ラース・ハンセン
主要著作・論文

"Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis" (with R. J. Hodrick) 1980 Journal of Political Economy, 88, 829 - 853
"Formulating and Estimating Dynamic Linear Rational Expectations Models" (with T. J. Sargent) 1980 Journal of Economic Dynamics and Control, 2, 7 - 46
"Large Sample Properties of Generalized Method of Moments Estimators" 1982 Econometrica, 50, 1029 - 1054
"Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models" (with K. J. Singleton) 1982 Econometrica, 50, 1269 - 1286
"Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns" (with K. J. Singleton) 1983 Journal of Political Economy, 91, 249 - 265
"The Role of Conditioning Information in Deducing Testable" (with S. F. Richards) 1987 Econometrica, 55, 587 - 613
"A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty" (with M. S. Eichenbaum, and K. J. Singleton) 1988, Quarterly Journal of Economics, 103, 51 - 78
Rational Expectations Econometrics (with T. J. Sargent) 1991, Boulder, Colorado: Westview Press
"Implications of Security Market Data for Models of Dynamic Economies" (with R. Jagannathan) 1991 Journal of Political Economy, 99, 225 - 262
"Asset Pricing Explorations for Macroeconomics" (with J. H. Cochrane) in O. J. Blanchard and S. Fischer eds. NBER Macroeconomics Annual 1992, 1992 Cambridge, Massachusetts: The MIT Press
"Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes" (with J. A. Scheinkman) 1995 Econometrica, 63, 767 - 804
"Econometric Evaluation of Asset Pricing Models" (with J. Heaton, and E. G. J. Luttmer) 1995 Review of Financial Studies, 8, 237 - 274
"The Empirical Foundations of Calibration" (with J. J. Heckman) 1996 Journal of Economic Perspectives, 10, 87 - 104
"Finite-Sample Properties of Some Alternative GMM Estimators" (with J. Heaton and A. Yaron) 1996 Journal of Business and Economic Statics, 14, 262 - 280
"Assessing Specification Errors in Stochastic Discount Factor Models" (with R. Jagannathan) 1997 Journal of Finance, 52, 557 - 590
"Short-term interest rates as subordinated diffusions" (with T. G. Conley, E. G. J. Luttner, and J. A. Scheinkman) 1997 Review of Financial Studies, 10, 525 - 577
"Micro data and general equilibrium models" (with M. Browning, and J. J. Heckmen) in J. B. Taylor and M. Woodford eds. 1999 Handbook of Macroeconomics, Handbook of Economics vol. 15, Amsterdam: Elsevier Science North-Holland
"Robust Permanent Income and Pricing" (with T. J. Sargent and T. D. Tallarini) 1999 Journal of Economic Studies, 66, 873 - 907
"Robust Control and Model Uncertainty" (with T. J. Sargent) 2001 American Economic Review, 91, 60 - 66
Recursive Linear Models of Dynamic Economies (with T. J. Sargent) 2005 New York: Cambridge University Press
"Recursive Robust Estimation and Control without Commitment" (with T. J. Sargent) 2007 Journal of Economic Theory, 136, 1 - 27
"Beliefs, Doubts and Learning: Valuing Macroeconomic Risk" 2007 American Economic Review, 97(2), 1 - 30
"Consumption Strikes Back? Measuring Long-Run Risk " (with J. C. Heaton and N. Li) 2008 Journal of Political Economy, 116, 260 - 302
Robustness (with T, J, Sargent) 2008 Princeton: Princeton University Press
"Long Term Risk: an Operator Approach" (with J. A. Scheinkman) 2008 Econometrica, forthcoming
(ed.) Handbook of Financial Econometrics (with Y. Ait-Sahalia) 2009, forthcoming, Amsterdam: Elsevier Science North-Holland