Advances in Theory Based Estimation

The Tepper School celebrated the 25th anniversary of groundbreaking research by two former faculty members with a conference organized around their work.

"Advances in Theory-Based Estimation: A Conference in Honor of Lars Hansen and Ken Singleton" recognized the 25th anniversary of their seminal paper, "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models," published in the September 1982 edition of the journal Econometrica.

This 25-minute video is an interview with Lars Hansen, the Homer J. Livingston Distinguished Service Professor at the University of Chicago, and Ken Singleton, is the Adams Distinguished Professor of Management at Stanford University.