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LP Hansen - Econometrica: Journal of the Econometric Society, 1982 - JSTOR
This paper studies estimators that make sample analogues of population orthogonality
conditions close to zero. Strong consistency and asymptotic normality of such estimators is
established under the assumption that the observable variables are stationary and ...
LP Hansen… - Econometrica: Journal of the Econometric …, 1982 - JSTOR
This paper describes a method for estimating and testing nonlinear rational expectations
models directly from stochastic Euler equations. The estimation procedure makes sample
counterparts to the population orthogonality conditions implied by the economic model ...
LP Hansen… - The Journal of Political Economy, 1980 - JSTOR
This paper examines the hypothesis that the expected rate of return to speculation in the
forward foreign exchange market is zero; that is, the logarithm of the forward exchange rate
is the market's conditional expectation of the logarithm of the future spot rate. A new ...
LP Hansen… - The Journal of Political Economy, 1983 - JSTOR
This paper studies the time-series behavior of asset returns and aggregate consumption.
Using a representative consumer model and imposing restrictions on preferences and the
joint distribution of consumption and returns, we deduce a restricted log-linear time-series ...
LP Hansen… - 1990 - nber.org
We show how to use security market data to restrict the admissible region for means and
standard deviations of intertemporal marginal rates of substitution (IMRS's) of consumers.
Our approach is (i) nonparametric and applies to a rich class of models of dynamic ...
LP Hansen… - Journal of Economic Dynamics and Control, 1980 - Elsevier
Abstract This paper describes methods for conveniently formulating and estimating dynamic
linear econometric models under the hypothesis of rational expectations. An econometrically
convenient formula for the cross-equation rational expectations restrictions is derived. ...
LP Hansen, J Heaton… - Journal of Business & Economic Statistics, 1996 - JSTOR
We investigate the small-sample properties of three alternative generalized method of
moments (GMM) estimators of asset-pricing models. The estimators that we consider include
ones in which the weighting matrix is iterated to convergence and ones in which the ...
PR Hansen… - Journal of Business and Economic Statistics, 2006 - ASA
... 11, 2005. Realized Variance and Market Microstructure Noise Peter R. HANSEN
Department of Economics, Stanford University, 579 Serra Mall, Stanford, CA
94305-6072 (peter.hansen@stanford.edu) Asger LUNDE Department ...
LP Hansen… - Econometrica: Journal of the Econometric Society, 1987 - JSTOR
The purpose of this paper is to investigate testable implications of equilibrium asset pricing
models. We derive a general representation for asset prices that displays the role of
conditioning information. This representation is then used to examine restrictions implied ...
PR Hansen… - Journal of applied econometrics, 2005 - Wiley Online Library
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LP Hansen… - 1994 - nber.org
In this paper we develop alternative ways to compare asset pricing models when it is
understood that their implied stochastic discount factors do not price all portfolios correctly.
Unlike comparisons based on x2 statistics associated with null hypothesis that models are ...
MS Eichenbaum, LP Hansen… - The Quarterly Journal …, 1988 - qje.oxfordjournals.org
Abstract This paper investigates empirically a model of aggregate consumption and leisure
decisions in which utility from goods and leisure is nontime-separable. The nonseparability
of preferences accommodates intertemporal substitution or complementarity of leisure and ...
PR Hansen - Journal of Business and Economic Statistics, 2005 - ASA
Page 1. A Test for Superior Predictive Ability Peter Reinhard HANSEN Stanford University,
Department of Economics, 579 Serra Mall, Stanford, CA 94305 ( peter.hansen@stanford.
edu) We propose a new test for superior predictive ability. ...
LP Hansen… - The American Economic Review, 2001 - JSTOR
This paper describes links between the maxmin expected utility theory of Itzhak Gilboa and
David Schmeidler (1989) and the applications of robust-control theory proposed by Evan
Anderson et al.(2000) and Paul Dupuis et al.(1998). 1 The max-min expected-utility theory ...
