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Add two lectures on Hansen and Singleton [1983] and Hansen and Singleton [1982] (#817)
* updates * updates * updates * update * update work in progress * updates * updates * updates * updates * updates * updates * updates * updates * Tom's Feb 25 edits of two Hansen-Singleton lectures * minor update * updates * fix the table latex printing * fix again --------- Co-authored-by: thomassargent30 <ts43@nyu.edu>
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lectures/_static/quant-econ.bib

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Note: Extended Information (like abstracts, doi, url's etc.) can be found in quant-econ-extendedinfo.bib file in _static/
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###
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@article{evans2005interview,
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title={An interview with thomas j. sargent},
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author={Evans, George W and Honkapohja, Seppo},
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journal={Macroeconomic Dynamics},
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volume={9},
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number={4},
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pages={561--583},
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year={2005},
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publisher={Cambridge University Press}
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}
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@article{hansen2014nobel,
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title={Nobel lecture: Uncertainty outside and inside economic models},
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author={Hansen, Lars Peter},
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journal={Journal of Political Economy},
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volume={122},
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number={5},
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pages={945--987},
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year={2014},
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publisher={University of Chicago Press Chicago, IL}
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}
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@book{Sargent_Stachurski_2025,
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place={Cambridge},
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title={Dynamic Programming: Finite States},
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year={1937}
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}
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@article{GrossmanShiller1981,
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title={The determinants of the variability of stock market prices},
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author={Grossman, Sanford J and Shiller, Robert J},
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journal={American Economic Review},
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volume={71},
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number={2},
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pages={222--227},
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year={1981}
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}
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@article{hansen1983stochastic,
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title={Stochastic consumption, risk aversion, and the temporal behavior of asset returns},
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author={Hansen, Lars Peter and Singleton, Kenneth J},
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publisher={JSTOR}
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}
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@article{abel1990asset,
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title={Asset prices under habit formation and catching up with the Joneses},
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author={Abel, Andrew B},
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journal={American Economic Review},
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volume={80},
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number={2},
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pages={38--42},
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year={1990}
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}
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@article{campbell1999force,
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title={By force of habit: A consumption-based explanation of aggregate stock market behavior},
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author={Campbell, John Y and Cochrane, John H},
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journal={Journal of Political Economy},
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volume={107},
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number={2},
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pages={205--251},
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year={1999},
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publisher={The University of Chicago Press}
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}
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@article{barro2006rare,
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title={Rare disasters and asset markets in the twentieth century},
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author={Barro, Robert J},
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journal={The Quarterly Journal of Economics},
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volume={121},
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number={3},
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pages={823--866},
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year={2006},
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publisher={MIT Press}
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}
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@article{Brock1982,
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title={Asset prices in a production economy},
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author={Brock, William A},
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journal={The Economics of Information and Uncertainty},
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pages={1--43},
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year={1982},
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publisher={University of Chicago Press}
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}
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@article{PrescottMehra1980,
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title={Recursive competitive equilibrium: The case of homogeneous households},
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author={Prescott, Edward C and Mehra, Rajnish},
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journal={Econometrica},
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volume={48},
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number={6},
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pages={1365--1379},
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year={1980},
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publisher={JSTOR}
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}
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@article{Hansen1982,
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title={Large sample properties of generalized method of moments estimators},
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author={Hansen, Lars Peter},
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journal={Econometrica},
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volume={50},
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number={4},
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pages={1029--1054},
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year={1982},
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publisher={JSTOR}
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}
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@incollection{Uhlig2001,
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author = {Uhlig, H},
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booktitle = {Computational Methods for the Study of Dynamic Economies},

lectures/_toc.yml

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numbered: true
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chapters:
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- file: markov_asset
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- file: hansen_singleton_1983
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- file: hansen_singleton_1982
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- file: doubts_or_variability
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- file: ge_arrow
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- file: harrison_kreps

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