Lars Peter Hansen
Names
first:  Lars 
middle:  Peter 
last:  Hansen 
Contact
homepage:  http://home.uchicago.edu/~lhansen 
Affiliations

University of Chicago
→ Department of Economics
 website
 location: Chicago, Illinois (United States)
Research profile
author of:

Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data.
by Eichenbaum, Martin & Hansen, Lars Peter 
Multiperiod Probit Models and Orthogonality Condition Estimation.
by Avery, Robert B. & Hansen, Lars Peter & Hotz, V. Joseph 
FiniteSample Properties of Some Alternative GMM Estimators.
by Hansen, Lars Peter & Heaton, John & Yaron, Amir 
Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time.
by Hansen, Lars Peter & Sargent, Thomas J. 
Assessing Specification Errors in Stochastic Discount Factor Models.
by Hansen, Lars Peter & Jagannathan, Ravi 
Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models.
by Hansen, Lars Peter & Singleton, Kenneth J. 
Back to the Future: Generating Moment Implications for ContinuousTime Markov Processes.
by Hansen, Lars Peter & Scheinkman, Jose Alexandre 
Implications of Security Market Data for Models of Dynamic Economies.
by Hansen, Lars Peter & Jagannathan, Ravi 
The Empirical Foundations of Calibration
by Lars Peter Hansen & James J. Heckman 
Statistical Properties of Generalized MethodofMoments Estimators of Structural Parameters Obtained from Financial Market Data: Comment.
by Hansen, Lars Peter 
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
by Gallant, A. Ronald & Hansen, Lars Peter & Tauchen, George 
Seasonality and approximation errors in rational expectations models
by Hansen, Lars Peter & Sargent, Thomas J. 
Mechanics of forming and estimating dynamic linear economies
by Anderson, Evan W. & McGrattan, Ellen R. & Hansen, Lars Peter & Sargent, Thomas J.
edited by 
The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities.
by Hansen, Lars Peter & Sargent, Thomas J. 
Robust control of forwardlooking models
by Hansen, Lars Peter & Sargent, Thomas J. 
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns.
by Hansen, Lars Peter & Singleton, Kenneth J. 
Spectral methods for identifying scalar diffusions
by Hansen, Lars Peter & Alexandre Scheinkman, Jose & Touzi, Nizar 
Micro data and general equilibrium models
by Browning, Martin & Hansen, Lars Peter & Heckman, James J.
edited by 
The Role of Conditioning Information in Deducing Testable.
by Hansen, Lars Peter & Richard, Scott F. 
Robust Control and Model Uncertainty
by Thomas J. Sargent & LarsPeter Hansen 
Large Sample Properties of Generalized Method of Moments Estimators.
by Hansen, Lars Peter 
Econometric Evaluation of Asset Pricing Models.
by Hansen, Lars Peter & Heaton, John & Luttmer, Erzo G. J. 
Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis.
by Hansen, Lars Peter & Hodrick, Robert J. 
Efficient Estimation of Linear AssetPricing Models with Moving Average Errors.
by Hansen, Lars Peter & Singleton, Kenneth J. 
Recursive Linear Models of Dynamic Economies
by Lars Peter Hansen & Thomas J. Sargent 
Robust estimation and control under commitment
by Hansen, Lars Peter & Sargent, Thomas J. 
Recursive linear models of dynamic economies
by Lars Peter Hansen & Thomas J. Sargent 
Robustness and Pricing with Uncertain Growth
by Marco Cagetti & Lars Peter Hansen & Thomas Sargent & Noah Williams 
Robust Permanent Income and Pricing
by Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini Jr. 
