Edit Profile (opens in new tab) Hansen, Lars Peter Co-Author Distance Author ID: hansen.lars-peter Published as: Hansen, Lars Peter Homepage: http://larspeterhansen.org/ External Links: MGP · Wikidata · Google Scholar · Twitter · GND · IdRef Awards: Nobel Memorial Prize in Economic Sciences (2013) Documents Indexed: 52 Publications since 1974, including 5 Books and 1 Additional arXiv Preprint 7 Contributions as Editor Biographic References: 1 Publication Co-Authors: 41 Co-Authors with 51 Joint Publications 603 Co-Co-Authors all top 5 Co-Authors 5 single-authored 24 Sargent, Thomas John 6 Scheinkman, José Alexandre 3 Chen, Xiaohong 3 Dewatripont, Mathias 3 Singleton, Kenneth J. 3 Tauchen, George E. 3 Turnovsky, Stephen J. 2 Anderson, Evan W. 2 Barnett, William Arnold 2 Borovička, Jaroslav 2 Durlauf, Steven N. 2 Heckman, James Joseph 2 Lo, Andrew W. 2 Marinacci, Massimo 2 Matzkin, Rosa L. 2 Miao, Jianjun 1 Arellano, Manuel 1 Avery, Robert B. 1 Barillas, Francisco 1 Carrasco, Marine 1 Cerreia-Vioglio, Simone 1 Conley, Timothy G. 1 Eichenbaum, Martin S. 1 Gallant, A. Ronald 1 Han, Lloyd S. 1 Hansen, Peter G. 1 Heaton, John C. 1 Hotz, V. Joseph 1 Liu, Wenfang 1 Maccheroni, Fabio 1 Maenhout, Pascal J. 1 Maskin, Eric Stark 1 Mayer, Ricardo 1 McGrattan, Ellen R. 1 Ogaki, Masao 1 Richard, Scott F. 1 Rustichini, Aldo 1 Sentana, Enrique 1 Sims, Christopher Albert 1 Siniscalchi, Marciano M. 1 Szőke, Bálint 1 Tallarini, Thomas D. jun. 1 Touzi, Nizar 1 Turmuhambetova, Gauhar 1 Wang, Neng E. 1 Williams, Noah all top 5 Serials 10 Journal of Econometrics 7 Econometrica 7 Journal of Economic Theory 5 Macroeconomic Dynamics 3 Econometric Society Monographs 2 International Economic Review 2 Journal of Economic Dynamics & Control 2 Proceedings of the National Academy of Sciences of the United States of America 1 The Annals of Statistics 1 IEEE Transactions on Automatic Control 1 Journal of the American Statistical Association 1 The Quarterly Journal of Economics 1 The Review of Economic Studies 1 Statistical Science 1 Economic Theory 1 Finance and Stochastics 1 Mathematics and Financial Economics 1 Quantitative Economics 1 World Scientific Series in Economic Theory all top 5 Fields 38 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 34 Statistics (62-XX) 13 Systems theory; control (93-XX) 12 Probability theory and stochastic processes (60-XX) 4 General and overarching topics; collections (00-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Operations research, mathematical programming (90-XX) 2 Operator theory (47-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Partial differential equations (35-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 49 Publications have been cited 2,071 times in 1,608 Documents Cited by ▼ Year ▼ Large sample properties of generalized method of moments estimators. Zbl 0502.62098 Hansen, Lars Peter 967 1982 Generalized instrumental variables estimation of nonlinear rational expectations models. Zbl 0497.62098 Hansen, Lars Peter; Singleton, Kenneth J. 130 1982 Robustness. Zbl 1134.93001 Hansen, Lars Peter; Sargent, Thomas J. 87 2008 Robust control and model misspecification. Zbl 1152.93356 Hansen, Lars Peter; Sargent, Thomas J.; Turmuhambetova, Gauhar; Williams, Noah 85 2006 Back to the future: Generating moment implications for continuous-time Markov processes. Zbl 0834.60083 Hansen, Lars Peter; Scheinkman, José Alexandre 78 1995 Robust permanent income and pricing. Zbl 0943.91048 Hansen, Lars Peter; Sargent, Thomas J.; Tallarini, Thomas D. jun. 67 1999 Spectral methods for identifying scalar diffusions. Zbl 0962.62094 Hansen, Lars Peter; Scheinkman, José Alexandre; Touzi, Nizar 46 