ラース・ハンセン
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.