returns.
Journal ArticleDOI
Robust Control and Model Uncertainty
TL;DR: In this paper, a Benchmark Resource Allocation Problem with Model Misspecification and Robust Control Problems is discussed. But the problem is not addressed in this paper, and the following sections are included: