Rational Expectations EconometricsLars Peter Hansen, Thomas Sargent · First published 1991 · Latest edition 2019Open the Tome
Uncertainty Within Economic ModelsLars Peter Hansen, Thomas J. Sargent · First published 2014Open the Tome
Advances in Economics and Econometrics : Theory and ApplicationsM Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky · First published 2003Open the Tome
Finite sample properties of some alternative GMM estimatorsLars Peter Hansen · First published 1994Open the Tome
Identification of continuous time rational expectations models from discrete time dataLars Peter Hansen Hansen · First published 1983Open the Tome
A note on Wiener-Kolmogorov prediction formulas for rational expectations modelsLars Peter Hansen · First published 1981Open the Tome
Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous timeLars Peter Hansen · First published 1981Open the Tome
Formulating and estimating continuous time rational expectations modelsLars Peter Hansen · First published 1981Open the Tome
Instrumental variables procedures for estimating linear rational expectations modelsLars Peter Hansen · First published 1981Open the Tome
The dimensionality of the aliasing problem in models with rational spectral densitiesLars Peter Hansen · First published 1981Open the Tome
Methods for estimating continuous time rational expectations models from discrete time dataLars Peter Hansen · First published 1980Open the Tome
Rational expectations models and the aliasing phenomenonLars Peter Hansen · First published 1980Open the Tome
