Nonlinearity and Temporal Dependence (2009)
Chen, Xiaohong, Hansen, Lars P., Carrasco, Marine
Les non-linéarités dans les coefficients de mouvement et de diffusion ont une incidence sur la dépendance temporelle dans le cas des modèles de diffusion scalaire. Nous examinons ce lien en...
The recruitment of Atlantic salmon in Europe (2009)
Friedland, Kevin D., MacLean, Julian C., Hansen, Lars P., Peyronnet, Arnaud J., Karlsson, Lars, Reddin, David G., ...
Friedland, K. D., MacLean, J. C., Hansen, L. P., Peyronnet, A. J., Karlsson, L., Reddin, D. G., Ó Maoiléidigh, N., and McCarthy, J. L. 2009. The recruitment of Atlantic salmon in Europe. – ICES...
An Appreciation of A. W. Phillips (2007)
Lars P. Hansen, Thomas J. Sargent
A way to honor A. W. Phillips is to describe the continuing influence of one of his enduring contributions to economic dynamics, his remarkable 1959 Biometrika paper about how discrete time...
Belief Dependent Utilities, Aversion to State-Uncertainty and Asset Prices (2007)
John Y. Campbell, Micaela Della Torre, Paolo Ghirardato, Lars P. Hansen, Nick Polson, ...
This paper reinterprets standard axioms in choice theory to introduce the concepts of “belief dependent ” utility functions and aversion to “state-uncertainty, ” and it shows that this type...
An Appreciation of A.W. Phillips (1995)
Lars P. Hansen, Thomas J. Sargent
A way to honor A. W. Phillips is to describe the continuing influence of one of his enduring contributions to economic dynamics, his remarkable 1959 Biometrika paper about how discrete time...
Flat rate taxes with adjustment costs and several capital stocks and household types
Lars P. Hansen, Thomas J. Sargent
Flat-rate income tax ; Econometric models
Manuel Arellano, Lars P. Hansen, Enrique Sentana
We study the identification of an econometric model that is linear in parameters from a generalized-method-of-moments perspective. We regard underidentification as a set of over- identifying...
Nonlinearity and Temporal Dependence
Xiaohong Chen, Lars P. Hansen, Marine Carrasco
Nonlinearities in the drift and diffusion coefficients influence temporal dependence in scalar diffusion models. We study this link using two notions of temporal dependence: beta-mixing and...
Nonlinearity and Temporal Dependence
Xiaohong Chen, Lars P. Hansen, Marine Carrasco
Nonlinearities in the drift and diffusion coefficients influence temporal dependence in scalar diffusion models. We study this link using two notions of temporal dependence: β−mixing and...