Lars P. Hansen
CFDPs
CFDP 2236 | Xiaohong Chen, Lars P. Hansen, Peter G. Hansen, "Robust Identification of Investor Beliefs," (May 2020) [63pp, Abstract] (See: CFP1707) | |
CFDP 1694 | Xiaohong Chen, Lars P. Hansen, José Scheinkman, "Principal Components and Long Run Implications of Multivariate Diffusions," (April 2009) [51pp, Abstract] | |
CFDP 1652R | Xiaohong Chen, Lars P. Hansen, Marine Carrasco, "Nonlinearity and Temporal Dependence," (May 2008, revised October 2009) [40pp, Abstract] (See: 1298) | |
CFDP 1652 | Xiaohong Chen, Lars P. Hansen, Marine Carrasco, "Nonlinearity and Temporal Dependence," (May 2008) [31pp, Abstract] |
CFPs
CFP 1707 | Xiaohong Chen, Lars P. Hansen, Peter G. Hansen, "Robust Identification of Investor Beliefs," Proceedings of the National Academy of Sciences, (December 2020), December, 2020: 1-11 (See CFDP 2236) | |
CFP 1298 | Xiaohong Chen, Lars P. Hansen, Marine Carrasco, "Nonlinearity and Temporal Dependence," Journal of Econometrics, (April 2010), 155(2): 155-169 (See CFDP 1652R) | |
CFP 1283 | Xiaohong Chen, Lars P. Hansen, José Scheinkman, "Nonlinear Principal Components and Long-run Implications of Multivariate Diffusions," Annals of Statistics, (January 2009), 37(6B): 4279-4312 (See CFDP 1694) |