OE Barndorff‐Nielsen,
PR Hansen, A Lunde… - …, 2008 - Wiley Online Library
Page 1. Econometrica, Vol. 76, No. 6 (November, 2008), 1481–1536 DESIGNING
REALIZED KERNELS TO MEASURE THE EX POST VARIATION OF EQUITY PRICES
IN THE PRESENCE OF NOISE BY OLE E. BARNDORFF ...
JH Cochrane… - 1992 - nber.org
Asset market data are often ignored in evaluating macroeconomic models, and aggregate
quantity data are often avoided in empirical investigations of asset market returns. While
there may be short-term benefits to proceeding along separate lines, we argue that ...
M Browning, LP Hansen… - Handbook of macroeconomics, 1999 - Elsevier
Abstract Dynamic general equilibrium models are required to evaluate policies applied at
the national level. To use these models to make quantitative forecasts requires knowledge of
an extensive array of parameter values for the economy at large. This essay describes the ...
LP Hansen… - 1983 - nber.org
In this paper we study the determination of forward foreign exchange rates. An exchange
rate is the price of one currency in terms of another currency, and a forward rate is a
contractual exchange rate established at a point in time for a transaction that will take ...
LP Hansen, TJ Sargent… - Review of Economic …, 1999 - Wiley Online Library
This paper studies consumption and savings profiles and security market prices in a
permanent income model when consumers are robust decision makers. Robust decision
makers and expected utility maximizers share a common probabilistic specification of the ...
LP Hansen… - The Journal of Economic Perspectives, 1996 - JSTOR
G eneral equilibrium theory provides the intellectual underpinnings for modern
macroeconomics, finance, urban economics, public finance and numerous other fields.
However, as a paradigm for organizing and synthesizing economic data, it poses some ...
TG Conley, LP Hansen… - Review of Financial …, 1997 - Soc Financial Studies
Abstract In this article we characterize and estimate the process for short-term interest rates
using federal funds interest rate data. We presume that we are observing a discrete-time
sample of a stationary scalar diffusion. We concentrate on a class of models in which the ...
JB Talcott,
C Witton, MF McLean… - Proceedings of the …, 2000 - National Acad Sciences
LP Hansen, JC Heaton… - Journal of Political Economy, 2008 - JSTOR
We characterize and measure a long-term risk-return trade-off for the valuation of cash flows
exposed to fluctuations in macroeconomic growth. This trade-off features risk prices of cash
flows that are realized far into the future but continue to be reflected in asset values. We ...
E Milne, J Swettenham, P Hansen… - Journal of Child …, 2002 - Wiley Online Library
Background: We assessed motion processing in a group of high functioning children with
autism and a group of typically developing children, using a coherent motion detection task.
Method: Twenty-five children with autism (mean age 11 years, 8 months) and 22 typically ...
EW Anderson, LP Hansen… - Journal of the European …, 2003 - Wiley Online Library
Abstract A representative agent fears that his model, a continuous time Markov process with
jump and diffusion components, is misspecified and therefore uses robust control theory to
make decisions. Under the decision maker's approximating model, cautious behavior puts ...
LP Hansen… - Rational expectations and …, 1981 - books.google.com
This paper aims to develop procedures for the rapid numerical computation and convenient
mathematical representation of a class of multiple variable, linear stochastic rational
expectations models. A variety of examples from this class of models can be imagined. ...
RB Avery, LP Hansen… - International Economic Review, 1983 - JSTOR
The availability of panel data sets on individuals or firms has generated considerable
interest in techniques for estimating multiperiod econometric models with limited dependent
variables. For instance, such data sets have been used in estimating econometric models ...
LP Hansen, J Heaton… - 1993 - nber.org
In this paper we provide econometric tools for the evaluation of intertemporal asset pricing
models using specification-error and volatility bounds. We formulate analog estimators of
these bounds, give conditions for consistency and derive the limiting distribution of these ...
PR Hansen… - Journal of Econometrics, 2006 - Elsevier
PR Hansen… - Journal of Financial Econometrics, 2005 - Oxford Univ Press
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LP Hansen - Journal of Econometrics, 1985 - Elsevier
Abstract For many time series estimation problems, there is an infinite-dimensional class of
generalized method of moments estimators that are consistent and asymptotically normal.
