"Consumption Strikes Back? Measuring Long-Run Risk." Lars Peter Hansen, John C. Heaton and Nan Li; Journal of Political Economy, 2008, 116(2), pp. 260-302.

http://www.journals.uchicago.edu/doi/abs/10.1086/588200

Robustness; Lars Peter Hansen and Thomas J. Sargent; Princeton: Princeton University Press, 2008

"Recursive Robust Estimation and Control without Commitment." Lars Peter Hansen and Thomas J. Sargent; Journal of Economic Theory, 2007, 136(1), pp. 1-27.

http://dx.doi.org/10.1016/j.jet.2006.06.010

"Beliefs, Doubts and Learning: Valuing Macroeconomic Risk." Lars Peter Hansen; American Economic Review, 2007, 97(2), pp. 1-30.

http://search.ebscohost.com/login.aspx?direct=true&db=eoh&AN=0900939

Beliefs, Doubts and Learning: Valuing Economic Risk; Lars P. Hansen; NBER working paper series ; no. w12948; Cambridge, Mass.: National Bureau of Economic Research, 2007.

http://www.nber.org/papers/w12948

"Robust Control and Model Misspecification." Lars Peter Hansen, Thomas J. Sargent, Gauhar Turmuhambetova and Noah Williams; Journal of Economic Theory, 2006, 128(1), pp. 45-90.

http://dx.doi.org/10.1016/j.jet.2004.12.006

"Introduction to Model Uncertainty and Robustness." Lars Peter Hansen, Pascal Maenhout, Aldo Rustichini, Thomas J. Sargent and Marciano M. Siniscalchi; Journal of Economic Theory, 2006, 128(1), pp. 1-3.

http://dx.doi.org/10.1016/j.jet.2006.03.009

"Robust Estimation and Control under Commitment." Lars Peter Hansen and Thomas J. Sargent; Journal of Economic Theory, 2005, 124(2), pp. 258-301.

http://dx.doi.org/10.1016/j.jet.2005.06.006

Consumption Strikes Back?: Measuring Long-Run Risk; Lars Peter Hansen, John Heaton and Nan Li; NBER Working Papers Series no. 11476; Cambridge: National Bureau of Economic Research, 2005.

http://papers.nber.org/papers/W11476

"Comment on 'Exotic Preferences for Macroeconomists'." Lars Peter Hansen; NBER Macroeconomics Annual, 2004, 19, pp. 391.

"An Interview with Christopher A Sims." Lars Peter Hansen; Macroeconomic Dynamics, 2004, 8(2), pp. 273-94.

http://dx.doi.org/10.1017/S1365100504030184

Advances in Economics and Econometrics : Theory and Applications : Eighth World Congress. Vol. 2 Mathias Dewatripont, Lars Peter Hansen and Stephen J. Turnovsky; Econometric Society Monographs ;; 36;; Cambridge: Cambridge University Press, 2003

"A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection." Evan W. Anderson, Lars Peter Hansen and Thomas J. Sargent; Journal of the European Economic Association, 2003, 1(1), pp. 68-123.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=12231154

"Robust Control of Forward-Looking Models." Lars Peter Hansen and Thomas J. Sargent; Journal of Monetary Economics, 2003, 50(3), pp. 581-604.

http://dx.doi.org/10.1016/S0304-3932(03)00026-6

"Robustness and Pricing with Uncertain Growth." Marco Cagetti, Lars Peter Hansen, Thomas Sargent and Noah Williams; Review of Financial Studies, 2002, 15(2), pp. 363.

http://dx.doi.org/10.1093/rfs/15.2.353

"Robust Permanent Income and Pricing with Filtering." Lars Peter Hansen, Thomas J. Sargent and Neng E. Wang; Macroeconomic Dynamics, 2002, 6(1), pp. 40-84.

http://dx.doi.org/10.1017/S1365100502027049

"Acknowledging Misspecification in Macroeconomic Theory." Lars Peter Hansen and Thomas J. Sargent; Review of Economic Dynamics, 2001, 4(3), pp. 519-35.

http://dx.doi.org/10.1006/redy.2001.0132

"Robust Control and Model Uncertainty." Lars Peter Hansen and Thomas J. Sargent; American Economic Review, 2001, 91(2), pp. 60-66.

http://links.jstor.org/sici?sici=0002-8282%28200105%2991%3A2%3C60%3ARCAMU%3E2.0.CO%3B2-B

"Acknowledgement Misspecification in Macroeconomic Theory." Lars Peter Hansen and Thomas J. Sargent; Monetary and Economic Studies, 2001, 19(Special Edition), pp. 213-27.

