Large sample properties of generalized method of moments estimators LP Hansen Econometrica: Journal of the econometric society, 1029-1054, 1982 | 18945 | 1982 |
Generalized instrumental variables estimation of nonlinear rational expectations models LP Hansen, KJ Singleton Econometrica: Journal of the Econometric Society, 1269-1286, 1982 | 3799 | 1982 |
Forward exchange rates as optimal predictors of future spot rates: An econometric analysis LP Hansen, RJ Hodrick Journal of political economy 88 (5), 829-853, 1980 | 2902 | 1980 |
Stochastic consumption, risk aversion, and the temporal behavior of asset returns LP Hansen, KJ Singleton Journal of political economy 91 (2), 249-265, 1983 | 2327 | 1983 |
Implications of security market data for models of dynamic economies LP Hansen, R Jagannathan Journal of Political Economy 99 (2), 225-262, 1991 | 2280 | 1991 |
Robustness LP Hansen, TJ Sargent Princeton university press, 2008 | 1810 | 2008 |
Finite-sample properties of some alternative GMM estimators LP Hansen, J Heaton, A Yaron Journal of Business & Economic Statistics 14 (3), 262-280, 1996 | 1693 | 1996 |
Robust control and model uncertainty LP Hansen, TJ Sargent American Economic Review 91 (2), 60-66, 2001 | 1637 | 2001 |
Formulating and estimating dynamic linear rational expectations models LP Hansen, TJ Sargent Journal of Economic Dynamics and control 2, 7-46, 1980 | 1340 | 1980 |
The role of conditioning information in deducing testable restrictions implied by dynamic asset pricing models LP Hansen, SF Richard Econometrica: Journal of the Econometric Society, 587-613, 1987 | 1220 | 1987 |
Assessing specification errors in stochastic discount factor models LP Hansen, R Jagannathan The Journal of Finance 52 (2), 557-590, 1997 | 1136 | 1997 |
A time series analysis of representative agent models of consumption and leisure choice under uncertainty MS Eichenbaum, LP Hansen, KJ Singleton The Quarterly Journal of Economics 103 (1), 51-78, 1988 | 973 | 1988 |
A quartet of semigroups for model specification, robustness, prices of risk, and model detection EW Anderson, LP Hansen, TJ Sargent Journal of the European Economic Association 1 (1), 68-123, 2003 | 969* | 2003 |
Consumption strikes back? Measuring long-run risk LP Hansen, JC Heaton, N Li Journal of Political economy 116 (2), 260-302, 2008 | 853 | 2008 |
Micro data and general equilibrium models M Browning, LP Hansen, JJ Heckman Handbook of macroeconomics 1, 543-633, 1999 | 693 | 1999 |
Evolution, discovery, and interpretations of arthropod mushroom bodies NJ Strausfeld, L Hansen, Y Li, RS Gomez, K Ito Learning & memory 5 (1), 11-37, 1998 | 690 | 1998 |
Robust permanent income and pricing LP Hansen, TJ Sargent, TD Tallarini Jr The Review of Economic Studies 66 (4), 873-907, 1999 | 611 | 1999 |
The empirical foundations of calibration LP Hansen, JJ Heckman Journal of economic perspectives 10 (1), 87-104, 1996 | 595 | 1996 |
Asset pricing explorations for macroeconomics JH Cochrane, LP Hansen NBER macroeconomics annual 7, 115-165, 1992 | 585 | 1992 |
Robust control and model misspecification LP Hansen, TJ Sargent, G Turmuhambetova, N Williams Journal of Economic Theory 128 (1), 45-90, 2006 | 572* | 2006 |