http://papers.nber.org/papers/W11476
Finance and the Macroeconomy John Heaton, Sydney C. Ludvigson and Ellen R. McGrattan; Amsterdam: Elsevier Science, 2003
"Introduction to Review of Financial Studies Conference on Market Frictions and Behavioral Finance." John Heaton and Robert Korajczyk; Review of Financial Studies, 2002, 15(2), pp. 353-61.http://dx.doi.org/10.1093/rfs/15.2.353
"Portfolio Choice in the Presence of Background Risk." John Heaton and Deborah Lucas; Economic Journal, 2000, 110(460), pp. 1-26.http://dx.doi.org/10.1111/1468-0297.00488
"The Economic Consequences of Disappearing Government Debt: Comment." John Heaton; Brookings Papers on Economic Activity, 2000, 2000(2), pp. 210-15.http://muse.jhu.edu/journals/brookings_papers_on_economic_activity/v2000/2000.2reinhart01.pdf
"Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk." John Heaton and Deborah Lucas; Journal of Finance, 2000, 55(3), pp. 1163-98.http://links.jstor.org/sici?sici=0022-1082%28200006%2955%3A3%3C1163%3APCAAPT%3E2.0.CO%3B2-L
"Stock Prices and Fundamentals." John Heaton and Deborah Lucas; NBER Macroeconomics Annual, 1999, 14( 2), pp. 213.http://search.epnet.com/login.aspx?direct=true&db=bth&an=3497626
"Market Frictions, Savings Behavior, and Portfolio Choice." John Heaton and Deborah Lucas; Macroeconomic Dynamics, 1997, 1(1), pp. 76-101.http://dx.doi.org/10.1017/S1365100597002034
"Finite-Sample Properties of Some Alternative GMM Estimators." Lars Peter Hansen, John Heaton and Amir Yaron; Journal of Business and Economic Statistics, 1996, 14(3), pp. 262-80.http://links.jstor.org/sici?sici=0735-0015%28199607%2914%3A3%3C262%3AFPOSAG%3E2.0.CO%3B2-P
"Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing." John Heaton and Deborah J. Lucas; Journal of Political Economy, 1996, 104(3), pp. 443-87.http://links.jstor.org/sici?sici=0022-3808%28199606%29104%3A3%3C443%3AETEOIM%3E2.0.CO%3B2-U
The Importance of Investor Heterogeneity and Financial Market Imperfections for the Behavior of Asset Prices; John Heaton and Deborah Lucas; Discussion paper IFSRC no. 291-95; Cambridge, Mass.: International Financial Services Research Center Sloan School of Management Massachusetts Institute of Technology, 1995.
Econometric Evaluation of Asset Pricing Models; Lars Peter Hansen, John Heaton and Erzo F. P. Luttmer; Discussion paper IFSRC no. 292-95; Cambridge, Mass.: International Financial Services Research Center Sloan School of Management Massachusetts Institute of Technology, 1995.
"The Importance of Investor Heterogeneity and Financial Market Imperfections for the Behavior of Asset Prices." John Heaton and Deborah Lucas; Carnegie-Rochester Conference Series on Public Policy, 1995, 42, pp. 1-32.http://dx.doi.org/10.1016/0167-2231(95)00026-V
"An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications." John Heaton; Econometrica: Journal of the Econometric Society, 1995, 63(3), pp. 681-717.http://links.jstor.org/sici?sici=0012-9682%28199505%2963%3A3%3C681%3AAEIOAP%3E2.0.CO%3B2-L
"Econometric Evaluation of Asset Pricing Models." Lars Peter Hansen, John Heaton and Erzo G. J. Luttmer; Review of Financial Studies, 1995, 8(2), pp. 237-74.http://links.jstor.org/sici?sici=0893-9454%28199522%298%3A2%3C237%3AEEOAPM%3E2.0.CO%3B2-7
Finite Sample Properties of Some Alternative GMM Estimators; Lars Peter Hansen, John Heaton and Amir Yaron; Working paper WP # 3728-94-EFA; Cambridge, Mass.: Alfred P. Sloan School of Management Massachusetts Institute of Technology, 1994.
Finite Sample Properties of Some Alternative GMM Estimators; Lars Peter Hansen, John Heaton and Amir Yaron; Working paper no. LFE-1001-94; Cambridge, Mass.: Sloan School of Management Laboratory for Financial Engineering Massachusetts Institute of Technology, 1994.
The Importance of Investor Heterogeneity and Financial Market Imperfections for the Behavior of Asset Prices; John Heaton and Deborah Lucas; Working paper WP # 3700-94-EFA; Cambridge, Mass.: Alfred P. Sloan School of Management Massachusetts Institute of Technology, 1994.
