2013
Lars peter Hansen
Picture
(1952 - 0)
Nationality
USA
Area of specialisation
Econometrics, Finacial economics
Price Motivation
: Empirical analysis of Asset price
Affiliation at the time of Award
University of Chicago, Chicago, IL, USA
CONTRIBUTION
1 Generalized method of moments 2 Robust control applied to macroeconomics and asset pricing.
PUBLICATIONS
1 Implications of Security Market Data for Models of Dynamic Economies".(1991) 2 Generalized Methods of Moments: A Time Series Perspective. (2000). 3 "Long Term Risk: an Operator Approach."(2009) 4 "Challenges in Identifying and Measuring Systemic Risk(2012) 5 "Recursive Models of Dynamic Linear Economies."(2013)