Peter Reinhard Hansen
@profphansen.bsky.social
Econometrian and Latene Distinguished Professor in Economics at UNC, Chapel Hill. Previously: EUI, Stanford, Brown.
It’s rare, but not unheard of, for non-monarchs to put their faces on coins.
October 4, 2025 at 1:03 PM
It’s rare, but not unheard of, for non-monarchs to put their faces on coins.
A surprising result. Let
X = Harasheh et al. (2023,Table 1)
Y = Ha (2023, Table 1)
Z = Table in image
Then X - Y = Z.
X = Harasheh et al. (2023,Table 1)
Y = Ha (2023, Table 1)
Z = Table in image
Then X - Y = Z.
September 18, 2025 at 4:26 PM
A surprising result. Let
X = Harasheh et al. (2023,Table 1)
Y = Ha (2023, Table 1)
Z = Table in image
Then X - Y = Z.
X = Harasheh et al. (2023,Table 1)
Y = Ha (2023, Table 1)
Z = Table in image
Then X - Y = Z.
I added comments on additional papers on @pubpeer.com and wrote up a LinkedIn article. #EconSky #ResearchIntegrity #Economics #Finance #PaperMills @datacolada.bsky.social @retractionwatch.com @elisabethbik.bsky.social
www.linkedin.com/posts/peter-...
www.linkedin.com/posts/peter-...
September 18, 2025 at 4:10 PM
I added comments on additional papers on @pubpeer.com and wrote up a LinkedIn article. #EconSky #ResearchIntegrity #Economics #Finance #PaperMills @datacolada.bsky.social @retractionwatch.com @elisabethbik.bsky.social
www.linkedin.com/posts/peter-...
www.linkedin.com/posts/peter-...
I recently wrote my first comments on @pubpeer.com
Two papers—different assets & sample periods—appear to use the same figure.
How did one plot end up representing different variables?
#EconSky #OpenScience @elisabethbik.bsky.social @datacolada.bsky.social
Two papers—different assets & sample periods—appear to use the same figure.
How did one plot end up representing different variables?
#EconSky #OpenScience @elisabethbik.bsky.social @datacolada.bsky.social
September 16, 2025 at 8:42 PM
I recently wrote my first comments on @pubpeer.com
Two papers—different assets & sample periods—appear to use the same figure.
How did one plot end up representing different variables?
#EconSky #OpenScience @elisabethbik.bsky.social @datacolada.bsky.social
Two papers—different assets & sample periods—appear to use the same figure.
How did one plot end up representing different variables?
#EconSky #OpenScience @elisabethbik.bsky.social @datacolada.bsky.social
Hi @pubpeer.com Have written many comments and have many yet to address.
I believe I follow guidelines, but some posts end up as: "comment moderated by admin (For further information, please consult our commenting guidelines)".
But I cannot figure out why. Can anyone help? Below is an example.
I believe I follow guidelines, but some posts end up as: "comment moderated by admin (For further information, please consult our commenting guidelines)".
But I cannot figure out why. Can anyone help? Below is an example.
September 12, 2025 at 3:10 AM
Hi @pubpeer.com Have written many comments and have many yet to address.
I believe I follow guidelines, but some posts end up as: "comment moderated by admin (For further information, please consult our commenting guidelines)".
But I cannot figure out why. Can anyone help? Below is an example.
I believe I follow guidelines, but some posts end up as: "comment moderated by admin (For further information, please consult our commenting guidelines)".
But I cannot figure out why. Can anyone help? Below is an example.
Give the man a break. At 73, a few minutes of blissful peak performance is impressive.
#UNC
If you don’t know better — it’s $10M well spent.
#UNC
If you don’t know better — it’s $10M well spent.
September 2, 2025 at 3:28 AM
Give the man a break. At 73, a few minutes of blissful peak performance is impressive.
#UNC
If you don’t know better — it’s $10M well spent.
#UNC
If you don’t know better — it’s $10M well spent.
The CMGF method provides a simple integral formula that yields fractional, absolute, central, and even complex moments — without relying on the density function or any derivatives.
For example,
E|X|^0.7 or tail moments
E[(X - ξ)^3 1{X > ξ}].
It is fast: NIG example:
For example,
E|X|^0.7 or tail moments
E[(X - ξ)^3 1{X > ξ}].
It is fast: NIG example:
August 3, 2025 at 7:22 PM
The CMGF method provides a simple integral formula that yields fractional, absolute, central, and even complex moments — without relying on the density function or any derivatives.