This paper suggests a procedure for calculating the greatest lower bound for the ...
E Anderson, LP Hansen… - Manuscript, Stanford, 2000 - files.nyu.edu
A model is a probability distribution over a sequence. Rational expectations models assume
that agents know the model and are not concerned about specification error. Agents'
confidence in the model specification contrasts sharply with the attitudes of both ...
EW Anderson, ER McGrattan, LP Hansen… - Handbook of …, 1996 - Elsevier
Note: This is a one-page preview only. Click here to download preview. ... Enable JavaScript
for PDF Excerpt to view it inline. ... BDO Anderson and JB Moore, Optimal filtering,
Prentice-Hall, Englewood Cliffs, NJ (1979). ... CF Ansley and R. Kohn, Estimation, ...
M Cagetti, LP Hansen, T Sargent… - Review of Financial …, 2002 - Soc Financial Studies
Abstract We study how decision‐makers' concerns about robustness affect prices and
quantities in a stochastic growth model. In the model economy, growth rates in technology
are altered by infrequent large shocks and continuous small shocks. An investor observes ...
AR Gallant, LP Hansen… - Journal of Econometrics, 1990 - Elsevier
Abstract Previously Hansen and Jagannathan (1990a) derived and computed mean-
standard deviation frontiers for intertemporal marginal rates of substitution (IMRS) implied by
asset market data. These frontiers give the lower bounds on the standard deviations as a ...
LP Hansen… - Review of Economic Dynamics, 2001 - Elsevier
We explore methods for confronting model misspecification in macroeconomics. We
construct dynamic equilibria in which private agents and policy makers recognize that
models are approximations. We explore two generalizations of rational expectations ...
S White, E Milne, S Rosen, P Hansen… - Developmental …, 2006 - Wiley Online Library
This study attempts to investigate the role of sensorimotor impairments in the reading
disability that characterizes dyslexia. Twenty-three children with dyslexia were compared to
22 control children, matched for age and non-verbal intelligence, on tasks assessing ...
OE Barndorff-Nielsen,
PR Hansen, A Lunde… - Journal of …, 2011 - Elsevier
... DK-8000 Aarhus C, Denmark & CREATES, University of Aarhus oebn@imf.au.dk PETER
REINHARD HANSEN Department of Economics, Stanford University, Landau Economics Building,
579 Serra Mall, Stanford, CA 94305-6072, USA peter.hansen@stanford.edu ASGER ...
PR Hansen - Journal of Econometrics, 2003 - Elsevier
LP Hansen… - Journal of Monetary Economics, 2003 - Elsevier
This paper shows how to formulate and compute robust Ramsey (aka Stackelberg) plans for
linear models with forward-looking private agents. The leader and the followers share a
common approximating model and both have preferences for robust decision rules ...
LP Hansen, J Heaton… - 2005 - nber.org
We characterize and measure a long-run risk return tradeoff for the valuation of financial
cash flows that are exposed to fluctuations in macroeconomic growth. This tradeoff features
components of financial cash flows that are only realized far into the future but are still ...
LP Hansen, J Alexandre Scheinkman… - Journal of Econometrics, 1998 - Elsevier
This paper shows how to identify nonparametrically scalar stationary diffusions from discrete-
time data. The local evolution of the diffusion is characterized by a drift and diffusion
coefficient along with the specification of boundary behavior. We recover this local ...
LP Hansen… - 1990 - nber.org
This paper describes a class of dynamic stochastic linear quadratic equilibrium models. A
model is specified by naming lists of matrices that determine preferences, technology, and
the information structure. Aggregate equilibrium allocations and prices are computed by ...
LP Hansen… - 1997 - nber.org
This paper explores in depth the nature of the conditional moment restrictions implied by log-
linear intertemporal capital asset pricing models (ICAPMs) and shows that the generalized
instrumental variables (GMM) estimators of these models (as typically implemented in ...