1998 A time series analysis of representative agent models of consumption and leisure choice under uncertainty. Zbl 1254.91343 Eichenbaum, Martin S.; Hansen, Lars Peter; Singleton, Kenneth J. 46 1974 The role of conditioning information in deducing testable restrictions implied by dynamic asset pricing models. Zbl 0613.90004 Hansen, Lars Peter; Richard, Scott F. 44 1987 Long-term risk: an operator approach. Zbl 1160.91367 Hansen, Lars Peter; Scheinkman, José A. 42 2009 A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators. Zbl 0588.62166 Hansen, Lars Peter 41 1985 The dimensionality of the aliasing problem in models with rational spectral densities. Zbl 0516.93063 Hansen, Lars Peter; Sargent, Thomas J. 32 1983 Discounted linear exponential quadratic Gaussian control. Zbl 0825.93969 Hansen, Lars Peter; Sargent, Thomas J. 31 1995 Nonlinearity and temporal dependence. Zbl 1431.62600 Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine 29 2010 Recursive robust estimation and control without commitment. Zbl 1256.90047 Hansen, Lars Peter; Sargent, Thomas J. 27 2007 Robust estimation and control under commitment. Zbl 1116.91012 Hansen, Lars Peter; Sargent, Thomas J. 24 2005 Fragile beliefs and the price of uncertainty. Zbl 1207.91037 Hansen, Lars Peter; Sargent, Thomas J. 24 2010 Robust permanent income and pricing with filtering. Zbl 1001.91017 Hansen, Lars Peter; Sargent, Thomas J.; Wang, Neng E. 21 2002 Dynamic valuation decomposition within stochastic economies. Zbl 1274.91309 Hansen, Lars Peter 20 2012 Efficiency bounds implied by multiperiod conditional moment restrictions. Zbl 0685.62093 Hansen, Lars Peter; Heaton, John C.; Ogaki, Masao 19 1988 Robustness. Reprint of the 2008 hardback edition. Zbl 1339.93001 Hansen, Lars Peter; Sargent, Thomas J. 19 2016 Mechanics of forming and estimating dynamic linear economies. Zbl 1126.91394 Anderson, Evan W.; Hansen, Lars Peter; McGrattan, Ellen R.; Sargent, Thomas J. 18 1996 Recursive models of dynamic linear economies. Zbl 1394.91004 Hansen, Lars Peter; Sargent, Thomas J. 18 2014 Doubts or variability? Zbl 1198.91074 Barillas, Francisco; Hansen, Lars Peter; Sargent, Thomas J. 17 2009 Nonlinear principal components and long-run implications of multivariate diffusions. Zbl 1191.62107 Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José 15 2009 Pricing growth-rate risk. Zbl 1262.91069 Hansen, Lars Peter; Scheinkman, José A. 15 2012 Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution. Zbl 0709.62103 Gallant, A. Ronald; Hansen, Lars Peter; Tauchen, George 14 1990 Robustness and ambiguity in continuous time. Zbl 1247.91043 Hansen, Lars Peter; Sargent, Thomas J. 12 2011 Seasonally and approximation errors in rational expectations models. Zbl 0755.62086 Hansen, Lars Peter; Sargent, Thomas J. 12 1993 Ambiguity aversion and model misspecification: an economic perspective. Zbl 1442.62018 Hansen, Lars Peter; Marinacci, Massimo 11 2016 Small noise methods for risk-sensitive/robust economies. Zbl 1242.91128 Anderson, Evan W.; Hansen, Lars Peter; Sargent, Thomas J. 8 2012 Shock elasticities and impulse responses. Zbl 1307.91124 Borovička, Jaroslav; Hansen, Lars Peter; Scheinkman, José A. 8 2014 Multiperiod probit models and orthogonality condition estimation. Zbl 0528.62094 Avery, Robert B.; Hansen, Lars Peter; Hotz, V. Joseph 7 1983 Bootstrapping the long run. Zbl 0917.90033 Conley, Timothy G.; Hansen, Lars Peter; Liu, Wen-Fang 6 1997 Underidentification? Zbl 1443.62424 Arellano, Manuel; Hansen, Lars Peter; Sentana, Enrique 5 2012 Structured ambiguity and model misspecification. Zbl 1481.91060 Hansen, Lars Peter; Sargent, Thomas J. 5 2022 Macroeconomic uncertainty