Lars Peter Hansen

**Lars Peter Hansen** (* 26. Oktober 1952 in Urbana, Illinois) is en US-amerikaansch Wertschapswetenschapler. He kreeg 2013 den Nobelpries för Wertschapswetenschapen.  

## Leven un Wark

Lars Peter Hansen kreeg 1974 den Bachelor in Mathematik un Politikwetenschapen an de Utah State University un 1978 den Doktertitel Ph. D. in Wertschapswetenschapen bi Christopher Albert Sims an de University of Minnesota. Ansluutend wurr he Assistenzperfesser (1978–80) un Associate Perfesser (1980–81) an de Carnegie Mellon University. 1981 wessel he an de University of Chicago, wo he bit 1984 Associate Perfesser, 1984 bit 1990 Perfesser un 1990 bit 1997 Homer J. Livingston Perfesser weer. Siet 1997 is he dor Homer J. Livingston Distinguished Service Perfesser. Buterdem weer he van 1998 bit 2002 Vörsitter vun dat Wertschapsdepartment. As Gastperfesser weer he 1983 an dat Massachusetts Institute of Technology, 1986 an de Harvard University, 1989/90 an de Stanford University un 2007 an de Northwestern University.

Hansen arbeit över de verallgemeenert Momentenmethode un dormit tosommenhangen  Anwendungen in de Makroökonomie un de Finanzwetenschap. Bispeelswies bruukt he den  Terminzins as Vörherseggensmögelkeit för den Kassazins. De vun hüm entwickelt Methoden wurrn in dynamischen ökonometrischen Modellen bruukt. Buterdem ünnersöcht he  Robustheit un Risiko.

2013 kreegen Hansen, Eugene Francis Fama un Robert James Shiller den Nobelpries för Wertschapswetenschapen „för hör empirisch Analyse vun Kapitalmarktpriesen“.

## Warken
;Böker
* *Econometric modeling strategies for exhaustible resource markets with applications to nonferrous metals*. Dissertation, University of Minnesota, 1978
* Mathias Dewatripont und Stephen J. Turnovsky als Herausgeber: *Advances in Economics and Econometrics. Theory and Applications. Eighth World Congress*. 3 Bände, Cambridge University Press, Cambridge [u. a.] 2003
* mit Thomas John Sargent: *Rational Expectations Econometrics. Underground Classics in Economics*. Westview Press, Boulder 1991, ISBN 0-8133-7800-1
* mit Thomas J. Sargent: *Robustness*. Princeton University Press, Princeton 2008, ISBN 978-0-691-11442-2

;Upsatzen (Utwahl)
* mit Robert James Hodrick: *Forward Exchange Rates as Optimal Predictors of Future Spot Rates. An Econometric Analysis*. In: *Journal of Political Economy*. 88, 1980, S. 829–853
* mit Thomas J. Sargent: *Linear Rational Expectations Models for Dynamically Interrelated Variables*. In: Robert Emerson Lucas, Jr. und Thomas John Sargent (Hrsg.): Rational Expectation and Economic Practise*. University of Minnesota Press, Minneapolis 1981
* *Large Sample Properties of Generalized Method of Moments Estimators*. In: *Econometrica.* 50, 1982, S. 1029–1054
* mit Kenneth J. Singleton: *Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models*. In: *Econometrica*. 50, 1982, S 1269–1286
* mit Thomas J. Sargent: *Instrumental variables procedures for estimating linear rational expectations models*. In: *Journal of Monetary Economics*. 9, 1982, S. 263–296
* mit Martin S. Eichenbaum und Kenneth J. Singleton: *A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty*. In: *The Quarterly Journal of Economics*.  103, 1988, S. 51–78
* mit Thomas J. Sargent: *Seasonality and approximation errors in rational expectations models*. In: *Journal of Econometrics*. 55, 1993, S. 21–55
* mit [[James Joseph Heckman|James J. Heckman]]: *The Empirical Foundations of Calibration*. In: *Journal of Economic Perspectives*. 10, 1996, S. 87–104
* mit Ravi Jagannathan: *Assessing Specification Errors in Stochastic Discount Factor Models*. In: *Journal of Finance*. 52, 1997, S. 557–590
* Mit Timothy G. Conley und Wen-Fang Liu: *Bootstrapping the Long Run*. In: *Macroeconomic Dynamics*. 1, 1997, S. 279–311

== Utteknungen ==
* 1984 Frisch Prize (Econometric Society, gemeensam mit Kenneth J. Singleton för *Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models*)
* 1998 Graduate Teaching Award (University of Chicago)
* 2006 Erwin Plein Nemmers Prize in Economics (Northwestern University)
* 2008 CME Group-MSRI Prize in Innovative Quantitative Applications
* 2013: [[Nobelpries för Wertschapswetenschapen]]

==Liddmaat vun ==
* 1985 [[Econometric Society]] (2007 deren Präsident)
* 1993 [[American Academy of Arts and Sciences]]
* 1999 [[National Academy of Sciences]]
* 2007 American Finance Association

== Literatur ==
* Mark Blaug (Hrsg.): Who's who in economics. 4. Uplaag, Elgar, Cheltenham [u. a.] 2003, S. 343, ISBN 1-84064-992-5
* [http://home.uchicago.edu/~lhansen/LarsHansenInterviewJBES.pdf *Interview With Lars Peter Hansen*]. In: *Journal of Business & Economic Statistics*. Band 20, Nr. 4, 2002, S. 442–447 (PDF-Datei; 126 kB)
* [http://www3.interscience.wiley.com/journal/118483212/abstract?CRETRY=1&SRETRY=0 *Lars Peter Hansen*]. In: *The Journal of Finance*. Band 62, Nr. 5, 2007, S. v–vii

== Weblenken ==

* [https://portal.dnb.de/opac.htm?query=Woe%3D130587087&method=simpleSearch DNB-Katalog]
* [http://home.uchicago.edu/~lhansen/ Lars Peter Hansen up uchicago.edu]
* [[Yacine Aït-Sahalia]] un Lars Peter Hansen (Hrsg.): [https://web.archive.org/web/20090508140433/http://home.uchicago.edu/~lhansen/handbook.htm *Handbook of Financial Econometrics*]
* Lars Peter Hansen un Thomas J. Sargent: [http://home.uchicago.edu/~lhansen/mbook2.pdf *Recursive Models of Dynamic Linear Economies''] (PDF, 2,5&nbsp;MB). 2005