Implications of security market data for models of dynamic economies
by Lars Peter Hansen & Ravi Jagannathan 
Formulating and estimating continuous time rational expectations models
by Lars Peter Hansen & Thomas J. Sargent 
Instrumental variables procedures for estimating linear rational expectations models
by Lars Peter Hansen & Thomas J. Sargent 
Identification of continuous time rational expectations models from discrete time data
by Lars Peter Hansen & Thomas J. Sargent 
On the mechanics of forming and estimating dynamic linear economies
by Evan W. Anderson & Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent 
Mechanics of forming and estimating dynamic linear economies
by Lars Peter Hansen & Ellen R. McGrattan & Thomas J. Sargent 
Rational expectations models and the aliasing phenomenon
by Lars Peter Hansen & Thomas J. Sargent 
Methods for estimating continuous time Rational Expectations models from discrete time data
by Lars Peter Hansen & Thomas J. Sargent 
Perturbation Methods for RiskSensitive Economies
by Evan W. Anderson & Lars Peter Hansen 
Micro Data and General Equilibrium Models
by Martin Browning & Lars Peter Hansen & James J. Heckman 
Implications of Security Market Data for Models of Dynamic Economies
by Lars Peter Hansen & Ravi Jagannathan 
Econometric Evaluation of Asset Pricing Models
by Lars Peter Hansen & John Heaton & Erzo Luttmer 
The dimensionality of the aliasing problem in models with rational spectral densities
by Lars Peter Hansen & Thomas J. Sargent 
Consumption Strikes Back?: Measuring LongRun Risk
by Lars Peter Hansen & John Heaton & Nan Li 
Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data
by Martin S. Eichenbaum & Lars Peter Hansen 
Flat rate taxes with adjustment costs and several capital stocks and household types
by Lars Peter Hansen & Thomas J. Sargent 
Assessing Specification Errors in Stochastic Discount Factor Models
by Lars Peter Hansen & Ravi Jagannathan 
Back to the Future: Generating Moment Implications for ContinuousTime Markov Processes
by Lars Peter Hansen & Jose Alexandre Scheinkman 
A Time Series Analysis of Representative Agent Models of Consumption andLeisure Choice Under Uncertainty
by Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton 
Exact linear rational expectations models: specification and estimation
by Lars Peter Hansen & Thomas J. Sargent 
Efficient Estimation of Linear Asset Pricing Models with MovingAverage Errors
by Lars Peter Hansen & Kenneth J. Singleton 
Asset Pricing Explorations for Macroeconomics
by John H. Cochrane & Lars Peter Hansen 
Assessing specification errors in stochastic discount factor models
by Lars Peter Hansen & Ravi Jagannathan 
A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection
by Evan W. Anderson & Lars Peter Hansen & Thomas J. Sargent 
A note on WienerKolmogorov prediction formulas for rational expectations models
by Lars Peter Hansen & Thomas J. Sargent 
Underidentification?
by Manuel Arellano & Lars P. Hansen & Enrique Sentana 
Empirical and policy performance of a forwardlooking monetary model, comments
by Lars Peter Hansen 
Robust Permanent Income and Pricing
by Lars Hansen & Thomas Sargent & Thomas Tallarini 
Model uncertainty and policy evaluation: some theory and empirics  comments
by Lars Peter Hansen 
Flat rate taxes with adjustment costs and several capital stocks and household types
by Lars P. Hansen & Thomas J. Sargent 
Matlab programs by Hansen and T. Sargent
by Lars Hansen & Thomas Sargent 
Acknowledging Misspecification in Macroeconomic Theory
by Lars Peter Hansen & Thomas J. Sargent 
Small Sample Properties of Alternative GMM Estimators
by Lars Hansen & John Heaton & Amir Yaron 
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time
by Lars Peter Hansen & Thomas J. Sargent 
Robust control and model misspecification
by Hansen, Lars Peter & Sargent, Thomas J. & Turmuhambetova, Gauhar & Williams, Noah 
Introduction to model uncertainty and robustness
by Hansen, Lars Peter & Maenhout, Pascal & Rustichini, Aldo & Sargent, Thomas J. & Siniscalchi, Marciano M. 
