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Journal of econometrics
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1
Macroeconomic uncertainty prices when beliefs are tenuous
Hansen, Lars Peter
;
Sargent, Thomas J.
- In:
Journal of econometrics
223
(
2021
)
1
,
pp. 222-250
Persistent link: https://www.econbiz.de/10012619969
Saved in:
2
Twisted probabilities, uncertainty, and prices
Hansen, Lars Peter
;
Szőke, Bálint
;
Han, Lloyd S.
; …
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 151-174
Persistent link: https://www.econbiz.de/10012439662
Saved in:
3
A component model for dynamic correlations
Colacito, Riccardo
;
Engle, Robert F.
;
Ghysels, Eric
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009178483
Saved in:
4
A component model for dynamic correlations
Colacito, Riccardo
;
Engle, Robert F.
;
Ghysels, Eric
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 45-59
Persistent link: https://www.econbiz.de/10009270412
Saved in:
5
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson
Cogley, Timothy
;
Durlauf, Steven N.
;
Nason, James M.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 199-202
Persistent link: https://www.econbiz.de/10008898226
Saved in:
6
Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson
Cogley, Timothy
;
Durlauf, Steven N.
;
Nason, James M.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 199-201
Persistent link: https://www.econbiz.de/10008135106
Saved in:
7
Honoring the research contributions of Charles R. Nelson
Cogley, Timothy
(
contributor
);
Nelson, Charles R.
(
honouree
)
-
2008
Persistent link: https://www.econbiz.de/10003783443
Saved in:
8
Spectral methods for identifying scalar diffusions
Hansen, Lars Peter
- In:
Journal of econometrics
86
(
1998
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001243868
Saved in:
9
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Gallant, A. Ronald
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 141-179
Persistent link: https://www.econbiz.de/10001332076
Saved in:
10
Nonlinearity and temporal dependence
Chen, Xiaohong
;
Hansen, Lars Peter
;
Carrasco, Marine
- In:
Journal of econometrics
155
(
2010
)
2
,
pp. 155-169
Persistent link: https://www.econbiz.de/10003966974
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