Interview Details

Title & Link

Interview With Lars Peter Hansen - LarsHansenInterviewJBES.pdf

Publish Date

October 1, 2002

Interviewees

Lars Peter Hansen

Interviewers

Alastair Hall, Eric Ghysels

Publisher

Journal of Business & Economic Statistics

Topics

applications of GMM

central limit theory for temporally dependent processes

estimation based on moment conditions

generalized method of moments (GMM)

least squares estimation with temporally dependent disturbances

People Mentioned

Works Mentioned

Brown and Maital (1981)

Hall and Heyde (1980)

Hansen and Hodrick 1980

Hansen and Singleton 1982

Places Mentioned

Carnegie Mellon

University of Minnesota

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