[CITATION] Two difficulties in interpreting vector autoregressions
LP Hansen… - Rational expectations …, 1991 - Westview Press: Boulder, CO
K Pammer, PC Hansen, ML Kringelbach, I Holliday… - Neuroimage, 2004 - Elsevier
LP Hansen… - 1981 - research.mpls.frb.fed.us
Exact Linear Rational Expectations Models: Specification and Estimation Lars Peter Hansen
Carnegie-Mellon University- Thomas J. Sargent University of Minnesota and Federal Reserve
Bank of Minneapolis Research Department Staff Report 71 Federal Reserve Bank of ...
JB Talcott,
C Witton, GS Hebb, CJ Stoodley… - Dyslexia, 2002 - Wiley Online Library
Page 1. Copyright # 2002 John Wiley & Sons, Ltd. DYSLEXIA 8: 204–225 (2002) Published online
in Wiley InterScience (www.interscience.wiley.com). DOI: 10.1002/dys.224 & On the Relationship
between Dynamic Visual and Auditory Processing and Literacy Skills; ...
OE Barndorff-Nielsen,
PR Hansen… - Economics Group, …, 2004 - economics.ouls.ox.ac.uk
... Corresponding author: Peter Reinhard Hansen, Stanford University, Landau Economics Building,
579 Serra Mall, Stanford, CA 94305-6072, USA, Phone: 650-725-1869, Email: peter.hansen@
stanford.edu 1 Page 2. Kernel-Based Estimators of Integrated Variance ...
LP Hansen, TJ Sargent, G Turmuhambetova… - Journal of Economic …, 2006 - Elsevier
A decision maker fears that data are generated by a statistical perturbation of an
approximating model that is either a controlled diffusion or a controlled measure over
continuous functions of time. A perturbation is constrained in terms of its relative entropy. ...
LP Hansen - 2007 - nber.org
This paper explores two perspectives on the rational expectations hypothesis. One
perspective is that of economic agents in such a model, who form inferences about the future
using probabilities implied by the model. The other is that of an econometrician who ...
LP Hansen… - Journal of Monetary Economics, 1982 - Elsevier
Abstract This paper illustrates how to use instrumental variables procedures to estimate the
parameters of a linear rational expectations model. These procedures are appropriate when
disturbances are serially correlated and the instrumental variables are not exogenous. We ...
LP Hansen… - Journal of Econometrics, 1993 - Elsevier
Abstract A frequency domain representation of the approximation criterion that is implicit in
Gaussian maximum likelihood estimation is applied to study the effects of using seasonally
adjusted versus seasonally unadjusted data to estimate rational expectations models. ...
Page 1. . WORKBOOK ON COINTEGRATIO PETER HANSEN and S0REN JOHANSEN Page
2. Page 3. Page 4. This workbook is a companion to the textbook Likelihood-based Inference
in Cointegrated Vector Autoregressive Models, also published by Oxford University Press. ...
[CITATION] Time series implications of present value budget balance and of martingale models of consumption and taxes
LP Hansen, W Roberds… - Rational …, 1991 - Westview Publishers: Boulder, CO
LP Hansen, TJ Sargent… - Macroeconomic …, 2002 - Cambridge Univ Press
A planner and agent in a permanent-income economy cannot observe part of the state,
regard their model as an approximation, and value decision rules that are robust across a
set of models. They use robust decision theory to choose allocations. Equilibrium prices ...
LP Hansen… - Department of Economics, Univesity of Chicago …, 2004 - Citeseer
Contents ix sequences. 11. A. 4. Useful properties. 11. A. 5. One sided transforms. 11. A. 6.
Discounting. 11. A. 7. Fourier transforms. 11. A. 8. Verifying Equivalent Valuations. 11. A. 9.
Equivalent representations of preferences. 11. A. 10. First term: factorization identity. 11. A. ...
LP Hansen, JC Heaton… - Journal of the American Statistical …, 1988 - JSTOR
In this article we study a class of econometric models that imply a set of multiperiod
conditional moment restrictions. These restrictions depend on an unknown parameter
vector. We construct an extensive class of consistent, asymptotically normal estimators of ...
