Artículos de revista de Lars Peter Hansen Anderson, Evan W., Lars P. Hansen, and Thomas J. Sargent. 2003. "A Quartet of Semigroups for Model Specification, Robustness, Prices of Risk, and Model Detection" Journal of the European Economic Association, 1(1): 68-123. ------. 2012. "Small Noise Methods for Risk-sensitive/robust Economies" Journal of Economic Dynamics and Control, 36(4): 468-500. Arellano, Manuel and Lars P. Hansen. 2012. "Underidentification?" Journal of Econometrics, 170(2): 256-280. Avery, Robert B., Lars P. Hansen, and V. J. Hotz. 1983. "Multiperiod Probit Models and Orthogonality Condition Estimation" International Economic Review, 24(1): 21-35. Barillas, Francisco, Lars P. Hansen, and Thomas J. Sargent. 2009. "Doubts Or Variability?" Journal of Economic Theory, 144(6): 2388-2418. Borovicka, J., LP Hansen, M. Hendricks, and JA Scheinkman. 2011. "Risk-Price Dynamics" JOURNAL OF FINANCIAL ECONOMETRICS, 9(1): 3-65. Cagetti, Marco, Lars P. Hansen, Thomas Sargent, and Noah Williams. 2002. "Robustness and Pricing with Uncertain Growth" The review of financial studies, 15(2): 363-404. Chen, Xiaohong, Lars P. Hansen, and Marine Carrasco. 2010. "Nonlinearity and Temporal Dependence" Journal of Econometrics, 155(2): 155-169. Chen, Xioahong, Lars P. Hansen, and Jose Scheinkman. 2009. "Nonlinear Principal Components and Long-Run Implications of Multivariate Diffusions" . 1 Cogley, Timothy, Riccardo Colacito, Lars P. Hansen, and Thomas J. Sargent. 2008. "Robustness and U.S. Monetary Policy Experimentation" Journal of Money, Credit and Banking, 40(8): 1599-1623. Deaton, Angus S., Roger Guesnerie, Lars-Peter Hansen, and David Kreps. 1989. "Report of the Editors" Econometrica, 57(1): 218-220. ------. 1988. "Report of the Editors" Econometrica, 56(1): 205-207. Deaton, Angus, Roger Guesnerie, Lars P. Hansen, and David Kreps. 1987. "Econometrica Operating Procedures" Econometrica, 55(1): 204-206. ------. 1987. "Report of the Editors" Econometrica, 55(1): 201-203. Gallant, A. R., Lars P. Hansen, and George Tauchen. 1990. "Using Conditional Moments of Asset Payoffs to Infer the Volatility of Intertemporal Marginal Rates of Substitution" Journal of Econometrics, 45(1-2): 141-179. GALLANT, AR, LP HANSEN, and G. TAUCHEN. 1990. "Using Conditional Moments of Asset Payoffs to Infer the Volatility of Intertemporal Marginal Rates of Substitution" Journal of Econometrics, 45(1- 2): 141-179. GHYSELS, E. 1993. "Seasonality and Econometric-Models" Journal of Econometrics, 55(1-2): 1-8. Ghysels, Eric and Lars P. Hansen. 2002. "Interview with Lars Peter Hansen" Journal of business & economic statistics, 20(4): 442-447. Hansen L.P and Sargent T.J. 2001. "Acknowledging Misspecification in Macroeconomic Theory" Review of Economic Dynamics, 4(3): 519-535. Hansen, Lars P. 2004. "[Exotic Preferences for Macroeconomists]: Comment" NBER Macroeconomics Annual, 19: 391-405. 2 ------. 1986. "[Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters obtained from Financial Market Data]: Comment" Journal of Business & Economic Statistics, 4(4): 418-421. ------. 1997. "Assessing Specification Errors in Stochastic Discount Factor Models" The Journal of Finance, 52(2): 557-590. ------. 2012. "Challenges in Identifying and Measuring Systemic Risk" NBER Working Paper Series, w18505. ------. 1982. "Consumption, Asset Markets, and Macroeconomic Fluctuations: A Comment" Carnegie- Rochester Conference Series on Public Policy, 17: 239-250. ------. 2012. "Dynamic Valuation Decomposition within Stochastic Economies" Econometrica, 80(3): 911-967. ------. 1995. "Econometric Evaluation of Asset Pricing Models" The review of financial studies, 8(2): 237-274. ------. 2008. "The Econometric Society Annual Reports, 2007: Report of the President" Econometrica, 76(5): 1225-1226. ------. 1996. "Efficient Estimation of Linear Asset-Pricing Models with Moving Average Errors" Journal of business & economic statistics, 14(1): 53-68. ------. 1982. "Large Sample Properties of Generalized Method of Moments Estimators" Econometrica, 50(4): 1029-1054. ------. 1982. "Large Sample Properties of Generalized Method of Moments Estimators" Econometrica, 50(4): 1029-1054. ------. 1985. "A Method for Calculating Bounds on the Asymptotic Covariance Matrices of Generalized Method of Moments Estimators" Journal of Econometrics, 30(1-2): 203-238. 3 ------. 1990. "Modelos Lineales Recursivos De Economías Dinámicas" Información comercial española, 46(3): 161-201. ------. 2012. "Proofs for Large Sample Properties of Generalized Method of Moments Estimators" Journal of econometrics, 170(2): 325-330. ------. 2007. "Richard T. Ely Lecture Beliefs, Doubts and Learning: Valuing Macroeconomic Risk" The American Economic Review, 97(2): 1-1. ------. 