"An Appreciation of A W Phillips," Lars Peter Hansen and Thomas J. Sargent, in R. Leeson: A. W. H. Phillips: Collected Works in Contemporary Perspective. Cambridge; New York and Melbourne: Cambridge University Press, 2000, pp. 365-69

"Robust Permanent Income and Pricing." Lars Peter Hansen, Thomas J. Sargent and Thomas D. Tallarini, Jr.; Review of Economic Studies, 1999, 66(4), pp. 873-907.

http://links.jstor.org/sici?sici=0034-6527%28199910%2966%3A4%3C873%3ARPIAP%3E2.0.CO%3B2-3

"Micro Data and General Equilibrium Models," Martin Browning, Lars Peter Hansen and James J. Heckman, in J. B. Taylor and M. Woodford: Handbook of Macroeconomics. Handbooks in Economics, vol. 15. Amsterdam; New York and Oxford: Elsevier Science North-Holland, 1999, pp. 543-633

Micro Data and General Equilibrium Models; Martin Browning, Lars Peter Hansen and James J. Heckman; University of Copenhagen, Institute of Economics Discussion Paper, 1999.

"Spectral Methods for Identifying Scalar Diffusions." Lars Peter Hansen, Jose Alexandre Scheinkman and Nizar Touzi; Journal of Econometrics, 1998, 86(1), pp. 1-32.

http://dx.doi.org/10.1016/S0304-4076(97)00107-3

"Review of 'New Approaches to Macroeconomic Modeling: Evolutionary Stochastic Dynamics, Multiple Equilibria, and Externalities as Field Effects'." Lars Peter Hansen; Journal of Economic Literature, 1998, 36(1), pp. 239-41.

"Assessing Specification Errors in Stochastic Discount Factor Models." Lars Peter Hansen and Ravi Jagannathan; Journal of Finance, 1997, 52(2), pp. 557-90.

http://links.jstor.org/sici?sici=0022-1082%28199706%2952%3A2%3C557%3AASEISD%3E2.0.CO%3B2-B

Robust Permanent Income and Pricing; Lars Peter Hansen, Thomas J. Sargent and Thomas D. Tallarini, Jr.; UCLA Department of Economics Working Paper, 1997.

"Bootstrapping the Long Run." Timothy G. Conley, Lars Peter Hansen and Wen-Fang Liu; Macroeconomic Dynamics, 1997, 1(2), pp. 279-311.

http://search.epnet.com/login.aspx?direct=true&db=ecn&an=0442187

"Short-Term Interest Rates as Subordinated Diffusions." Timothy G. Conley, Lars Peter Hansen, Erzo G. J. Luttmer and Jose A. Scheinkman; Review of Financial Studies, 1997, 10(3), pp. 525-77.

http://links.jstor.org/sici?sici=0893-9454%28199723%2910%3A3%3C525%3ASIRASD%3E2.0.CO%3B2-A

"The Empirical Foundations of Calibration." Lars Peter Hansen and James J. Heckman; The Journal of Economic Perspectives, 1996, 10(1), pp. 87-104.

http://links.jstor.org/sici?sici=0895-3309%28199624%2910%3A1%3C87%3ATEFOC%3E2.0.CO%3B2-K

"Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors." Lars Peter Hansen and Kenneth J. Singleton; Journal of Business and Economic Statistics, 1996, 14(1), pp. 53-68.

http://links.jstor.org/sici?sici=0735-0015%28199601%2914%3A1%3C53%3AEEOLAM%3E2.0.CO%3B2-O

"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

"Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes." Lars Peter Hansen and Jose Alexandre Scheinkman; Econometrica: Journal of the Econometric Society, 1995, 63(4), pp. 767-804.

http://links.jstor.org/sici?sici=0012-9682%28199507%2963%3A4%3C767%3ABTTFGM%3E2.0.CO%3B2-N

On the Mechanics of Forming and Estimating Dynamic Linear Economies; Evan W. Anderson, Lars Peter Hansen, Ellen R. McGrattan and Thomas J. Sargent; Federal Reserve Bank of Minneapolis, Staff Report, 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.