Abstract: The realized variance (RV) is known to be biased because intraday returns are
contaminated with market microstructure noise, in particular if intraday returns are sampled
at high frequencies. In this paper, we characterize the bias under a general specification ...
PH Hansen - The Journal of British Studies, 1995 - JSTOR
Page 1. Albert Smith, the Alpine Club, and the Invention of Mountaineering in Mid-Victorian Britain
Peter H. Hansen On August 12, 1851, Albert Smith, a middle-aged journalist and en- tertainer,
reached the summit of Mont Blanc with three Oxford students and sixteen guides. ...
LP Hansen… - Econometrica, 2009 - Wiley Online Library
We create an analytical structure that reveals the long-run risk-return relationship for
nonlinear continuous-time Markov environments. We do so by studying an eigenvalue
problem associated with a positive eigenfunction for a conveniently chosen family of ...
PS Hansen - 1961 - getcited.org
An academic directory and search engine.
PR Hansen, A Lunde… - Oxford Bulletin of …, 2003 - Wiley Online Library
Skip to Main Content. ...
LP Hansen… - Journal of Economic Theory, 2005 - Elsevier
In a Markov decision problem with hidden state variables, a decision maker expresses fear
that his model is misspecified by surrounding it with a set of alternatives that are nearby as
measured by their expected log likelihood ratios (entropies). Sets of martingales represent ...
LP Hansen… - Econometrica: Journal of the Econometric Society, 1983 - JSTOR
This paper reconsiders the aliasing problem of identifying the parameters of a continuous
time stochastic process from discrete time data. It analyzes the extent to which restricting
attention to processes with rational spectral density matrices reduces the number of ...
LP Hansen, TJ Sargent, J Heaton, A Marcet… - 1991 - files.nyu.edu
This Westview softcoveredition is printed on acid-free paper and bound in library- quality, coated
covers that carry the highest rating of the National Associationof State Textbook
Administrators, in consultation with the Associationof American Publishers and the Book ...
LP Hansen, TJ Sargent… - Manuscript, …, 2001 - pages.stern.nyu.edu
Abstract Max-min expected utility theory uses multiple prior distributions to represent a
decision maker's uncertainty aversion. Robust control theory models a decision maker who
fears that the data are generated by an unknown perturbation of his approximating model. ...
KI McAnally, PC Hansen… - Journal of Speech, …, 1997 - jslhr.highwire.org
Page 1. 912 JSLHR, Volume 40, 912–924, August 1997 Journal of Speech, Language,
and Hearing Research Ken I. McAnally* Peter C. Hansen Piers L. Cornelissen** John F.
Stein University Laboratory of Physiology Oxford University, England ...
LP Hansen… - Journal of Economic Theory, 2007 - Elsevier
In a Markov decision problem with hidden state variables, a posterior distribution serves as a
state variable and Bayes' law under an approximating model gives its law of motion. A
decision maker expresses fear that his model is misspecified by surrounding it with a set ...
PR Hansen, J Large… - Econometric Reviews, 2008 - Taylor & Francis
DH Peters, AA Noor, LP Singh… - Bulletin of the World …, 2007 - SciELO Public Health
LP Hansen, TJ Sargent - … of Chicago and …, 2006 - madrid-cls-holder.wss.yale.edu
Abstract Concerns about misspecification and an enduring model selection problem in
which one of the models has long run risks give rise to countercyclical risk premia. We use
two risk-sensitivity operators to construct the stochastic discount factor for a representative ...
OE Barndorff-Nielsen,
PR Hansen, A Lunde… - Journal of …, 2011 - Elsevier
F Barillas, LP Hansen… - Journal of Economic Theory, 2009 - Elsevier
Reinterpreting most of the market price of risk as a price of model uncertainty eradicates a
link between asset prices and measures of the welfare costs of aggregate fluctuations that
was proposed by Hansen et al., Tallarini, and Alvarez and Jermann [Lars Peter Hansen, ...
