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Efficient estimation of linear...
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202
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141
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46
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35
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33
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91
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
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92
Term structure dynamics in theory and reality
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 631-678
Persistent link: https://www.econbiz.de/10001794917
Saved in:
93
Fixed-income pricing
Dai, Qiang
;
Singleton, Kenneth J.
-
2003
Persistent link: https://www.econbiz.de/10001832932
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94
Generalized instrumental variables estimation of nonlinear rational expectations models
Hansen, Lars Peter
;
Singleton, Kenneth J.
- In:
Econometrica : journal of the Econometric Society, an …
50
(
1982
)
5
,
pp. 1269-1286
Persistent link: https://www.econbiz.de/10002606089
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95
Stochastic consumption, risk aversion, and the temporal behavior of asset returns
Hansen, Lars Peter
;
Singleton, Kenneth J.
- In:
Journal of political economy
91
(
1983
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10002606179
Saved in:
96
Consumption, asset markets and macroeconomic fluctuations
Hansen, Lars Peter
;
Hansen, Lars Peter
- In:
Economic policy in a world of change
,
(pp. 203-238)
.
1982
Persistent link: https://www.econbiz.de/10002832845
Saved in:
97
[Rezension von: Aoki, Masanao, New approaches to macroeconomic modeling]
Hansen, Lars Peter
- In:
Journal of economic literature
36
(
1998
)
1
,
pp. 239-241
Persistent link: https://www.econbiz.de/10001349720
Saved in:
98
Econometric modelling strategies for exhaustible resource markets with applications to nonferrous metals
Hansen, Lars Peter
-
1978
Persistent link: https://www.econbiz.de/10002606050
Saved in:
99
Large sample properties of generalized method of moments estimators
Hansen, Lars Peter
- In:
Econometrica : journal of the Econometric Society, an …
50
(
1982
)
4
,
pp. 1029-1054
Persistent link: https://www.econbiz.de/10002606112
Saved in:
100
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:
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