prices when beliefs are tenuous. Zbl 1471.91307 Hansen, Lars Peter; Sargent, Thomas J. 3 2021 Twisted probabilities, uncertainty, and prices. Zbl 1456.91049 Hansen, Lars Peter; Szőke, Bálint; Han, Lloyd S.; Sargent, Thomas J. 3 2020 Aversion to ambiguity and model misspecification in dynamic stochastic environments. Zbl 1416.62056 Hansen, Lars Peter; Miao, Jianjun 3 2018 Handbook of econometrics. Volume 7A. Zbl 1451.62001 3 2020 Computing semiparametric efficiency bounds for linear time series models. Zbl 0850.62661 Hansen, Lars Peter; Singleton, Kenneth J. 2 1991 Examining macroeconomic models through the lens of asset pricing. Zbl 1312.91068 Borovička, Jaroslav; Hansen, Lars Peter 2 2014 Proofs for large sample properties of generalized method of moments estimators. Zbl 1443.62457 Hansen, Lars Peter 2 2012 Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time. Zbl 0518.90006 Hansen, Lars Peter; Sargent, Thomas J. 1 1983 Introduction to model uncertainty and robustness. Zbl 1151.91311 Hansen, Lars Peter; Maenhout, Pascal; Rustichini, Aldo; Sargent, Thomas J.; Siniscalchi, Marciano M. 1 2006 Advances in economics and econometrics. Theory and applications. Papers from the 8th World Congress of the Econometric Society, Seattle, WA, USA, August 2000. Vol. 1. Zbl 1103.91302 1 2003 Uncertainty within economic models. With a foreword by Eric S. Maskin. Zbl 1306.91002 Hansen, Lars Peter; Sargent, Thomas J. 1 2015 Robust hidden Markov LQG problems. Zbl 1231.91037 Hansen, Lars Peter; Mayer, Ricardo; Sargent, Thomas 1 2010 Asset pricing under smooth ambiguity in continuous time. Zbl 1500.91142 Hansen, Lars Peter; Miao, Jianjun 1 2022 Structured ambiguity and model misspecification. Zbl 1481.91060 Hansen, Lars Peter; Sargent, Thomas J. 5 2022 Asset pricing under smooth ambiguity in continuous time. Zbl 1500.91142 Hansen, Lars Peter; Miao, Jianjun 1 2022 Macroeconomic uncertainty prices when beliefs are tenuous. Zbl 1471.91307 Hansen, Lars Peter; Sargent, Thomas J. 3 2021 Twisted probabilities, uncertainty, and prices. Zbl 1456.91049 Hansen, Lars Peter; Szőke, Bálint; Han, Lloyd S.; Sargent, Thomas J. 3 2020 Handbook of econometrics. Volume 7A. Zbl 1451.62001 3 2020 Aversion to ambiguity and model misspecification in dynamic stochastic environments. Zbl 1416.62056 Hansen, Lars Peter; Miao, Jianjun 3 2018 Robustness. Reprint of the 2008 hardback edition. Zbl 1339.93001 Hansen, Lars Peter; Sargent, Thomas J. 19 2016 Ambiguity aversion and model misspecification: an economic perspective. Zbl 1442.62018 Hansen, Lars Peter; Marinacci, Massimo 11 2016 Uncertainty within economic models. With a foreword by Eric S. Maskin. Zbl 1306.91002 Hansen, Lars Peter; Sargent, Thomas J. 1 2015 Recursive models of dynamic linear economies. Zbl 1394.91004 Hansen, Lars Peter; Sargent, Thomas J. 18 2014 Shock elasticities and impulse responses. Zbl 1307.91124 Borovička, Jaroslav; Hansen, Lars Peter; Scheinkman, José A. 8 2014 Examining macroeconomic models through the lens of asset pricing. Zbl 1312.91068 Borovička, Jaroslav; Hansen, Lars Peter 2 2014 Dynamic valuation decomposition within stochastic economies. Zbl 1274.91309 Hansen, Lars Peter 20 2012 Pricing growth-rate risk. Zbl 1262.91069 Hansen, Lars Peter; Scheinkman, José A. 15 2012 Small noise methods for risk-sensitive/robust economies. Zbl 1242.91128 Anderson, Evan W.; Hansen, Lars Peter; Sargent, Thomas J. 8 2012 Underidentification? Zbl 1443.62424 Arellano, Manuel; Hansen, Lars Peter; Sentana, Enrique 5 2012 Proofs for large sample properties of generalized method of moments estimators. Zbl 1443.62457 Hansen, Lars Peter 2 2012 Robustness and ambiguity in continuous time. Zbl 