Standout Papers

Large Sample Properties of Generalized Method of Moments Estimators 1980 2026 1995 2010 8.7k
  1. Large Sample Properties of Generalized Method of Moments Estimators (1982)
    Lars Peter Hansen Econometrica
  2. Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)
    Lars Peter Hansen, Robert J. Hodrick Journal of Political Economy
  3. Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models (1984)
    Lars Peter Hansen, Kenneth J. Singleton Econometrica
  4. Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models (1982)
    Lars Peter Hansen, Kenneth J. Singleton Econometrica
  5. Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns (1983)
    Lars Peter Hansen, Kenneth J. Singleton Journal of Political Economy
  6. Implications of Security Market Data for Models of Dynamic Economies (1991)
    Lars Peter Hansen, Ravi Jagannathan Journal of Political Economy
  7. Robust Control and Model Uncertainty (2001)
    Lars Peter Hansen, Thomas J. Sargent American Economic Review
  8. Finite-Sample Properties of Some Alternative GMM Estimators (1996)
    Lars Peter Hansen, J.B. Heaton et al. Journal of Business and Economic Statistics
  9. The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models (1987)
    Lars Peter Hansen, Scott F. Richard Econometrica
  10. Formulating and estimating dynamic linear rational expectations models (1980)
    Lars Peter Hansen, Thomas J. Sargent Journal of Economic Dynamics and Control
  11. Assessing Specification Errors in Stochastic Discount Factor Models (1997)
    Lars Peter Hansen, Ravi Jagannathan The Journal of Finance
  12. Consumption Strikes Back? Measuring Long‐Run Risk (2008)
    Lars Peter Hansen, John C. Heaton et al. Journal of Political Economy
  13. A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection (2003)
    Evan W. Anderson, Lars Peter Hansen et al. Journal of the European Economic Association
  14. Robust Permanent Income and Pricing (1999)
    Lars Peter Hansen, Thomas J. Sargent et al. The Review of Economic Studies
  15. Robustness (2007)
    Lars Peter Hansen, Thomas J. Sargent Princeton University Press eBooks
  16. Robust control and model misspecification (2006)
    Lars Peter Hansen, Thomas J. Sargent et al. Journal of Economic Theory

Immediate Impact

100 by Nobel laureates 2 from Science/Nature 232 standout
Sub-graph 1 of 14

Citing Papers

Diagnostics for COVID-19: moving from pandemic response to control
2021 Standout
Uncertainty in forecasts of long-run economic growth
2018 StandoutNobel
3 intermediate papers

Works of Lars Peter Hansen being referenced

Assessing Specification Errors in Stochastic Discount Factor Models
1997 Standout
Econometric Evaluation of Asset Pricing Models
1995
and 3 more

Author Peers

Author Last Decade Papers Cites
Lars Peter Hansen 15630 9914 12594 159 24.6k
Christopher A. Sims 18322 16073 7374 133 24.4k
Whitney K. Newey 16270 8513 12303 113 29.1k
Andrew W. Lo 14331 3747 17745 323 24.8k
Edward C. Prescott 21104 13627 9224 115 27.8k
Kenneth D. West 13668 8794 13182 83 21.2k
Robert J. Shiller 16093 7366 15423 212 23.7k
James H. Stock 26089 20260 11186 182 38.9k
William F. Sharpe 12811 3137 18493 91 25.6k
James G. MacKinnon 10292 5613 3860 101 17.9k
Thomas J. Sargent 16474 13151 6239 259 20.9k

All Works

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2026