"Reconsidering the Costs of Business Cycles with Incomplete Markets: Comment," John Heaton, in S. Fischer and J. J. Rotemberg: NBER Macroeconomics Annual 1994. Cambridge and London: MIT Press, 1994, pp. 207-12
Econometric Evaluation of Asset Pricing Models; Lars Peter Hansen, John Heaton and Erzo Gerrit Jan Luttmer; Working paper 3606-93; Cambridge, Mass.: Alfred P. Sloan School of Management Massachusetts Institute of Technology, 1993.
Econometric Evaluation of Asset Pricing Models; Lars Peter Hansen, John Heaton and Erzo F. P. Luttmer; Discussion paper IFSRC no. 267-93; Cambridge, Mass.: International Financial Services Research Center Sloan School of Management Massachusetts Institute of Technology, 1993.
Evaluating the Effects of Incomplete Markets on Risk Sharing and Asset Pricing; John Heaton and Deborah Lucas; NBER working paper series no. 4249; Cambridge: National Bureau of Economic Research, 1993.http://papers.nber.org/papers/4249
Econometric Evaluation of Asset Pricing Models; Lars Peter Hansen, John Heaton and Erzo Gerrit Jan Luttmer; NBER technical working papers ;; no. 145;; Cambridge: National Bureau of Economic Research, 1993.http://papers.nber.org/papers/t0145
"The Value and Performance of U.S. Corporations." Bronwyn H. Hall, Robert E. Hall, John Heaton and N. Gregory Mankiw; Brookings Papers on Economic Activity, 1993, 1993(1), pp. 1-49.http://links.jstor.org/sici?sici=0007-2303%281993%291993%3A1%3C1%3ATVAPOU%3E2.0.CO%3B2-T
"The Interaction between Time-Nonseparable Preferences and Time Aggregation." John Heaton; Econometrica: Journal of the Econometric Society, 1993, 61(2), pp. 353-85.http://links.jstor.org/sici?sici=0012-9682%28199303%2961%3A2%3C353%3ATIBTPA%3E2.0.CO%3B2-0
The Effects of Incomplete Insurance Markets and Trading Costs in a Consumption-Based Asset Pricing Model; John Heaton and Deborah Lucas; Working paper no. 3379-92-EFA; Cambridge, Mass.: Sloan School of Management Massachusetts Institute of Technology, 1992.
Evaluating the Effects of Incomplete Markets on Risk Sharing Nad Asset Pricing; John Heaton and Deborah Lucas; Working paper WP#3491-92-EFA; Cambridge, Mass.: Alfred P. Sloan School of Management Massachusetts Institute of Technology, 1992.
"The Effects of Incomplete Insurance Markets and Trading Costs in a Consumption-Based Asset Pricing Model." John Heaton and Deborah J. Lucas; Journal of Economic Dynamics and Control, 1992, 16(3-4), pp. 601-20.http://dx.doi.org/10.1016/0165-1889(92)90051-F
An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications John Heaton; Wp #3245-91-Efa; Cambridge, Mass.: Sloan School of Management Massachusetts Institute of Technology, 1991
"Efficiency Bound Calculations for a Time Series Model, with Conditional Heteroskedasticity." John C. Heaton and Masao Ogaki; Economics Letters, 1991, 35(2), pp. 167-71.http://dx.doi.org/10.1016/0165-1765(91)90165-H
"Faster Methods for Solving Continuous Time Recursive Linear Models of Dynamic Economies," Lars Peter Hansen, John C. Heaton and Thomas J. Sargent, in L. P. Hansen and T. J. Sargent: Rational Expectations Econometrics. Boulder and Oxford: Westview Press, 1991, pp. 177-208
The Interaction between Time-Nonseparable Preferences and Time Aggregation; John Heaton; Working paper WP#3181-90-EFA; Cambridge, Mass.: Sloan School of Management Massachusetts Institute of Technology, 1990.
The Interaction between Time-Nonseparable Preferences and Time Aggregation; John C. Heaton; Ph.D. Dissertation, University of Chicago, 1989.
"Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions." Lars Peter Hansen, John C. Heaton and Masao Ogaki; Journal of the American Statistical Association, 1988, 83(403), pp. 863-71.http://links.jstor.org/sici?sici=0162-1459%28198809%2983%3A403%3C863%3AEBIBMC%3E2.0.CO%3B2-A
Efficiency Bounds Implied by Multi-Period Conditional Moment Restrictions; Lars Peter Hansen, John C. Heaton and Masao Ogaki; Economics Research Center/NORC Program in Quantitative Economic Analysis Discussion Paper, 1987.