For example,
E|X|^0.7 or tail moments
E[(X - ξ)^3 1{X > ξ}].
It is fast: NIG example:
For example,
E|X|^0.7 or tail moments
E[(X - ξ)^3 1{X > ξ}].
It is fast: NIG example:
he new method avoids derivatives entirely, is fast, general, and easy to implement.
We call it CMGF, because it uses a complex argument for the MGF (also nests the characteristic function).
And it applies to complex moments too. #Physics
We call it CMGF, because it uses a complex argument for the MGF (also nests the characteristic function).
And it applies to complex moments too. #Physics
August 3, 2025 at 7:22 PM
he new method avoids derivatives entirely, is fast, general, and easy to implement.
We call it CMGF, because it uses a complex argument for the MGF (also nests the characteristic function).
And it applies to complex moments too. #Physics
We call it CMGF, because it uses a complex argument for the MGF (also nests the characteristic function).
And it applies to complex moments too. #Physics
We have discovered a new way to compute moments of a random variable with a moment-generating function (MGF).
All sorts of moments. #Statistics #Probability #Econometrics
All sorts of moments. #Statistics #Probability #Econometrics
August 3, 2025 at 7:22 PM
We have discovered a new way to compute moments of a random variable with a moment-generating function (MGF).
All sorts of moments. #Statistics #Probability #Econometrics
All sorts of moments. #Statistics #Probability #Econometrics
The new Prius is likely to receive a mixed reception.
July 28, 2025 at 5:32 PM
The new Prius is likely to receive a mixed reception.
July 22, 2025 at 3:08 PM
#SlavaUkraine fra Dix Park, Raleigh, NC.
July 19, 2025 at 5:31 PM
#SlavaUkraine fra Dix Park, Raleigh, NC.
Pogačar's tid var imponerende. Ifølge CyclingGraphs var præstationen 6.74 ᵉW/Kg for 35:11 min
🔴 på grafen for Pogačar præstationer frem til TdF 2022, hvor Vingegaard vandt på Hautacam 🟣 6.32 ᵉW/Kg for 36:37 min
🔴 på grafen for Pogačar præstationer frem til TdF 2022, hvor Vingegaard vandt på Hautacam 🟣 6.32 ᵉW/Kg for 36:37 min
July 17, 2025 at 6:42 PM
Pogačar's tid var imponerende. Ifølge CyclingGraphs var præstationen 6.74 ᵉW/Kg for 35:11 min
🔴 på grafen for Pogačar præstationer frem til TdF 2022, hvor Vingegaard vandt på Hautacam 🟣 6.32 ᵉW/Kg for 36:37 min
🔴 på grafen for Pogačar præstationer frem til TdF 2022, hvor Vingegaard vandt på Hautacam 🟣 6.32 ᵉW/Kg for 36:37 min
Det lyder rigtigt (for Tour de France etaper).
Eftersom Riss var 49 sekunder hurtigere end #2 i 1996.
Vingegaard tid i dag ~37:18 var ganske fin (men langsommere end 2022).
www.domestiquecycling.com/en/news/poga...
Eftersom Riss var 49 sekunder hurtigere end #2 i 1996.
Vingegaard tid i dag ~37:18 var ganske fin (men langsommere end 2022).
www.domestiquecycling.com/en/news/poga...
July 17, 2025 at 6:03 PM
Det lyder rigtigt (for Tour de France etaper).
Eftersom Riss var 49 sekunder hurtigere end #2 i 1996.
Vingegaard tid i dag ~37:18 var ganske fin (men langsommere end 2022).
www.domestiquecycling.com/en/news/poga...
Eftersom Riss var 49 sekunder hurtigere end #2 i 1996.
Vingegaard tid i dag ~37:18 var ganske fin (men langsommere end 2022).
www.domestiquecycling.com/en/news/poga...
I agree with Mississippi Free Press: ‘FAFO’ is a Depraved Way to Respond to Suffering.
June 26, 2025 at 8:23 PM
I agree with Mississippi Free Press: ‘FAFO’ is a Depraved Way to Respond to Suffering.
Absurd nyt fra 🇺🇸
Medlemmer af vaccineudvalget udvælges på baggrund af deres faglige kvalifikationer og ekspertise, og må ikke have interessekonflikter.
En af dem (medforfatter) har bl.a. forsket i balladen om HPV vaccinen i 🇩🇰. #dksund
Medlemmer af vaccineudvalget udvælges på baggrund af deres faglige kvalifikationer og ekspertise, og må ikke have interessekonflikter.
