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Econometrics / Statistical inference / Statistical theory / M-estimators / Generalized method of moments / Lars Peter Hansen / Instrumental variable / Maximum likelihood / Eric Ghysels / Statistics / Estimation theory / Economics


Document Date: 2006-04-22 23:33:19

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City

Boston / Oxford / Berlin / Chicago / /

Company

Cambridge University Press / Econometrica / Pearson / Renault / Hansen L. P. / GMM / /

Country

United Kingdom / /

Facility

University of Chicago / Alastair Hall / North Carolina State University / University of Minnesota / Massachusetts Institute of Technology / /

IndustryTerm

time series applications / martingale approximation device / online estimators / degenerate solutions / nancial applications / /

Organization

Cambridge University / Department of Economics / Carnegie Mellon / Massachusetts Institute of Technology / Royal Statistical Society / American Mathematical Society / University of Chicago / University of Minnesota / North Carolina State University / /

Person

Gary Chamberlain / Robert Shiller / Nonlinear Simultaneous / John Heaton / Tom Sargent / Chris Sims / Jim Heckman / Ravi Jagannathan / Ken Singleton / Scott / Lars Peter Hansen / Marty Eichenbaum / Lars Peter Hansen Godambe / V / Eric Ghysels / Bob Hodrick / Whitney Newey / /

Position

statistician / Equations Model / D. J. / editor / researcher / General / advocate / V. P. / applied researcher / co-editor / /

ProvinceOrState

Minnesota / Massachusetts / /

PublishedMedium

the American Economic Review / Journal of Finance / Review of Financial Studies / Journal of the Royal Statistical Society / Journal of Political Economy / Journal of Econometrics / Journal of Business & Economic Statistics / Proceedings of the American Mathematical Society / Econometrica / the Journal of Political Economy / /

Technology

simulation / /

SocialTag