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Proofs for large sample properties of generalized method of moments estimators
Hansen, Lars Peter
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 325-330
Persistent link: https://www.econbiz.de/10009685910
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2
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
Jagannathan, Ravi
;
Kaplin, Andrew
;
Sun, Steve
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10001772145
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3
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:
4
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
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5
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
Saved in:
6
Underidentification?
Arellano, Manuel
;
Hansen, Lars Peter
;
Sentana, Enrique
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 256-280
Persistent link: https://www.econbiz.de/10009685920
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7
Examining macroeconomic models through the lens of asset pricing
Borovička, Jaroslav
;
Hansen, Lars Peter
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 67-90
Persistent link: https://www.econbiz.de/10010506087
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8
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:
9
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:
10
Robust inference for moment condition models without rational expectations
Chen, Xiaohong
;
Hansen, Lars Peter
;
Hansen, Peter G.
- In:
Journal of econometrics
243
(
2024
)
1/2
,
pp. 1-32
Persistent link: https://www.econbiz.de/10015075243
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