Lars P. Hansen

CFDPs

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]

For accessibility assistance with publications, please email cowles@yale.edu.

CFPs

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]