Certainty equivalence and model uncertainty
by Lars Peter Hansen & Thomas J. Sargent 
Matlab code for robustifying Muth Filter
by Lars Peter Hansen & Thomas Sargent 
A note on first degree stochastic dominance
by Hansen, L. P. & Holt, C. A. & Peled, D. 
A note on WienerKolmogorov prediction formulas for rational expectations models
by Hansen, Lars Peter & Sargent, Thomas J. 
Formulating and estimating dynamic linear rational expectations models
by Hansen, Lars Peter & Sargent, Thomas J. 
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
by Hansen, Lars Peter 
Recursive robust estimation and control without commitment
by Hansen, Lars Peter & Sargent, Thomas J. 
Matlab code for robust Muth decision filter
by Lars Peter Hansen & Thomas Sargent 
AN INTERVIEW WITH CHRISTOPHER A. SIMS
by HANSEN, LARS PETER 
Linear rational expectations models for dynamically interrelated variables
by Lars Peter Hansen & Thomas J. Sargent 
Formulating and estimating dynamic linear rational expectations models
by Lars Peter Hansen & Thomas J. Sargent 
Long Term Risk: An Operator Approach
by Lars Peter Hansen & Jose Scheinkman 
Instrumental variables procedures for estimating linear rational expectations models
by Hansen, Lars Peter & Sargent, Thomas J. 
Beliefs, Doubts and Learning: Valuing Economic Risk
by Lars Peter Hansen 
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
by Lars Peter Hansen 
Recursive robust estimation and control without commitment
by Hansen, Lars Peter & Sargent, Thomas J. 
Consumption, asset markets, and macroeconomic fluctuations : A comment
by Hansen, Lars Peter 
Intertemporal Substitution and Risk Aversion
by Hansen, Lars Peter & Heaton, John & Lee, Junghoon & Roussanov, Nikolai
edited by 
Introduction to Robustness
by Lars Peter Hansen & Thomas J. Sargent
edited by 
Nonlinearity and Temporal Dependence
by Xiaohong Chen & Lars P. Hansen & Marine Carrasco 
Modeling the Long Run: Valuation in Dynamic Stochastic Economies
by Lars Peter Hansen 
Robustness and U.S. Monetary Policy Experimentation
by TIMOTHY COGLEY & RICCARDO COLACITO & LARS PETER HANSEN & THOMAS J. SARGENT 
LongTerm Risk: An Operator Approach
by Lars Peter Hansen & José A. Scheinkman 
Nonlinearity and Temporal Dependence
by Xiaohong Chen & Lars P. Hansen & Marine Carrasco 
Principal Components and Long Run Implications of Multivariate Diffusions
by Xiaohong Chen & Lars Peter Hansen & Jose Scheinkman 
Nonlinearity and Temporal Dependence
by Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine 
Asset Pricing Explorations for Macroeconomics
by John H. Cochrane & Lars Peter Hansen
edited by 
Intangible Risk
by Lars Peter Hansen & John C. Heaton & Nan Li
edited by 
Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models
by Lars Peter Hansen & Robert J. Hodrick
edited by 
BOOTSTRAPPING THE LONG RUN
by CONLEY, TIMOTHY G. & HANSEN, LARS PETER & LIU, WENFANG 
Consumption Strikes Back? Measuring LongRun Risk
by Lars Peter Hansen & John C. Heaton & Nan Li 
Principal components and the long run
by Xiaohong Chen & Lars Peter Hansen & Jose A. Scheinkman 
Advances in economics and econometrics: the eighth world congress
by Mathias Dewatripont & Lars Peter Hansen & Stephen Turnovsky 
Acknowledgement Misspecification in Macroeconomic Theory
by Hansen, LarsPeter & Sargent, ThomasJ. 
Doubts or variability?
by Barillas, Francisco & Hansen, Lars Peter & Sargent, Thomas J. 
