Narrow search
Showing 91 - 100 of 6,183
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Formulating and estimating dynamic linear rational expectations models
Hansen, Lars Peter; Sargent, Thomas J. - 1981
Persistent link: https://www.econbiz.de/10002606070
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Linear rational expectations models for dynamically interrelated variables
Hansen, Lars Peter; Sargent, Thomas J. - 1981
Persistent link: https://www.econbiz.de/10002606128
Cover Image
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
Cover Image
Risk averse speculation in the forward foreign exchange market : an econometric analysis of linear models
Hansen, Lars Peter; Hodrick, Robert J. - In: Exchange rates and international macroeconomics, (pp. 113-142). 1983
Persistent link: https://www.econbiz.de/10002606162