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A quartet of semigroups for model specification, robustness, prices of risk, and model detection
Anderson, Ewan W.; Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of the European Economic Association 1 (2003) 1, pp. 68-123
Persistent link: https://www.econbiz.de/10001777218
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Aggregation over time and the inverse optimal predictor problem for adaptative expectations in continuous time
Hansen, Lars Peter; Sargent, Thomas J. - In: International economic review 24 (1983) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10002606018
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The dimensionality of the aliasing problem in models with rational spectral densities
Hansen, Lars Peter; Sargent, Thomas J. - In: Econometrica : journal of the Econometric Society, an … 51 (1983) 2, pp. 377-387
Persistent link: https://www.econbiz.de/10002606030
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Formulating and estimating dynamic linear rational expectations models
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of economic dynamics & control 2 (1980) 1, pp. 7-46
Persistent link: https://www.econbiz.de/10002606059
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Formulating and estimating dynamic linear rational expectations models
Hansen, Lars Peter; Sargent, Thomas J. - 1981
Persistent link: https://www.econbiz.de/10002606070
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Forward exchange rates as optimal predictors of future spot rates : an econometric analysis
Hansen, Lars Peter; Hodrick, Robert J. - In: Journal of political economy 88 (1980) 5, pp. 829-853
Persistent link: https://www.econbiz.de/10002606083
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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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Instrumental variables procedures for estimating linear rational expectations models
Hansen, Lars Peter; Sargent, Thomas J. - In: Journal of monetary economics 9 (1982) 3, pp. 263-296
Persistent link: https://www.econbiz.de/10002606104
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Linear rational expectations models for dynamically interrelated variables
Hansen, Lars Peter; Sargent, Thomas J. - 1981
Persistent link: https://www.econbiz.de/10002606128
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A note on Wiener-Kolmogorov prediction formulas for rational expectations models
Hansen, Lars Peter; Sargent, Thomas J. - In: Economics letters 8 (1981) 3, pp. 255-260
Persistent link: https://www.econbiz.de/10002606150