 Lars Peter Hansen (1952–)Chapter 39 in The Palgrave Companion to Chicago Economics, 2022, pp 1005-1055 from Springer Abstract: Abstract Lars Peter Hansen is the David Rockefeller Distinguished Service Professor of Economics at the University of Chicago. His research spans econometrics, macroeconomics, asset pricing, and decision theory and focuses on quantitative implications of decision-making under uncertainty for macroeconomic dynamics, valuation, and economic policy. His contributions to econometrics facilitated formal study of testable implications of economic models, his work on asset pricing laid some of the foundations of a field that is now called macro-finance, while his analysis of ways that econometricians and economic agents cope with uncertainty and potential model misspecification opened new directions for building empirically relevant models in macroeconomics and finance. Hansen received his PhD from the University of Minnesota in 1978, and his wide-ranging contributions were rewarded in 2013 with the Nobel Memorial Prize in Economic Sciences. Keywords: Econometrics; Asset pricing; Macroeconomics; Generalized Method of Moments; Robustness; Model misspecification; Hansen-Jagannathan bound; Term structure of risk; Inside and outside uncertainty (search for similar items in EconPapers) There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it. Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-01775-9_39 Ordering information: This item can be ordered from DOI: 10.1007/978-3-031-01775-9_39 Access Statistics for this chapter More chapters in Springer Books from Springer |
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