1247.91043 Hansen, Lars Peter; Sargent, Thomas J. 12 2011 Nonlinearity and temporal dependence. Zbl 1431.62600 Chen, Xiaohong; Hansen, Lars Peter; Carrasco, Marine 29 2010 Fragile beliefs and the price of uncertainty. Zbl 1207.91037 Hansen, Lars Peter; Sargent, Thomas J. 24 2010 Robust hidden Markov LQG problems. Zbl 1231.91037 Hansen, Lars Peter; Mayer, Ricardo; Sargent, Thomas 1 2010 Long-term risk: an operator approach. Zbl 1160.91367 Hansen, Lars Peter; Scheinkman, José A. 42 2009 Doubts or variability? Zbl 1198.91074 Barillas, Francisco; Hansen, Lars Peter; Sargent, Thomas J. 17 2009 Nonlinear principal components and long-run implications of multivariate diffusions. Zbl 1191.62107 Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José 15 2009 Robustness. Zbl 1134.93001 Hansen, Lars Peter; Sargent, Thomas J. 87 2008 Recursive robust estimation and control without commitment. Zbl 1256.90047 Hansen, Lars Peter; Sargent, Thomas J. 27 2007 Robust control and model misspecification. Zbl 1152.93356 Hansen, Lars Peter; Sargent, Thomas J.; Turmuhambetova, Gauhar; Williams, Noah 85 2006 Introduction to model uncertainty and robustness. Zbl 1151.91311 Hansen, Lars Peter; Maenhout, Pascal; Rustichini, Aldo; Sargent, Thomas J.; Siniscalchi, Marciano M. 1 2006 Robust estimation and control under commitment. Zbl 1116.91012 Hansen, Lars Peter; Sargent, Thomas J. 24 2005 Advances in economics and econometrics. Theory and applications. Papers from the 8th World Congress of the Econometric Society, Seattle, WA, USA, August 2000. Vol. 1. Zbl 1103.91302 1 2003 Robust permanent income and pricing with filtering. Zbl 1001.91017 Hansen, Lars Peter; Sargent, Thomas J.; Wang, Neng E. 21 2002 Robust permanent income and pricing. Zbl 0943.91048 Hansen, Lars Peter; Sargent, Thomas J.; Tallarini, Thomas D. jun. 67 1999 Spectral methods for identifying scalar diffusions. Zbl 0962.62094 Hansen, Lars Peter; Scheinkman, José Alexandre; Touzi, Nizar 46 1998 Bootstrapping the long run. Zbl 0917.90033 Conley, Timothy G.; Hansen, Lars Peter; Liu, Wen-Fang 6 1997 Mechanics of forming and estimating dynamic linear economies. Zbl 1126.91394 Anderson, Evan W.; Hansen, Lars Peter; McGrattan, Ellen R.; Sargent, Thomas J. 18 1996 Back to the future: Generating moment implications for continuous-time Markov processes. Zbl 0834.60083 Hansen, Lars Peter; Scheinkman, José Alexandre 78 1995 Discounted linear exponential quadratic Gaussian control. Zbl 0825.93969 Hansen, Lars Peter; Sargent, Thomas J. 31 1995 Seasonally and approximation errors in rational expectations models. Zbl 0755.62086 Hansen, Lars Peter; Sargent, Thomas J. 12 1993 Computing semiparametric efficiency bounds for linear time series models. Zbl 0850.62661 Hansen, Lars Peter; Singleton, Kenneth J. 2 1991 Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution. Zbl 0709.62103 Gallant, A. Ronald; Hansen, Lars Peter; Tauchen, George 14 1990 Efficiency bounds implied by multiperiod conditional moment restrictions. Zbl 0685.62093 Hansen, Lars Peter; Heaton, John C.; Ogaki, Masao 19 1988 The role of conditioning information in deducing testable restrictions implied by dynamic asset pricing models. Zbl 0613.90004 Hansen, Lars Peter; Richard, Scott F. 44 1987 A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators. Zbl 0588.62166 Hansen, Lars Peter 41 1985 The dimensionality of the aliasing problem in models with rational spectral densities. Zbl 0516.93063 Hansen, Lars Peter; Sargent, Thomas J. 32 1983 Multiperiod probit models and orthogonality condition estimation. Zbl 0528.62094 Avery, Robert B.; Hansen, Lars Peter; Hotz, V. Joseph 7 1983 Aggregation over time and the inverse