//--> //--> //--> //-->
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
Challenges in identifying and...
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
Markov chain
2
Markov-Kette
2
Portfolio selection
2
Portfolio-Management
2
Risiko
2
Risk
2
Robustness
2
Time series analysis
2
Zeitreihenanalyse
2
Anlageverhalten
1
Behavioural finance
1
Capital income
1
Decision under risk
1
Decomposition method
1
Dekompositionsverfahren
1
Discounting
1
Diskontierung
1
Dynamic value decomposition
1
Entscheidung unter Risiko
1
Erwartungsbildung
1
Estimation
1
Estimation theory
1
Expectation formation
1
Exponential quadratic stochastic discount factor
1
Financial econometrics
1
Financial economics
1
Finanzmarktökonometrie
1
Kapitaleinkommen
1
Kapitalmarkttheorie
1
Markov models
1
Method of moments
1
Model uncertainty
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Undetermined
5
Author
All
Hansen, Lars Peter
13
Sargent, Thomas J.
3
Arellano, Manuel
2
Carrasco, Marine
2
Chen, Xiaohong
2
Scheinkman, José Alexandre
2
Sentana, Enrique
2
Touzi, Nizar
2
Borovička, Jaroslav
1
Gallant, A. Ronald
1
Han, Lloyd S.
1
Szőke, Bálint
1
Tauchen, George Eugene
1
more ...
less ...
Published in...
All
Journal of econometrics
NBER Working Paper
22
NBER working paper series
18
Working paper / National Bureau of Economic Research, Inc.
17
NBER Working Papers
13
University of Chicago, Becker Friedman Institute for Economics Working Paper
13
Staff Report / Federal Reserve Bank of Minneapolis
12
Journal of economic theory
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of monetary economics
10
Staff report / Research Department, Federal Reserve Bank of Minneapolis
10
The review of financial studies
9
Journal of Econometrics
8
ULB Institutional Repository
8
Becker Friedman Institute for Research in Economics Working Paper
7
Econometrica
7
Journal of political economy
7
Working Papers / Becker Friedman Institute for Research in Economics, University of Chicago
7
Journal of Economic Theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Technical working paper / National Bureau of Economic Research
6
Journal of Political Economy
5
Journal of economic dynamics & control
5
Macroeconomic dynamics
5
NBER Technical Working Papers
5
NBER macroeconomics annual
5
NBER technical working paper series
5
Working paper / National Bureau of Economic Research, Inc
5
Econometric Society monographs
4
Journal of Business & Economic Statistics
4
Journal of Monetary Economics
4
Journal of economic literature
4
The American economic review
4
Cowles Foundation Discussion Paper
3
Cowles Foundation Discussion Papers
3
Cowles Foundation discussion paper
3
Econometric Society Monographs
3
Journal of Economic Dynamics and Control
3
Macroeconomic Dynamics
3
Quantitative economics : QE ; journal of the Econometric Society
3
more ...
less ...
Source
All
ECONIS (ZBW)
8
OLC EcoSci
5
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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
Spectral methods for identifying scalar diffusions
Hansen, Lars Peter
;
Scheinkman, José Alexandre
;
Touzi, …
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10006788949
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...
//-->