| Large sample properties of generalized method of moments estimators LP Hansen Econometrica: Journal of the econometric society, 1029-1054, 1982 | 18908 | 1982 |
| Generalized instrumental variables estimation of nonlinear rational expectations models LP Hansen, KJ Singleton Econometrica: Journal of the Econometric Society, 1269-1286, 1982 | 3797 | 1982 |
| Forward exchange rates as optimal predictors of future spot rates: An econometric analysis LP Hansen, RJ Hodrick Journal of political economy 88 (5), 829-853, 1980 | 2900 | 1980 |
| Stochastic consumption, risk aversion, and the temporal behavior of asset returns LP Hansen, KJ Singleton Journal of political economy 91 (2), 249-265, 1983 | 2323 | 1983 |
| Implications of security market data for models of dynamic economies LP Hansen, R Jagannathan Journal of Political Economy 99 (2), 225-262, 1991 | 2279 | 1991 |
| Robustness LP Hansen, TJ Sargent Princeton university press, 2008 | 1807 | 2008 |
| Finite-sample properties of some alternative GMM estimators LP Hansen, J Heaton, A Yaron Journal of Business & Economic Statistics 14 (3), 262-280, 1996 | 1692 | 1996 |
| Robust control and model uncertainty LP Hansen, TJ Sargent American Economic Review 91 (2), 60-66, 2001 | 1634 | 2001 |
| Formulating and estimating dynamic linear rational expectations models LP Hansen, TJ Sargent Journal of Economic Dynamics and control 2, 7-46, 1980 | 1338 | 1980 |
| The role of conditioning information in deducing testable restrictions implied by dynamic asset pricing models LP Hansen, SF Richard Econometrica: Journal of the Econometric Society, 587-613, 1987 | 1219 | 1987 |
| Assessing specification errors in stochastic discount factor models LP Hansen, R Jagannathan The Journal of Finance 52 (2), 557-590, 1997 | 1135 | 1997 |
| A time series analysis of representative agent models of consumption and leisure choice under uncertainty MS Eichenbaum, LP Hansen, KJ Singleton The Quarterly Journal of Economics 103 (1), 51-78, 1988 | 972 | 1988 |
| A quartet of semigroups for model specification, robustness, prices of risk, and model detection EW Anderson, LP Hansen, TJ Sargent Journal of the European Economic Association 1 (1), 68-123, 2003 | 967* | 2003 |
| Consumption strikes back? Measuring long-run risk LP Hansen, JC Heaton, N Li Journal of Political economy 116 (2), 260-302, 2008 | 853 | 2008 |
| Micro data and general equilibrium models M Browning, LP Hansen, JJ Heckman Handbook of macroeconomics 1, 543-633, 1999 | 692 | 1999 |
| Evolution, discovery, and interpretations of arthropod mushroom bodies NJ Strausfeld, L Hansen, Y Li, RS Gomez, K Ito Learning & memory 5 (1), 11-37, 1998 | 691 | 1998 |
| Robust permanent income and pricing LP Hansen, TJ Sargent, TD Tallarini Jr The Review of Economic Studies 66 (4), 873-907, 1999 | 610 | 1999 |
| The empirical foundations of calibration LP Hansen, JJ Heckman Journal of economic perspectives 10 (1), 87-104, 1996 | 593 | 1996 |
| Asset pricing explorations for macroeconomics JH Cochrane, LP Hansen NBER macroeconomics annual 7, 115-165, 1992 | 584 | 1992 |
| Robust control and model misspecification LP Hansen, TJ Sargent, G Turmuhambetova, N Williams Journal of Economic Theory 128 (1), 45-90, 2006 | 573* | 2006 |