1986. "Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters obtained from Financial Market Data: Comment" Journal of Business and Economic Statistics, 4(4): 418-421. Hansen, Lars P., José Alexandre Scheinkman, and Nizar Touzi. 1998. "Spectral Methods for Identifying Scalar Diffusions" Journal of Econometrics, 86(1): 1-32. Hansen, Lars P., John C. Heaton, and Nan Li. 2008. "Consumption Strikes Back? Measuring Long- Run Risk" Journal of Political Economy, 116(2): 260-302. ------. 2008. "Consumption Strikes Back? Measuring Long-Run Risk" The Journal of Political Economy, 116(2): 260-302. Hansen, Lars P., John C. Heaton, and Masao Ogaki. 1988. "Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions" Journal of the American Statistical Association, 83(403): 863-871. Hansen, Lars P., John Heaton, and Amir Yaron. 1996. "Finite-Sample Properties of some Alternative GMM Estimators" Journal of Business & Economic Statistics, 14(3): 262-280. Hansen, Lars P. and James J. Heckman. 1996. "The Empirical Foundations of Calibration" The Journal of Economic Perspectives, 10(1): 87-104. 4 Hansen, Lars P. and Robert J. Hodrick. 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis" The Journal of Political Economy, 88(5): 829-853. Hansen, Lars P. and Ravi Jagannathan. 1991. "Implications of Security Market Data for Models of Dynamic Economies" Journal of Political Economy, 99(2): 225-262. Hansen, Lars P., Pascal Maenhout, Aldo Rustichini, Thomas J. Sargent, and Marciano M. Siniscalchi. 2006. "Introduction to Model Uncertainty and Robustness" Journal of Economic Theory, 128(1): 1-3. Hansen, Lars P., Ricardo Mayer, and Thomas Sargent. 2010. "Robust Hidden Markov LQG Problems" Journal of Economic Dynamics and Control, 34(10): 1951-1966. Hansen, Lars P. and Scott F. Richard. 1987. "The Role of Conditioning Information in Deducing Testable" Econometrica, 55(3): 587-613. ------. 1987. "The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models" Econometrica, 55(3): 587-613. Hansen, Lars P. and Thomas J. Sargent. 2001. "Acknowledgement Misspecification in Macroeconomic Theory" Monetary and Economic Studies, 19: 213-227. ------. 1983. "Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Conginuous Time" International Economic Review, 24(1): 1-20. ------. 1983. "Aggregation Over Time and the Inverse Optimal Predictor Problem for Adaptive Expectations in Continuous Time" International Economic Review, 24(1): 1-20. ------. 1983. "The Dimensionality of the Aliasing Problem in Models with Rational Spectral Densities" Econometrica, 51(2): 377-387. ------. 1980. "Formulating and Estimating Dynamic Linear Rational Expectations Models" Journal of Economic Dynamics and Control, 2(1): 7-46. 5 ------. 1982. "Instrumental Variables Procedures for Estimating Linear Rational Expectations Models" Journal of Monetary Economics, 9(3): 263-296. ------. 2007. "Recursive Robust Estimation and Control without Commitment" Journal of Economic Theory, 136(1): 1-27. ------. 2001. "Robust Control and Model Uncertainty" The American Economic Review, 91(2): 60-66. ------. 2003. "Robust Control of Forward-Looking Models" Journal of Monetary Economics, 50(3): 581- 604. ------. 2011. "Robustness and Ambiguity in Continuous Time" Journal of Economic Theory, 146(3): 1195-1223. Hansen, Lars P., Thomas J. Sargent, and Thomas D. Tallarini. 1999. "Robust Permanent Income and Pricing" Review of Economic Studies, 66(4): 873-907. Hansen, Lars P., Thomas J. Sargent, Gauhar Turmuhambetova, and Noah Williams. 2006. "Robust Control and Model Misspecification" Journal of Economic Theory, 128(1): 45-90. Hansen, Lars P., Thomas J. Sargent, and Neng E. Wang. 2002. "Robust Permanent Income and Pricing with Filtering" Macroeconomic Dynamics, 6(1): 40-84. ------. 2002. "Robust Permanent Income and Pricing with Filtering" Macroeconomic Dynamics, 6(1): 40-84. Hansen, Lars P. and José A. Scheinkman. 2009. "Long-Term Risk: An Operator Approach" Econometrica, 77(1): 177-234. ------. 2012. "Pricing Growth-Rate Risk" Finance and Stochastics, 16(1): 1-15. ------. 2011. "Pricing Growth-Rate Risk" Finance and stochastics, 16(1): 1-15. 6 ------. 2012. "Recursive Utility in a Markov Environment with Stochastic Growth" Proceedings of the National Academy of Sciences of the United States of America, 109(30): 11967-11972. Hansen, Lars P. and José A. Scheinkman. 1995. "Back to the Future: Generating Moment Implications for Continuous-Time Markov Processes" Econometrica, 63(4): 767-804. Hansen, Lars P. and Christopher A. Sims. 2004. "An Interview with Christopher A. Sims" Macroeconomic dynamics, 8(2): 273-294. Hansen, Lars P.