Large sample properties of generalized method of moments estimators
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 …
conditions close to zero. Strong consistency and asymptotic normality of such estimators is …
Improved adsorption energetics within density-functional theory using revised Perdew-Burke-Ernzerhof functionals
B Hammer, LB Hansen, JK Nørskov - Physical review B, 1999 - APS
A simple formulation of a generalized gradient approximation for the exchange and
correlation energy of electrons has been proposed by Perdew, Burke, and Ernzerhof (PBE)[Phys. …
correlation energy of electrons has been proposed by Perdew, Burke, and Ernzerhof (PBE)[Phys. …
[HTML][HTML] Gut microbiota in human adults with type 2 diabetes differs from non-diabetic adults
Background Recent evidence suggests that there is a link between metabolic diseases and
bacterial populations in the gut. The aim of this study was to assess the differences between …
bacterial populations in the gut. The aim of this study was to assess the differences between …
Neural network ensembles
Several means for improving the performance and training of neural networks for classification
are proposed. Crossvalidation is used as a tool for optimizing network parameters and …
are proposed. Crossvalidation is used as a tool for optimizing network parameters and …
Generalized instrumental variables estimation of nonlinear rational expectations models
LP Hansen, KJ Singleton - Econometrica: Journal of the Econometric Society, 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 …
models directly from stochastic Euler equations. The estimation procedure makes sample …
[BOOK][B] Robustness
LP Hansen, TJ Sargent - 2008 - degruyter.com
The standard theory of decision making under uncertainty advises the decision maker to
form a statistical model linking outcomes to decisions and then to choose the optimal …
form a statistical model linking outcomes to decisions and then to choose the optimal …
Forward exchange rates as optimal predictors of future spot rates: An econometric analysis
LP Hansen, RJ Hodrick - Journal of political economy, 1980 - journals.uchicago.edu
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 …
forward foreign exchange market is zero; that is, the logarithm of the forward exchange rate is …
Stochastic consumption, risk aversion, and the temporal behavior of asset returns
LP Hansen, KJ Singleton - Journal of political economy, 1983 - journals.uchicago.edu
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 …
Using a representative consumer model and imposing restrictions on preferences and the joint …
Implications of security market data for models of dynamic economies
LP Hansen, R Jagannathan - Journal of political economy, 1991 - journals.uchicago.edu
We show how to use security market data to restrict the admissible region for means and
standard deviations of intertemporal marginal rates of substitution (IMRSs) of consumers. Our …
standard deviations of intertemporal marginal rates of substitution (IMRSs) of consumers. Our …
Real-space grid implementation of the projector augmented wave method
JJ Mortensen, LB Hansen, KW Jacobsen - Physical review B, 2005 - APS
A grid-based real-space implementation of the projector augmented wave (PAW) method of
Blöchl [Phys. Rev. B 50, 17953 (1994)] for density functional theory (DFT) calculations is …
Blöchl [Phys. Rev. B 50, 17953 (1994)] for density functional theory (DFT) calculations is …