Underidentification? (Resumen)
by Manuel Arellano & Lars Peter Hansen & Enrique Sentana 
Underidentification?
by Manuel Arellano & Lars Peter Hansen & Enrique Sentana 
Risk Price Dynamics
by Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman 
Nonlinearity and temporal dependence
by Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine 
Managing expectations and fiscal policy
by Anastasios G. Karantounias with Lars Peter Hansen & Thomas J. Sargent 
Nonlinearity and Temporal Dependence
by Xiaohong Chen & Lars P. Hansen & Marine Carrasco 
Robust hidden Markov LQG problems
by Hansen, Lars Peter & Mayer, Ricardo & Sargent, Thomas 
Fragile beliefs and the price of uncertainty
by Lars Peter Hansen & Thomas J. Sargent 
Robustness and ambiguity in continuous time
by Hansen, Lars Peter & Sargent, Thomas J. 
Comment on "House Price Booms and the Current Account"
by Lars Peter Hansen
edited by 
Wanting Robustness in Macroeconomics
by Hansen, Lars Peter & Sargent, Thomas J.
edited by 
ROBUST PERMANENT INCOME AND PRICING WITH FILTERING
by Hansen, Lars Peter & Sargent, Thomas J. & Wang, Neng E. 
Risk Price Dynamics
by Lars Peter Hansen & Jaroslav BoroviÄ ka & Mark Hendricks & JosÃ A. Scheinkman 
Examining Macroeconomic Models Through the Lens of Asset Pricing
by Jaroslav BoroviÄ ka & Lars Peter Hansen 
Pricing growthrate risk
by Lars Hansen & José Scheinkman 
Small noise methods for risksensitive/robust economies
by Anderson, Evan W. & Hansen, Lars Peter & Sargent, Thomas J. 
Dynamic Valuation Decomposition Within Stochastic Economies
by Lars Peter Hansen 
Risk Pricing over Alternative Investment Horizons
by Lars Peter Hansen 
Challenges in Identifying and Measuring Systemic Risk
by Lars Peter Hansen 
Underidentification?
by Arellano, Manuel & Hansen, Lars Peter & Sentana, Enrique 
Three types of ambiguity
by Hansen, Lars Peter & Sargent, Thomas J. 
Robustness and US Monetary
by Thomas J. Sargent & Riccardo Colacito & Lars P. Hansen & Timothy Cogley 
Proofs for large sample properties of generalized method of moments estimators
by Hansen, Lars Peter 
Three Types of Ambiguity
by Lars Peter Hansen & Thomas J. Sargent 
Recursive Utility in a Markov Environment with Stochastic Growth
by Lars Peter Hansen & JosÃ A. Scheinkman 
Challenges in Identifying and Measuring Systemic Risk
by Lars Peter Hansen
edited by 
Challenges in Identifying and Measuring Systemic Risk
by Lars Peter Hansen 
Comment
by Lars Peter Hansen 
Recursive Models of Dynamic Linear Economies
by Lars Peter Hansen & Thomas J. Sargent 
Shock Elasticities and Impulse Responses
by Jaroslav Borovička & Lars P. Hansen & Jose A. Scheinkman 
Misspecified Recovery
by Jaroslav Borovička & Lars P. Hansen & José A. Scheinkman 
Uncertainty Outside and Inside Economic Models
by Lars Peter Hansen 
Uncertainty Outside and Inside Economic Models
by Lars Peter Hansen 
Interview with 2013 Laureate in Economic Sciences Lars Peter Hansen
by Hansen, Lars Peter 
Misspecified Recovery
by Jaroslav Borovi\v{c}ka & Lars Peter Hansen & Jos\'e A. Scheinkman 
Challenges in Identifying and Measuring Systemic Risk
by Lars Peter Hansen 
Examining macroeconomic models through the lens of asset pricing
by Borovička, Jaroslav & Hansen, Lars Peter 
Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress
by Mathias Dewatripont & Lars Peter Hansen & Stephen Turnovsky 
Time Inconsistency of Robust Control?
by Lars Peter Hansen & Thomas J. Sargent
edited by 
[Robust Control and Model Uncertainty], Belirsizlik Modeli ve Saðlamlýlýk Kontrolü
by Lars Peter HANSEN & Thomas J. SARGENT 
Advances in economics and econometrics: Theory and Applications, Eighth World Congress
by Mathias Dewatripont & Lars Peter Hansen & Stephen J. Turnowsky 
Nobel Lecture: Uncertainty Outside and Inside Economic Models
by Lars Peter Hansen 
Uncertainty Outside and Inside Economic Models
by Hansen, Lars Peter 
Four types of ignorance
by Hansen, Lars Peter & Sargent, Thomas J. 
Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress
by Mathias Dewatripont & Lars Peter Hansen & Stephen Turnovsky 
Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress
by Mathias Dewatripont & Lars Peter Hansen & Stephen Turnovsky 
Uncertainty within Economic Models
by Lars Peter Hansen & Thomas J. Sargent 
Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress
by Mathias Dewatripont & Lars Peter Hansen & Stephen Turnovsky 
Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress
by Mathias Dewatripont & Lars Peter Hansen & Stephen J. Turnowsky 
Advances in Economics and Econometrics: Theory and Applications 3 Volume Hardback Set
by Mathias Dewatripont & Lars Peter Hansen & Stephen Turnovsky 
Sets of Models and Prices of Uncertainty
by Lars P. Hansen & Thomas J. Sargent 
Term Structure of Uncertainty in the Macroeconomy
by Jaroslav Borovička & Lars Peter Hansen 
Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise"
by Lars Peter Hansen
edited by 
Stochastic Compounding and Uncertain Valuation
by Lars P. Hansen & Jose A. Scheinkman 
Misspecified Recovery
by JAROSLAV BOROVIČKA & LARS PETER HANSEN & JOSÉ A. SCHEINKMAN 
TimeSeries Econometrics in Macroeconomics and Finance
by Lars Peter Hansen 
Risk Pricing over Alternative Investment Horizons
by Hansen, Lars Peter
edited by 
Robust Permanent Income and Pricing
by Lars Peter Hansen & Thomas J. Sargent & Thomas D. Tallarini 
Term Structure of Uncertainty in the Macroeconomy
by Borovicka, J. & Hansen, L. P.
edited by 
Misspecified Recovery
by Jaroslav Borovicka & Lars Peter Hansen & Jose A. Scheinkman 
Risk Price Dynamics
by Jaroslav Borovicka & Lars Peter Hansen & Mark Hendricks & Jose A. Scheinkman 
Recursive utility in a Markov environment with stochastic growth
by Lars Peter Hansen & Jose A. Scheinkman 
A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice Under Uncertainty
by Martin S. Eichenbaum & Lars Peter Hansen & Kenneth J. Singleton 
Biographical
by Hansen, Lars Peter 
Examining macroeconomic models through the lens of asset pricing
by Jaroslav Borovicka & Lars Peter Hansen 
Macroeconomic Uncertainty Prices when Beliefs are Tenuous
by Lars Peter Hansen & Thomas J. Sargent
editor of:

Advances in Economics and Econometrics 3 Volume Hardback Set
edited by Dewatripont, Mathias & Hansen, Lars Peter & Turnovsky, Stephen J. 
Advances in Economics and Econometrics
edited by Dewatripont, Mathias & Hansen, Lars Peter & Turnovsky, Stephen J. 
Advances in Economics and Econometrics
edited by Dewatripont, Mathias & Hansen, Lars Peter & Turnovsky, Stephen J. 
Advances in Economics and Econometrics
edited by Dewatripont, Mathias & Hansen, Lars Peter & Turnovsky, Stephen J. 
Advances in Economics and Econometrics
edited by Dewatripont, Mathias & Hansen, Lars Peter & Turnovsky, Stephen J. 
Advances in Economics and Econometrics
edited by Dewatripont, Mathias & Hansen, Lars Peter & Turnovsky, Stephen J. 
Advances in Economics and Econometrics
edited by Dewatripont, Mathias & Hansen, Lars Peter & Turnovsky, Stephen J.