Lars Peter Hansen – författare
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25 produkter
Handbook of Financial Econometrics
Tools and Techniques
Av Lars Peter Hansen, Yacine Ait-Sahalia
E-bok, 2009
1679 kr
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This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff …
Rational Expectations Econometrics
Av Lars Peter Hansen, Thomas Sargent
Inbunden, 2019
2510 kr
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At the core of the rational expectations revolution is the insight that economic policy does not operate independently of economic agents' knowledge of that policy and their expectations of the effects of that policy. This means that there are very complicated feedback relationships existing …
Rational Expectations Econometrics
Av Lars Peter Hansen, Thomas Sargent
Häftad, 2024
589 kr
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At the core of the rational expectations revolution is the insight that economic policy does not operate independently of economic agents' knowledge of that policy and their expectations of the effects of that policy. This means that there are very complicated feedback relationships existing …
Handbook of Financial Econometrics
Tools and Techniques
Av Yacine Ait-Sahalia, Lars Peter Hansen
Inbunden, 2009
1567 kr
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This collection of original articles-8 years in the making-shines a bright light on recent advances in financial econometrics. From a survey of mathematical and statistical tools for understanding nonlinear Markov processes to an exploration of the time-series evolution of the risk-return tradeoff …
Handbook of Financial Econometrics
Applications
Av Yacine Ait-Sahalia, Lars Peter Hansen
Inbunden, 2009
999 kr
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Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond …
Handbook of Financial Econometrics
Applications
Av Lars Peter Hansen, Yacine Ait-Sahalia
E-bok, 2009
1058 kr
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Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond …
Handbook of Econometrics
Av Steven Durlauf, Lars Peter Hansen
Inbunden, 2020
1461 kr
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Handbook of Econometrics, Volume 7A, examines recent advances in foundational issues and "hot" topics within econometrics, such as inference for moment inequalities and estimation of high dimensional models. With its world-class editors and contributors, it succeeds in unifying leading studies of …
Advances in Economics and Econometrics
Theory and Applications, Eighth World Congress
Av Mathias Dewatripont, Lars Peter Hansen m. fl.
Häftad, 2003
687 kr
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This is the first of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret recent key developments and discuss future directions in a wide range of …
Advances in Economics and Econometrics
Theory and Applications, Eighth World Congress
Av Mathias Dewatripont, Lars Peter Hansen m. fl.
Häftad, 2003
714 kr
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This is the second of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret key developments and discuss future directions in a wide range of topics in …
Advances in Economics and Econometrics
Theory and Applications, Eighth World Congress
Av Mathias Dewatripont, Lars Peter Hansen m. fl.
Häftad, 2003
653 kr
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This is the third of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret recent developments and discuss future directions in a wide range of topics in …
Advances in Economics and Econometrics
Theory and Applications, Eighth World Congress
Av Mathias Dewatripont, Lars Peter Hansen m. fl.
Inbunden, 2003
2029 kr
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This is the first of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret recent key developments and discuss future directions in a wide range of …
Advances in Economics and Econometrics
Theory and Applications, Eighth World Congress
Av Mathias Dewatripont, Lars Peter Hansen m. fl.
Inbunden, 2003
2029 kr
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This is the second of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret key developments and discuss future directions in a wide range of topics in …
Advances in Economics and Econometrics
Theory and Applications, Eighth World Congress
Av Mathias Dewatripont, Lars Peter Hansen m. fl.
Inbunden, 2003
1723 kr
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This is the third of three volumes containing edited versions of papers and commentaries presented in invited symposium sessions of the Eighth World Congress of the Econometric Society. The papers summarize and interpret recent developments and discuss future directions in a wide range of topics in …
Recursive Models of Dynamic Linear Economies
Av Lars Peter Hansen, Thomas J. Sargent
Inbunden, 2013
562 kr
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A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to create a class of econometrically tractable models of prices and quantities. They present …
Robustness
Av Lars Peter Hansen, Thomas J. Sargent
Häftad, 2016
474 kr
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The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. This assumes that the decision maker trusts the model completely. But what should a decision maker …
Recursive Models of Dynamic Linear Economies
Av Lars Peter Hansen, Thomas J. Sargent
Häftad, 2018
474 kr
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A guide to the economic modeling of household preferences, from two leaders in the fieldA common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies, Lars Peter Hansen and Thomas Sargent use these tools to …
Rational Expectations Econometrics
Av Thomas Sargent, Lars Peter Hansen
E-bok, 2019
693 kr
Lägg i varukorg
At the core of the rational expectations revolution is the insight that economic policy does not operate independently of economic agents'' knowledge of that policy and their expectations of the effects of that policy. This means that there are very complicated feedback relationships existing …
Rational Expectations Econometrics
Av Thomas Sargent, Lars Peter Hansen
E-bok, 2019
693 kr
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At the core of the rational expectations revolution is the insight that economic policy does not operate independently of economic agents'' knowledge of that policy and their expectations of the effects of that policy. This means that there are very complicated feedback relationships existing …
Econometric Evaluation of Asset Pricing Models
Av Lars Peter Hansen, John Heaton m. fl.
Inbunden, 2022
367 kr
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Econometric Evaluation of Asset Pricing Models
Av Lars Peter Hansen, John Heaton m. fl.
Häftad, 2022
191 kr
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Finite Sample Properties of Some Alternative GMM Estimators
Av Lars Peter Hansen, John Heaton m. fl.
Inbunden, 2022
356 kr
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Finite Sample Properties of Some Alternative GMM Estimators
Av Lars Peter Hansen, John Heaton m. fl.
Häftad, 2022
191 kr
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Robustness
Av Thomas J. Sargent, Lars Peter Hansen
E-bok, 2011
640 kr
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The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. This assumes that the decision maker trusts the model completely. But what should a decision maker …
Recursive Models of Dynamic Linear Economies
Av Thomas J. Sargent, Lars Peter Hansen
E-bok, 2013
661 kr
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A guide to the economic modeling of household preferences, from two leaders in the field A common set of mathematical tools underlies dynamic optimization, dynamic estimation, and filtering. In Recursive Models of Dynamic Linear Economies , Lars Peter Hansen and Thomas Sargent use these tools to …
UNCERTAINTY WITHIN ECONOMIC MODELS
Av Lars Peter Hansen, Thomas J Sargent
Inbunden, 2014
2457 kr
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Written by Lars Peter Hansen (Nobel Laureate in Economics, 2013) and Thomas Sargent (Nobel Laureate in Economics, 2011), Uncertainty within Economic Models includes articles adapting and applying robust control theory to problems in economics and finance. This book extends rational expectations …