optimal predictor problem for adaptive expectations in continuous time. Zbl 0518.90006 Hansen, Lars Peter; Sargent, Thomas J. 1 1983 Large sample properties of generalized method of moments estimators. Zbl 0502.62098 Hansen, Lars Peter 967 1982 Generalized instrumental variables estimation of nonlinear rational expectations models. Zbl 0497.62098 Hansen, Lars Peter; Singleton, Kenneth J. 130 1982 A time series analysis of representative agent models of consumption and leisure choice under uncertainty. Zbl 1254.91343 Eichenbaum, Martin S.; Hansen, Lars Peter; Singleton, Kenneth J. 46 1974 all cited Publications top 5 cited Publications all top 5 Cited by 2,273 Authors 25 Hansen, Lars Peter 14 Renault, Eric 14 Sargent, Thomas John 13 Chen, Xiaohong 13 Hall, Alastair R. 13 Marinacci, Massimo 13 Smith, Richard J. 13 Wang, Lei 12 Gourieroux, Christian 12 Song, Peter Xue-Kun 11 Ghysels, Eric 11 Otsu, Taisuke 10 Guay, Alain 10 Qu, Annie 10 Siu, Tak Kuen 9 Bravo, Francesco 9 Guggenberger, Patrik 9 Lee, Lung-Fei 9 Small, Dylan S. 9 Sutradhar, Brajendra Chandra 8 Aït-Sahalia, Yacine 8 Francq, Christian 8 Inoue, Atsushi 8 Linton, Oliver Bruce 8 Maccheroni, Fabio 8 Newey, Whitney Kent 8 Schmidt, Peter 8 Sentana, Enrique 8 Tauchen, George E. 8 West, Kenneth D. 8 Windmeijer, Frank A. G. 7 Carrasco, Marine 7 Cerreia-Vioglio, Simone 7 Elliott, Robert James 6 Antoine, Bertille 6 Blundell, Richard W. 6 Bollerslev, Tim 6 Chen, Songxi 6 Gallant, A. Ronald 6 Kleibergen, Frank 6 Lewbel, Arthur 6 Liao, Zhipeng 6 Park, Hyungbin 6 Shao, Jun 6 Singer, Hermann 6 Sun, Yixiao 6 Yoshioka, Hidekazu 6 Yu, Jun 6 Zhou, Yong 5 Bo, Lijun 5 Chen, Tao 5 Chernov, Mikhail 5 Cohen, Asaf 5 Darolles, Serge 5 Dovonon, Prosper 5 Hwang, Jungbin 5 Jaśkiewicz, Anna 5 Jowaheer, Vandna 5 Kristensen, Dennis 5 Linetsky, Vadim 5 Ma, Wei 5 Mykland, Per Aslak 5 Parente, Paulo M. D. C. 5 Phillips, Peter Charles Bonest 5 Pun, Chi Seng 5 Stachurski, John 5 Tang, Chengyong 5 Trojani, Fabio 5 Yaegashi, Yuta 5 Yang, Jinqiang 5 Zakoïan, Jean-Michel 4 Ai, Chunrong 4 Anatolyev, Stanislav 4 Andersen, Torben G. 4 Bacry, Emmanuel 4 Bond, Stephen D. 4 Brannas, Kurt 4 Cai, Zongwu 4 Caner, Mehmet 4 Chambers, Marcus J. 4 Chang, Jinyuan 4 Dufour, Jean-Marie 4 Fan, Jianqing 4 Fan, Yanqin 4 Florens, Jean-Pierre 4 Gagliardini, Patrick 4 Gregory, Allan W. 4 Guidolin, Massimo 4 Hahn, Jinyong 4 Hector, Emily C. 4 Hill, Jonathan B. 4 Hong, Han 4 Imbens, Guido Wilhelmus 4 Luo, Yulei 4 McAleer, Michael 4 Meddahi, Nour 4 Miao, Jianjun 4 Mittelhammer, Ron C. 4 Muzy, Jean-François 4 Pelsser, Antoon A. J. ...and 2,173 more Authors all top 5 Cited in 215 Serials 360 Journal of Econometrics 120 Journal of Economic Dynamics & Control 84 Economics Letters 73 Econometric Reviews 58 Journal of Economic Theory 56 Econometric Theory 27 The Annals of Statistics 27 Quantitative Finance 25 Computational Statistics and Data Analysis 23 Journal of Statistical Planning and Inference 22 Journal of Multivariate Analysis 19 Communications in Statistics. Theory and Methods 16 Journal of the American Statistical Association 16 Mathematical Finance 15 Statistics & Probability Letters 15 European Journal of Operational Research 15 Economic Theory 13 Biometrics 13 Journal of Time Series Analysis 13 Statistical Science 13 The Econometrics Journal 12 The Canadian Journal of Statistics 12 Journal of Mathematical Economics 12 Communications in Statistics. Simulation and Computation 12 International Journal of Theoretical and Applied Finance 10 Annals of Operations Research 10 Mathematics and Financial Economics 10 Electronic Journal of Statistics 9 Psychometrika 9 International Economic Review 9 Computational Statistics 