//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of econometrics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Identification of continuous t...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
5
Theory
5
CAPM
3
Asset prices
2
Decision under uncertainty
2
Entropie
2
Entropy
2
Entscheidung unter Unsicherheit
2
Erwartungsbildung
2
Estimation theory
2
Expectation formation
2
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Robustness
2
Schätztheorie
2
Time series analysis
2
Zeitreihenanalyse
2
Anlageverhalten
1
Begrenzte Rationalität
1
Behavioural finance
1
Bounded rationality
1
Capital income
1
Confidence sets
1
Decision under risk
1
Decomposition method
1
Dekompositionsverfahren
1
Discounting
1
Diskontierung
1
Divergence
1
Dynamic value decomposition
1
Entscheidung unter Risiko
1
Estimation
1
Exponential quadratic stochastic discount factor
1
Financial econometrics
1
Financial economics
1
Finanzmarktökonometrie
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Undetermined
5
Author
All
Hansen, Lars Peter
14
Chen, Xiaohong
3
Sargent, Thomas J.
3
Arellano, Manuel
2
Carrasco, Marine
2
Scheinkman, José Alexandre
2
Sentana, Enrique
2
Touzi, Nizar
2
Borovička, Jaroslav
1
Gallant, A. Ronald
1
Han, Lloyd S.
1
Hansen, Peter G.
1
Szőke, Bálint
1
Tauchen, George Eugene
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of monetary economics
36
NBER Working Paper
35
NBER working paper series
34
Journal of political economy
33
Working paper / National Bureau of Economic Research, Inc.
30
The American economic review
24
Journal of Monetary Economics
22
Working Papers / Federal Reserve Bank of Minneapolis
21
NBER Working Papers
20
Staff Report / Federal Reserve Bank of Minneapolis
20
Review of economic dynamics
17
Staff report / Research Department, Federal Reserve Bank of Minneapolis
17
Journal of economic theory
15
Journal of money, credit and banking : JMCB
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Journal of economic dynamics & control
13
University of Chicago, Becker Friedman Institute for Economics Working Paper
13
Discussion paper / Centre for Economic Policy Research
12
Journal of economic literature
12
Macroeconomic dynamics
11
American Economic Review
9
Econometrica
9
International economic review
9
Journal of Economic Dynamics and Control
9
Journal of Political Economy
9
NBER macroeconomics annual
9
The review of financial studies
9
Working paper / National Bureau of Economic Research, Inc
9
Journal of Econometrics
8
Review of Economic Dynamics
8
Technical working paper / National Bureau of Economic Research
8
The economic journal : the journal of the Royal Economic Society
8
ULB Institutional Repository
8
Working Paper
8
Becker Friedman Institute for Research in Economics Working Paper
7
Economica
7
Journal of Economic Theory
7
Rational expectations and econometric practice ; 1
7
Working Papers / Becker Friedman Institute for Research in Economics, University of Chicago
7
more ...
less ...
Source
All
ECONIS (ZBW)
9
OLC EcoSci
5
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
2
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
Saved in:
3
Proofs for large sample properties of generalized method of moments estimators
Hansen, Lars Peter
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 325-330
Persistent link: https://www.econbiz.de/10009685910
Saved in:
4
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav
;
Hansen, Lars Peter
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
Saved in:
5
Underidentification?
Arellano, Manuel
;
Hansen, Lars Peter
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 256-280
Persistent link: https://www.econbiz.de/10009685920
Saved in:
6
Spectral methods for identifying scalar diffusions
Hansen, Lars Peter
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001243868
Saved in:
7
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Gallant, A. Ronald
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 141-179
Persistent link: https://www.econbiz.de/10001332076
Saved in:
8
Nonlinearity and temporal dependence
Chen, Xiaohong
;
Hansen, Lars Peter
;
Carrasco, Marine
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003966974
Saved in:
9
Robust inference for moment condition models without rational expectations
Chen, Xiaohong
;
Hansen, Lars Peter
;
Hansen, Peter G.
- In:
Journal of econometrics
243
(
2024
)
1/2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10015075243
Saved in:
10
Seasonality and approximation errors in rational expectations models
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
55
(
1993
)
1-2
,
pp. 21-56
Persistent link: https://www.econbiz.de/10006805340
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->