Evan Anderson

Evan Anderson

Northern Illinois University - DeKalb / United States
Economics & Econometrics / Financial Economics
AD Scientific Index ID: 835543
person_outline Evan Anderson's MOST POPULAR ARTICLES
1-) A quartet of semigroups for model specification, robustness, prices of risk, and model detectionEW Anderson, LP Hansen, TJ SargentJournal of the European Economic Association 1 (1), 68-123, 20036262003
2-) The impact of risk and uncertainty on expected returnsEW Anderson, E Ghysels, JL JuergensJournal of Financial Economics 94 (2), 233-263, 20094172009
3-) Do heterogeneous beliefs matter for asset pricing?EW Anderson, E Ghysels, JL JuergensThe Review of Financial Studies 18 (3), 875-924, 20052852005
4-) Robustness, detection and the price of riskE Anderson, LP Hansen, T SargentManuscript, Stanford 19, 20002802000
5-) Mechanics of forming and estimating dynamic linear economiesEW Anderson, ER McGrattan, LP Hansen, TJ SargentHandbook of computational economics 1, 171-252, 19962421996