9 Journal of Statistical Computation and Simulation 9 Computational Economics 9 Open Economies Review 9 Finance and Stochastics 9 Annals of Finance 8 Operations Research 8 Insurance Mathematics & Economics 8 Statistics 7 Scandinavian Journal of Statistics 7 Studies in Nonlinear Dynamics and Econometrics 7 Journal of Applied Statistics 7 The Annals of Applied Statistics 7 Statistical Theory and Related Fields 6 Annals of the Institute of Statistical Mathematics 6 SIAM Journal on Control and Optimization 6 Statistica Neerlandica 6 Stochastic Processes and their Applications 6 Statistical Papers 6 Bernoulli 6 Journal of Nonparametric Statistics 6 Statistical Inference for Stochastic Processes 5 Methodology and Computing in Applied Probability 5 Applied Stochastic Models in Business and Industry 5 Scandinavian Actuarial Journal 5 Journal of Machine Learning Research (JMLR) 5 Journal of the Korean Statistical Society 5 SIAM Journal on Financial Mathematics 5 Statistics and Computing 4 Journal of Mathematical Analysis and Applications 4 Metrika 4 Automatica 4 Journal of Computational and Applied Mathematics 4 The Journal of Mathematical Sociology 4 Mathematics and Computers in Simulation 4 Mathematics of Operations Research 4 Theory and Decision 4 The Annals of Applied Probability 4 Games and Economic Behavior 4 Mathematical Problems in Engineering 4 Macroeconomic Dynamics 4 Journal of Systems Science and Complexity 4 Review of Derivatives Research 4 Journal of Industrial and Management Optimization 4 AStA. Advances in Statistical Analysis 4 Quantitative Economics 4 Journal of Econometric Methods 3 Applied Mathematics and Computation 3 Applied Mathematics and Optimization 3 Metron 3 Computers & Operations Research 3 Applied Mathematics. Series B (English Edition) 3 Statistica Sinica 3 Applied Mathematical Finance 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Mathematical Methods of Operations Research 3 Brazilian Journal of Probability and Statistics 3 Decisions in Economics and Finance 3 Statistical Methods in Medical Research 3 North American Actuarial Journal 3 Journal of Statistical Theory and Practice 3 Journal of Business and Economic Statistics 3 Dynamic Games and Applications 3 Journal of Time Series Econometrics 3 SIAM/ASA Journal on Uncertainty Quantification 2 International Journal of Control 2 International Journal of Systems Science 2 Journal of Computational Physics 2 Journal of the Franklin Institute 2 Journal of Statistical Physics ...and 115 more Serials all top 5 Cited in 30 Fields 1,100 Statistics (62-XX) 678 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 203 Probability theory and stochastic processes (60-XX) 134 Numerical analysis (65-XX) 94 Systems theory; control (93-XX) 60 Operations research, mathematical programming (90-XX) 30 Calculus of variations and optimal control; optimization (49-XX) 21 Computer science (68-XX) 12 Biology and other natural sciences (92-XX) 10 Partial differential equations (35-XX) 10 Functional analysis (46-XX) 9 General and overarching topics; collections (00-XX) 7 Ordinary differential equations (34-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Operator theory (47-XX) 5 Information and communication theory, circuits (94-XX) 4 Measure and integration (28-XX) 3 Mathematical logic and foundations (03-XX) 3 Combinatorics (05-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 Approximations and expansions (41-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Geophysics (86-XX) 1 General algebraic systems (08-XX) 1 Integral transforms, operational calculus (44-XX) 1 General topology (54-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.