LP Hansen… - Book Manuscript, New York University, 2004 - down.cenet.org.cn
2.1. Introduction. 2.2. Approximating models. 2.2. 1. Dynamic programming without model
misspecification. 2.3. Measuring model misspecification: entropy. 2.4. Two robust control
problems. 2.4. 1. Modified certainty equivalence principle. 2.5. Robust linear regulator. 2.6 ...
LP Hansen… - Economics Letters, 1981 - Elsevier
Abstract A prediction formula for geometrically declining sums of future forcing variables is
derived for models in which the forcing variables are generated by a vector autoregressive-
moving average process. This formula is useful in deducing and characterizing cross- ...
K Pammer, R Lavis, P Hansen… - Brain and Language, 2004 - Elsevier
In this study of primary school children, a novel 'symbol-string'task is used to assess
sensitivity to the position of briefly presented non-alphabetic but letter-like symbols. The
results demonstrate that sensitivity in the symbol-string task explains a unique proportion ...
LP Hansen, J Heaton, J Lee… - Handbook of Econometrics, 2007 - Elsevier
Households save and invest both for intertemporal reasons and to control exposure to risk. The
resulting patterns of consumption, savings and investment, at both the household and the aggregate
level, reveal information about the parameters of preferences that govern intertemporal ...
LP Hansen… - Proceedings, 1993 - ideas.repec.org
No abstract is available for this item. ... To our knowledge, this item is not available for
download. To find whether it is available, there are three options: 1. Check below under "Related
research" whether another version of this item is available online. 2. Check on the ...
LP Hansen… - Quantitative Economics, 2010 - Wiley Online Library
A representative consumer uses Bayes' law to learn about parameters of several models
and to construct probabilities with which to perform ongoing model averaging. The arrival of
signals induces the consumer to alter his posterior distribution over models and ...
DH Peters, GG Mirchandani… - Health Policy and …, 2004 - Oxford Univ Press
Page 1. Background Private providers play a significant role in the provision of health
services in developing countries, particularly for ambulatory health care (Berman and
Rose 1996; Hanson and Berman 1998; Waters et al. 2003). ...
PR Hansen, A Lunde… - Econometrica, 2011 - Wiley Online Library
Page 1. Econometrica, Vol. 79, No. 2 (March, 2011), 453–497 THE MODEL CONFIDENCE SET
BY PETER R. HANSEN, ASGER LUNDE, AND JAMES M. NASON1 This paper introduces the
model confidence set (MCS) and applies it to the selection of models. ...
X Chen, LP Hansen… - Manuscript, New York …, 2000 - 128.36.236.74
Abstract We investigate a method for extracting nonlinear principal components. These
principal components maximize variation subject to smoothness and orthogonality
constraints; but we allow for a general class of constraints and densities, including ...
LP Hansen, JC Heaton… - 2005 - nber.org
Accounting for the asset values by measured physical capital and other inputs arguably
omits intangible sources of capital. This intangible or unmeasured component of the capital
stock may result because some investments from accounting flow measures are not ...
LP Hansen, TJ Sargent… - Journal of Economic …, 2004 - uchicago.edu
Abstract A decision maker fears that data are generated by a statistical perturbation of an
approximating model that is either a controlled diffusion or a controlled measure over
continuous functions of time. A perturbation is constrained in terms of its relative entropy. ...
PM Hansen, DH Peters, H Niayesh… - … journal of health …, 2008 - Wiley Online Library
Page 1. Measuring and managing progress in the establishment of basic health
services: the Afghanistan Health Sector Balanced Scorecard Peter M. Hansen1*,
David H. Peters1, Haseebullah Niayesh2, Lakhwinder P. Singh3 ...
CB Rummel, WP Hansen… - Journal of Clinical …, 2005 - altcancerweb.spresen.info
Objective: To evaluate the feasibility of the first peer-to-peer psychoeducation program in
schizophrenia. Method: We developed a 5-step curriculum for structured training of peer
moderators. In step 1, peer moderators participate in regular psycho- education, and in ...