"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

"Assessing Specification Errors in Stochastic Discount Factor Models." Lars Peter Hansen and Ravi Jagannathan; NBER Reporter, 1994, (Spring), pp. 63.

http://search.epnet.com/login.aspx?direct=true&db=bth&an=9501263139

Assessing Specification Errors in Stochastic Discount Factor Models; Lars Peter Hansen and Ravi Jagannathan; NBER technical working paper series ;; no. 153; Cambridge: National Bureau of Economic Research, 1994.

http://papers.nber.org/papers/t0153

Mechanics of Forming and Estimating Dynamic Linear Economies; Lars Peter Hansen, Ellen R. McGrattan and Thomas J. Sargent; Staff report ;; 182; Minneapolis, Minn.: Federal Reserve Bank of Minneapolis Research Dept., 1994.

Assessing Specification Errors in Stochastic Discount Factor Models; Lars Peter Hansen and Ravi Jagannathan; Staff report no. 167.; Minneapolis: Federal Reserve Bank of Minneapolis, 1994.

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.

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.

Flat Rate Taxes with Adjustment Costs and Several Capital Stocks and Household Types; Lars Peter Hansen and Thomas J. Sargent; Working papers in applied economic theory 93-03;; San Francisco, CA: Federal Reserve Bank of San Francisco, 1993.

Back to the Future : Generating Moment Implications for Continuous-Time Markov Processes; Lars Peter Hansen and José Alexandre Scheinkman; NBER technical working paper series no. 141; Cambridge: National Bureau of Economic Research, 1993.

http://papers.nber.org/papers/t0141

"Seasonality and Approximation Errors in Rational Expectations Models." Lars Peter Hansen and Thomas J. Sargent; Journal of Econometrics, 1993, 55(1-2), pp. 21-55.

http://dx.doi.org/10.1016/0304-4076(93)90003-N

"Semiparametric Efficiency Bounds for Linear Time-Series Models," Lars Peter Hansen, in P. C. B. Phillips: Models, Methods, and Applications of Econometrics: Essays in Honor of A. R. Bergstrom. Cambridge, Mass. and Oxford: Blackwell, 1993, pp. 253-71

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.

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

Asset Pricing Explorations for Macroeconomics; John H. Cochrane and Lars Peter Hansen; Working paper series no. 353.; Chicago: Center for Research in Security Prices Graduate School of Business University of Chicago, 1992.

Asset Pricing Explorations for Macroeconomics; John H. Cochrane and Lars Peter Hansen; NBER working papers series ;; working paper no. 4088; Cambridge: National Bureau of Economic Research, 1992.

http://papers.nber.org/papers/W4088

"Asset Pricing Explorations for Macroeconomics," John H. Cochrane and Lars Peter Hansen, in O. J. Blanchard and S. Fischer: NBER Macroeconomics Annual, 1992. Cambridge and London: MIT Press, 1992, pp. 115-65

"Implications of Security Market Data for Models of Dynamic Economies." Lars Peter Hansen and Ravi Jagannathan; Journal of Political Economy, 1991, 99(2), pp. 225-62.

http://links.jstor.org/sici?sici=0022-3808%28199104%2999%3A2%3C225%3AIOSMDF%3E2.0.CO%3B2-L

"Identification of Continuous Time Rational Expectations Models from Discrete Time Data," Lars Peter Hansen and Thomas J. Sargent, in L. P. Hansen and T. J. Sargent: Rational Expectations Econometrics. Boulder and Oxford: Westview Press, 1991, pp. 219-35

"Prediction Formulas for Continuous Time Linear Rational Expectations Models," Lars Peter Hansen and Thomas J. Sargent, in L. P. Hansen and T. J. Sargent: Rational Expectations Econometrics. Boulder and Oxford: Westview Press, 1991, pp. 209-18

"Lecture Notes on Least Squares Prediction Theory," Lars Peter Hansen and Thomas J. Sargent, in L. P. Hansen and T. J. Sargent: Rational Expectations Econometrics. Boulder and Oxford: Westview Press, 1991, pp. 13-44

