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Robustness

STU - Student edition, 2011

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Recursive models of dynamic linear economies

1, 2013

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Pricing Uncertainty Induced by Climate Change

The Review of financial studies, 2020-03, Vol.33 (3), p.1024-1066

2020

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Handbook of Econometrics

1, 2020

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Consumption Strikes Back? Measuring Long‐Run Risk

The Journal of political economy, 2008-04, Vol.116 (2), p.260-302

2008

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Repercussions of Pandemics on Markets and Policy

Review of asset pricing studies, 2020-12, Vol.10 (4), p.569-573

Peter Hansen, Lars

2020

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Central banking challenges posed by uncertain climate change and natural disasters

Journal of monetary economics, 2022-01, Vol.125, p.1-15

Hansen, Lars Peter

2022

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Nobel Lecture: Uncertainty Outside and Inside Economic Models

The Journal of political economy, 2014-10, Vol.122 (5), p.945-987

Hansen, Lars Peter

2014

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A QUARTET OF SEMIGROUPS FOR MODEL SPECIFICATION, ROBUSTNESS, PRICES OF RISK, AND MODEL DETECTION

Journal of the European Economic Association, 2003-03, Vol.1 (1), p.68-123

2003

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Assessing Specification Errors in Stochastic Discount Factor Models

The Journal of finance (New York), 1997-06, Vol.52 (2), p.557-590

1997

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Handbook of Econometrics. Volume 7A

2020

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DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES

Econometrica, 2012-05, Vol.80 (3), p.911-967

Hansen, Lars Peter

2012

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Asset pricing under smooth ambiguity in continuous time

Economic theory, 2022-09, Vol.74 (2), p.335-371

2022

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Robustness and U.S. Monetary Policy Experimentation

Journal of money, credit and banking, 2008-12, Vol.40 (8), p.1599-1623

2008

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Time-Series Econometrics in Macroeconomics and Finance

The Journal of political economy, 2017-12, Vol.125 (6), p.1774-1782

Hansen, Lars Peter

2017

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Correction to: Asset pricing under smooth ambiguity in continuous time

Economic theory, 2023, Vol.75 (1), p.291-292

2023

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Uncertainty Spillovers for Markets and Policy

Annual review of economics, 2021-01, Vol.13 (1), p.371-396

Hansen, Lars Peter

2021

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Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress

1, 2003

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Robust inference for moment condition models without rational expectations

Journal of econometrics, 2024-07, Vol.243 (1-2), p.105653, Article 105653

2024

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Misspecified Recovery

The Journal of finance (New York), 2016-12, Vol.71 (6), p.2493-2544

2016

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Implications of Security Market Data for Models of Dynamic Economies

The Journal of political economy, 1991-04, Vol.99 (2), p.225-262

1991

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Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics

Journal of applied econometrics (Chichester, England), 2024-09, Vol.39 (6), p.969-999

2024

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Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models

Journal of financial econometrics, 2020, Vol.18 (4), p.715-720

Hansen, Lars Peter

2020

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Structured ambiguity and model misspecification

Journal of economic theory, 2022-01, Vol.199, p.105165, Article 105165

2022

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Comparative Valuation Dynamics in Production Economies: Long-Run Uncertainty, Heterogeneity, and Market Frictions

Annual review of financial economics, 2024-11, Vol.16 (1), p.1-38

2024

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Robustness

Recursive models of dynamic linear economies

Pricing Uncertainty Induced by Climate Change

Handbook of Econometrics

Consumption Strikes Back? Measuring Long‐Run Risk

Repercussions of Pandemics on Markets and Policy

Central banking challenges posed by uncertain climate change and natural disasters

Nobel Lecture: Uncertainty Outside and Inside Economic Models

A QUARTET OF SEMIGROUPS FOR MODEL SPECIFICATION, ROBUSTNESS, PRICES OF RISK, AND MODEL DETECTION

Assessing Specification Errors in Stochastic Discount Factor Models

Handbook of Econometrics. Volume 7A

DYNAMIC VALUATION DECOMPOSITION WITHIN STOCHASTIC ECONOMIES

Asset pricing under smooth ambiguity in continuous time

Robustness and U.S. Monetary Policy Experimentation

Time-Series Econometrics in Macroeconomics and Finance

Correction to: Asset pricing under smooth ambiguity in continuous time

Uncertainty Spillovers for Markets and Policy

Advances in Economics and Econometrics: Theory and Applications, Eighth World Congress

Robust inference for moment condition models without rational expectations

Misspecified Recovery

Implications of Security Market Data for Models of Dynamic Economies

Risk, ambiguity, and misspecification: Decision theory, robust control, and statistics

Comment on: Pseudo-True SDFs in Conditional Asset Pricing Models

Structured ambiguity and model misspecification

Comparative Valuation Dynamics in Production Economies: Long-Run Uncertainty, Heterogeneity, and Market Frictions

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