Lars P. Hansen

CFDPs

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)