"Computing Semiparametric Efficiency Bounds for Linear Time Series Models," Lars Peter Hansen and Kenneth J. Singleton, in W. A. Barnett, J. Powell and G. E. Tauchen: Nonparametric and Semiparametric Methods in Econometrics and Statistics: Proceedings of the Fifth International Symposium in Economic Theory and Econometrics. New York and Melbourne: Cambridge University Press, 1991, pp. 387-412

"Time Series Implications of Present Value Budget Balance and of Martingale Models of Consumption and Taxes," Lars Peter Hansen, William T. Roberds and Thomas J. Sargent, in L. P. Hansen and T. J. Sargent: Rational Expectations Econometrics. Boulder and Oxford: Westview Press, 1991, pp. 121-61

"Two Difficulties in Interpreting Vector Autoregressions," Lars Peter Hansen and Thomas J. Sargent, in L. P. Hansen and T. J. Sargent: Rational Expectations Econometrics. Boulder and Oxford: Westview Press, 1991, pp. 77-119

"Exact Linear Rational Expectations Models: Specification and Estimation," Lars Peter Hansen and Thomas J. Sargent, in L. P. Hansen and T. J. Sargent: Rational Expectations Econometrics. Boulder and Oxford: Westview Press, 1991, pp. 45-76

Rational Expectations Econometrics Lars Peter Hansen and Thomas J. Sargent; Underground Classics in Economics;; Boulder: Westview Press, 1991

"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

Efficient Estimation of Linear Asset Pricing Models with Moving-Average Errors; Lars Peter Hansen and Kenneth J. Singleton; Technical working paper ;; no. 86; Cambridge, MA: National Bureau of Economic Research, 1990.

Recursive Linear Models of Dynamic Economies; Lars Peter Hansen and Thomas J. Sargent; NBER working paper series no. 3479.; Cambridge: National Bureau of Economic Research, 1990.

http://papers.nber.org/papers/3479

Implications of Security Market Data for Models of Dynamic Economies; Lars Peter Hansen and Ravi Jagannathan; Discussion paper ;; 29; Minneapolis, Minn.: Institute for Empirical Macroeconomics Federal Reserve Bank of Minneapolis, 1990.

Implications of Security Market Data for Models of Dynamic Economies; Lars Peter Hansen and Ravi Jagannathan; Technical working paper ;; no. 89;; Cambridge, MA.: National Bureau of Economic Research, 1990.

"Using Conditional Moments of Asset Payoffs to Infer the Volatility of Intertemporal Marginal Rates of Substitution." A. Ronald Gallant, Lars Peter Hansen and George Tauchen; Journal of Econometrics, 1990, 45(1-2), pp. 141-79.

http://dx.doi.org/10.1016/0304-4076(90)90097-D

"Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data." Martin Eichenbaum and Lars Peter Hansen; Journal of Business and Economic Statistics, 1990, 8(1), pp. 53-69.

http://links.jstor.org/sici?sici=0735-0015%28199001%298%3A1%3C53%3AEMWISU%3E2.0.CO%3B2-G

"The Econometric Society Annual Reports, 1987." Angus S. Deaton, Roger Guesnerie, Lars Peter Hansen and David Kreps; Econometrica, 1988, 56(1), pp. 205.

http://links.jstor.org/sici?sici=0012-9682%28198801%2956%3A1%3C205%3AROTE%3E2.0.CO%3B2-Y

"A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty." Martin S. Eichenbaum, Lars Peter Hansen and Kenneth J. Singleton; The Quarterly Journal of Economics, 1988, 103(1), pp. 51-78.

http://links.jstor.org/sici?sici=0033-5533%28198802%29103%3A1%3C51%3AATSAOR%3E2.0.CO%3B2-V

"A Central-Limit for Instrumental Variables Estimators of Linear Time Series Models," Lars Peter Hansen, in W. A. Barnett, E. R. Berndt and H. White: Dynamic Econometric Modeling: Proceedings of the Third International Symposium in Economic Theory and Econometrics. New York and Melbourne: Cambridge University Press, 1988, pp. 139-55

"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

Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data; Martin S. Eichenbaum and Lars Peter Hansen; NBER working paper series no. 2181; Cambridge: National Bureau of Economic Research, 1987.

http://papers.nber.org/papers/2181

"The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models." Lars Peter Hansen and Scott F. Richard; Econometrica: Journal of the Econometric Society, 1987, 55(3), pp. 587-613.

http://links.jstor.org/sici?sici=0012-9682%28198705%2955%3A3%3C587%3ATROCII%3E2.0.CO%3B2-Y

Aggregation, Durable Goods and Nonseparable Preferences in an Equilibrium Asset Pricing Model; Martin S. Eichenbaum, Lars Peter Hansen and Scott F. Richard; Economics Research Center/NORC Program in Quantitative Economic Analysis Discussion Paper, 1987.

Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data; Martin S. Eichenbaum and Lars Peter Hansen; Economics Research Center/NORC Program in Quantitative Economic Analysis Discussion Paper, 1987.

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.

A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty; Martin S. Eichenbaum, Lars Peter Hansen and Kenneth J. Singleton; NBER working paper series ;; no. 1981; Cambridge: National Bureau of Economic Research, 1986.

http://papers.nber.org/papers/1981

A Central Limit Result for Instrumental Variables Estimators of Linear Time Series Models; Lars Peter Hansen; Economics Research Center/NORC Discussion Paper, 1986.

Asymptotic Covariance Matrix Bounds for Instrumental Variables Estimators of Linear Time Series Models; Lars Peter Hansen; Economics Research Center/NORC Discussion Paper, 1986.

"Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Comment." Lars Peter Hansen; Journal of Business and Economic Statistics, 1986, 4(4), pp. 418-21.

http://links.jstor.org/sici?sici=0735-0015%28198610%294%3A4%3C418%3A%5BPOGME%3E2.0.CO%3B2-C

A Method for Calculating Bounds on the Asymptotic Covariance Matrices of Generalized Method of Moments Estimators; Lars Peter Hansen; Working paper series.; Economics and econometrics ;; 85-19;; Chicago: H.G.B. Alexander Foundation, 1985.

The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models; Lars Peter Hansen and Scott F. Richard; NORC Program in Quantitative Economic Analysis Discussion Paper, 1985.

"Linear-Quadratic Duopoly Models of Resource Depletion," Lars Peter Hansen, Dennis Epple and William Roberds, in T. J. Sargent: Energy, Foresight, and Strategy. Washington, D.C.: Resources for the Future, 1985, pp. 101-42

"A Method for Calculating Bounds on the Asymptotic Covariance Matrices of Generalized Method of Moments Estimators." Lars Peter Hansen; Journal of Econometrics, 1985, 30(1-2), pp. 203-38.

http://dx.doi.org/10.1016/0304-4076(85)90138-1

Using Martingale Difference Approximations to Obtain Covariance Matrix Bounds for Generalized Methods of Moments Estimators; Lars Peter Hansen; NORC Program in Quantitative Economic Analysis Discussion Paper, 1985.

Econometric Modelling of Asset Pricing under Rational Expectations; Lars Peter Hansen; NORC Program in Quantitative Economic Analysis Discussion Paper, 1985.

"Errata: Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models." Lars Peter Hansen and Kenneth J. Singleton; Econometrica: Journal of the Econometric Society, 1984, 52(1), pp. 267-68.

http://links.jstor.org/sici?sici=0012-9682%28198401%2952%3A1%3C267%3AGIVEON%3E2.0.CO%3B2-1

"Multiperiod Probit Models and Orthogonality Condition Estimation." Robert B. Avery, Lars Peter Hansen and V. Joseph Hotz; International Economic Review, 1983, 24(1), pp. 21-35.

http://links.jstor.org/sici?sici=0020-6598%28198302%2924%3A1%3C21%3AMPMAOC%3E2.0.CO%3B2-Q

"Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns." Lars Peter Hansen and Kenneth J. Singleton; The Journal of Political Economy, 1983, 91(2), pp. 249-65.

http://links.jstor.org/sici?sici=0022-3808%28198304%2991%3A2%3C249%3ASCRAAT%3E2.0.CO%3B2-1

"Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time." Lars Peter Hansen and Thomas J. Sargent; International Economic Review, 1983, 24(1), pp. 1-20.

http://links.jstor.org/sici?sici=0020-6598%28198302%2924%3A1%3C1%3AAOTATI%3E2.0.CO%3B2-F

"The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities." Lars Peter Hansen and Thomas J. Sargent; Econometrica: Journal of the Econometric Society, 1983, 51(2), pp. 377-88.

http://links.jstor.org/sici?sici=0012-9682%28198303%2951%3A2%3C377%3ATDOTAP%3E2.0.CO%3B2-3

Identification of Continuous Time Rational Expectations Models from Discrete Time Data; Lars Peter Hansen and Thomas J. Sargent; Federal Reserve Bank of Minneapolis, Staff Report, 1983.