PR Hansen - The Econometrics Journal, 2005 - Wiley Online Library
... How to Cite. Hansen, PR (2005), Granger's representation theorem: A closed-form expression
for I(1) processes. The Econometrics Journal, 8: 23–38. doi: 10.1111/j.1368-423X.2005.00149.
x. Author Information. Stanford University E-mail: peter.hansen@stanford.edu. ...
PH Hansen - The American Historical Review, 1996 - JSTOR
Page 1. The Dancing Lamas of Everest: Cinema, Orientalism, and Anglo-Tibetan
Relations in the 1920s PETER H. HANSEN IN MARCH 1925, THE CAREER CIVIL
SERVANTS of the India Office in London became film critics. ...
T Cogley,
R Colacito, LP Hansen… - Journal of Money, …, 2008 - Wiley Online Library
... Robustness and US Monetary Policy Experimentation. TIMOTHY COGLEY 1 ,; RICCARDO
COLACITO 2 ,; LARS PETER HANSEN 3 ,; THOMAS J. SARGENT 4. ... 3 Lars Peter Hansen
is from the University of Chicago (E-mail: l-hansen@uchicago.edu). 4 ...
PR Hansen… - Unpublished paper, Department of Economics, …, 2003 - Citeseer
... Peter Reinhard Hansen∗ Brown University Department of Economics, Box B Providence, RI
02912 Phone: (401) 863-9864 Email: Peter Hansen@brown.edu Asger Lunde The Aarhus School
of Business Department of Information Science Fuglesangs Allé 4 DK-8210 Aarhus V ...
EW Anderson, LP Hansen… - 1998 - Citeseer
Abstract This paper extends the analysis of HST to economies with equilibrium allocations
that solve continuous time optimal resource allocation problems. Most of our results exploit
the analytical convenience of continuous-time diusions. Working in continuous time lets us ...
P Hansen - The Case of, 2004 - diis.dk
Abstract This paper examines the relationship between migration and development in the
contest of Somaliland, where an estimated 25-40 per cent of the population receive regular
remittances from abroad. The importance of remittances to the local economy and the ...
AA Reid, M Szczerbinski, E Iskierka‐Kasperek… - Dyslexia, 2007 - Wiley Online Library
Abstract The aim of this study was to establish cognitive profiles of dyslexic adults on tests
developed within the three main theories of developmental dyslexia: phonological, visual
magnocellular and cerebellar and to investigate which theory can account for these ...
LP Hansen - 2008 - nber.org
I explore the equilibrium value implications of economic models that incorporate reactions to
a stochastic environment. I propose a dynamic value decomposition (DVD) designed to
distinguish components of an underlying economic model that influence values over long ...
PH Hansen - Comparative Studies in Society and History, 2000 - Cambridge Univ Press
Page 1. Confetti of Empire: The Conquest of Everest in Nepal, India, Britain, and New
Zealand PETER H. HANSEN Worcester Polytechnic Institute The Conquest of Everest,
the official film of the first ascent of Mount Everest, opens ...
TG Conley, LP Hansen… - Macroeconomic Dynamics, 1997 - Cambridge Univ Press
We develop and apply bootstrap methods for diffusion models when fitted to the long run as
characterized by the stationary distribution of the data. To obtain bootstrap refinements to
statistical inference, we simulate candidate diffusion processes. We use these bootstrap ...
[CITATION] Adaptive Behavior of Small States: The Case of Denmark and the European Community'
P Hansen - Sage international yearbook of foreign policy studies, 1974
K Kinsey, M Rose, P Hansen, A Richardson… - Neuroreport, 2004 - journals.lww.com
Abstract This study explores the relationship between attentional processing mediated by
visual magnocellular (MC) processing and reading ability. Reading ability in a group of
primary school children was compared to performance on a visual cued coherent motion ...
[CITATION] Flint axe manufacture in the Neolithic. An experimental investigation of a flint axe manufacture site at Hastrup Vænget, East Zealand
PV Hansen… - Journal of Danish Archaeology, 1983
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