En af dem (medforfatter) har bl.a. forsket i balladen om HPV vaccinen i 🇩🇰. #dksund
June 10, 2025 at 6:23 AM
Absurd nyt fra 🇺🇸
Medlemmer af vaccineudvalget udvælges på baggrund af deres faglige kvalifikationer og ekspertise, og må ikke have interessekonflikter.
En af dem (medforfatter) har bl.a. forsket i balladen om HPV vaccinen i 🇩🇰. #dksund
Medlemmer af vaccineudvalget udvælges på baggrund af deres faglige kvalifikationer og ekspertise, og må ikke have interessekonflikter.
En af dem (medforfatter) har bl.a. forsket i balladen om HPV vaccinen i 🇩🇰. #dksund
We apply the model to daily returns for nine stocks spanning three sectors.
The multivariate realized GARCH model delivers:
- Improved in-sample and out-of-sample performance
- Lower portfolio variance (by a factor of two vs. the equal-weighted portfolio)
#PortfolioOptimization
The multivariate realized GARCH model delivers:
- Improved in-sample and out-of-sample performance
- Lower portfolio variance (by a factor of two vs. the equal-weighted portfolio)
#PortfolioOptimization
June 2, 2025 at 4:09 PM
We apply the model to daily returns for nine stocks spanning three sectors.
The multivariate realized GARCH model delivers:
- Improved in-sample and out-of-sample performance
- Lower portfolio variance (by a factor of two vs. the equal-weighted portfolio)
#PortfolioOptimization
The multivariate realized GARCH model delivers:
- Improved in-sample and out-of-sample performance
- Lower portfolio variance (by a factor of two vs. the equal-weighted portfolio)
#PortfolioOptimization
Key feature is that we model the log-correlation matrix, for which block structures are preserved.
This leads to a natural linear factor model for dynamic correlations, where additional information from realized measures are easy to incorporate.
#FactorModels #DimensionalityReduction
This leads to a natural linear factor model for dynamic correlations, where additional information from realized measures are easy to incorporate.
#FactorModels #DimensionalityReduction
June 2, 2025 at 4:09 PM
Key feature is that we model the log-correlation matrix, for which block structures are preserved.
This leads to a natural linear factor model for dynamic correlations, where additional information from realized measures are easy to incorporate.
#FactorModels #DimensionalityReduction
This leads to a natural linear factor model for dynamic correlations, where additional information from realized measures are easy to incorporate.
#FactorModels #DimensionalityReduction
New publication: “A Multivariate Realized GARCH Model” in the Journal of Econometrics with Ilya Archakov and Asger Lunde.
A new class of multivariate GARCH models that incorporate realized measures -- flexible and scalable.
#Econometrics #GARCH #Finance
www.sciencedirect.com/science/arti...
A new class of multivariate GARCH models that incorporate realized measures -- flexible and scalable.
#Econometrics #GARCH #Finance
www.sciencedirect.com/science/arti...
June 2, 2025 at 4:09 PM
New publication: “A Multivariate Realized GARCH Model” in the Journal of Econometrics with Ilya Archakov and Asger Lunde.
A new class of multivariate GARCH models that incorporate realized measures -- flexible and scalable.
#Econometrics #GARCH #Finance
www.sciencedirect.com/science/arti...
A new class of multivariate GARCH models that incorporate realized measures -- flexible and scalable.
#Econometrics #GARCH #Finance
www.sciencedirect.com/science/arti...
Harvard's past international students include incubator of Moderna, co-founder of Facebook, at least 11 Nobel Prize winners, and 14 heads of state.
May 22, 2025 at 10:08 PM
Harvard's past international students include incubator of Moderna, co-founder of Facebook, at least 11 Nobel Prize winners, and 14 heads of state.
Interessant. Bemærker at Course Coordinator deler navn med Agnete Vienberg Hansen, som afbrød partilederrunden til Folkemødet på Bornholm.
May 8, 2025 at 6:13 PM
Interessant. Bemærker at Course Coordinator deler navn med Agnete Vienberg Hansen, som afbrød partilederrunden til Folkemødet på Bornholm.
Most economists understand that tariffs will fix all our economic problems—just as the promotion of hydroxychloroquine and bleach injections on national television ended the COVID-19 pandemic. #EconSky
April 13, 2025 at 2:19 AM
Most economists understand that tariffs will fix all our economic problems—just as the promotion of hydroxychloroquine and bleach injections on national television ended the COVID-19 pandemic. #EconSky