"Large Sample Properties of Generalized Method of Moments Estimators." Lars Peter Hansen; Econometrica: Journal of the Econometric Society, 1982, 50(4), pp. 1029-54.

http://links.jstor.org/sici?sici=0012-9682%28198207%2950%3A4%3C1029%3ALSPOGM%3E2.0.CO%3B2-O

"Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models." Lars Peter Hansen and Kenneth J. Singleton; Econometrica: Journal of the Econometric Society, 1982, 50(5), pp. 1269-86.

http://links.jstor.org/sici?sici=0012-9682%28198209%2950%3A5%3C1269%3AGIVEON%3E2.0.CO%3B2-G

"Instrumental Variables Procedures for Estimating Linear Rational Expectations Models." Lars Peter Hansen and Thomas J. Sargent; Journal of Monetary Economics, 1982, 9(3), pp. 263-96.

http://dx.doi.org/10.1016/0304-3932(82)90020-4

"Consumption, Asset Markets, and Macroeconomic Fluctuations: A Comment." Lars Peter Hansen; Carnegie-Rochester Conference Series on Public Policy, 1982, 17, pp. 239-50.

http://dx.doi.org/10.1016/0167-2231(82)90047-1

A Note on Wiener-Kolmogorov Prediction Formulas for Rational Expectations Models; Lars Peter Hansen and Thomas J. Sargent; Research Department staff report; 69.; Minneapolis: Research Dept. Federal Reserve Bank of Minneapolis, 1981.

The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities; Lars Peter Hansen and Thomas J. Sargent; Staff report ; 72.; Minneapolis: Research Dept. Federal Reserve Bank of Minneapolis, 1981.

Formulating and Estimating Continuous Time Rational Expectations Models; Lars Peter Hansen and Thomas J. Sargent; Staff report; 75.; Minneapolis: Research Dept. Federal Reserve Bank of Minneapolis, 1981.

Aggregation over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time; Lars Peter Hansen and Thomas J. Sargent; Staff report; 74.; Minneapolis: Research Dept. Federal Reserve Bank of Minneapolis, 1981.

Instrumental Variables Procedures for Estimating Linear Rational Expectations Models; Lars Peter Hansen and Thomas J. Sargent; Staff report; 70.; Minneapolis: Research Dept. Federal Reserve Bank of Minneapolis, 1981.

Exact Linear Rational Expectations Models : Specification and Estimation; Lars Peter Hansen and Thomas J. Sargent; Staff report; 71.; Minneapolis: Research Dept. Federal Reserve Bank of Minneapolis, 1981.

Methods for Estimating Continuous Time Rational Expectations Models from Discrete Time Data; Lars Peter Hansen and Thomas J. Sargent; Staff report no. 59.; Minneapolis: Research Dept. Federal Reserve Bank of Minneapolis, 1980.

Rational Expectations Models and the Aliasing Phenomenon; Lars Peter Hansen and Thomas J. Sargent; Staff report no. 60.; Minneapolis: Research Dept. Federal Reserve Bank of Minneapolis, 1980.

"Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis." Lars Peter Hansen and Robert J. Hodrick; The Journal of Political Economy, 1980, 88(5), pp. 829-53.

http://links.jstor.org/sici?sici=0022-3808%28198010%2988%3A5%3C829%3AFERAOP%3E2.0.CO%3B2-J

"Formulating and Estimating Dynamic Linear Rational Expectations Models." Lars Peter Hansen and Thomas J. Sargent; Journal of Economic Dynamics and Control, 1980, 2(1), pp. 7-46.

Econometric Modeling Strategies for Exhaustible Resource Markets with Applications to Nonferrous Metals; Lars Peter Hansen; Ph.D Dissertation, University of Minnesota, 1978.