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Peter Reinhard Hansen

@profphansen.bsky.social
296 followers 119 following 133 posts

Econometrian and Latene Distinguished Professor in Economics at UNC, Chapel Hill. Previously: EUI, Stanford, Brown.

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Peter Reinhard Hansen @profphansen.bsky.social · 03/03/2026
North Carolina Sen. Thom Tillis to Kristi Noem: "I don't know if we'll have time for you to respond, because I'm giving you a performance evaluation here." 🔥🔥🔥 www.youtube.com/watch?v=Jijg...
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Peter Reinhard Hansen @profphansen.bsky.social · 04/10/2025
It’s rare, but not unheard of, for non-monarchs to put their faces on coins.
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Peter Reinhard Hansen @profphansen.bsky.social · 18/09/2025
A surprising result. Let X = Harasheh et al. (2023,Table 1) Y = Ha (2023, Table 1) Z = Table in image Then X - Y = Z.
Offsets between Harasheh et al. (2023,Table 1) and Ha (2023, Table 1)
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Peter Reinhard Hansen @profphansen.bsky.social · 18/09/2025
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-...
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Peter Reinhard Hansen @profphansen.bsky.social · 16/09/2025
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
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Peter Reinhard Hansen @profphansen.bsky.social · 12/09/2025
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.
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Peter Reinhard Hansen @profphansen.bsky.social · 02/09/2025
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.
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Peter Reinhard Hansen @profphansen.bsky.social · 03/08/2025
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:
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Peter Reinhard Hansen @profphansen.bsky.social · 03/08/2025
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
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Peter Reinhard Hansen @profphansen.bsky.social · 03/08/2025
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
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Peter Reinhard Hansen @profphansen.bsky.social · 28/07/2025
The new Prius is likely to receive a mixed reception.
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Peter Reinhard Hansen @profphansen.bsky.social · 22/07/2025
Vingegaard og Pogacar var begge bedre end Bjarne Riss, Jan Ulrich, og Pantani på toppen. Imponerende præstation i dag. #TdF
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Peter Reinhard Hansen @profphansen.bsky.social · 22/07/2025
44:56 Pogacar 44:58 Vingegaard Slog de lige Pantani's rekord med over et minut? #TdF
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Peter Reinhard Hansen @profphansen.bsky.social · 19/07/2025
#SlavaUkraine fra Dix Park, Raleigh, NC.
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Peter Reinhard Hansen @profphansen.bsky.social · 17/07/2025
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
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Peter Reinhard Hansen @profphansen.bsky.social · 17/07/2025
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...
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Peter Reinhard Hansen @profphansen.bsky.social · 26/06/2025
I agree with Mississippi Free Press: ‘FAFO’ is a Depraved Way to Respond to Suffering.
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Peter Reinhard Hansen @profphansen.bsky.social · 10/06/2025
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
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Peter Reinhard Hansen @profphansen.bsky.social · 02/06/2025
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
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Peter Reinhard Hansen @profphansen.bsky.social · 02/06/2025
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
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Peter Reinhard Hansen @profphansen.bsky.social · 02/06/2025
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...
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Peter Reinhard Hansen @profphansen.bsky.social · 22/05/2025
Harvard's past international students include incubator of Moderna, co-founder of Facebook, at least 11 Nobel Prize winners, and 14 heads of state.
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Peter Reinhard Hansen @profphansen.bsky.social · 09/05/2025
It’s this time of the year… #UNC Economics Commencement 2025 We have about 450 Econ Majors this year.
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Peter Reinhard Hansen @profphansen.bsky.social · 08/05/2025
Interessant. Bemærker at Course Coordinator deler navn med Agnete Vienberg Hansen, som afbrød partilederrunden til Folkemødet på Bornholm.
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Peter Reinhard Hansen @profphansen.bsky.social · 20/04/2025
Der ville være noget at juble over, hvis det var attraktive forhold i Europa🇪🇺 der fik forskerne til at komme. Der er altid 🧑‍🔬 👩‍🔬 som krydser Atlanten — i begge retninger. Den nuværende effekt — hvis den findes — vil være kortvarig. #dkforsk #dkmedier
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Peter Reinhard Hansen @profphansen.bsky.social · 13/04/2025
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
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Peter Reinhard Hansen @profphansen.bsky.social · 11/04/2025
In this "game", it is Trump who 'Does Not Have the Cards' There has been a large shift in international trade from 2000 to 2023. 🇺🇸 only accounts for 15% of Chinese exports today. (Slides 5-7). 🟦 countries trading more with the US than China 🟥 countries trading more with the China than US.
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Peter Reinhard Hansen @profphansen.bsky.social · 02/04/2025
Liberation Day Announcement in short: Savings being "liberated" from your retirement account.
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Peter Reinhard Hansen @profphansen.bsky.social · 26/03/2025
Det havde også betydning for andre vacciner. F.eks. droppede 🇩🇰 piger MFR2 vaccinen, i højere grad end drenge.
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Peter Reinhard Hansen @profphansen.bsky.social · 26/03/2025
For 10 år siden rullede denne TV2-dokumentar over skærmen. Effekten kunne ses med det samme: Antallet af HPV-vaccinationer faldt ⬇️ med to tredjedele. Den negative mediedækning betød, at der var omkring 35.000 færre vaccinerede 🇩🇰 kvinder, inden myndighederne delvist fik genskabt tilliden. #dkmedier
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Peter Reinhard Hansen @profphansen.bsky.social · 06/03/2025
When Christine Stabell Benn wrote this comment to @pauloffit.bsky.social in 2018, she already had high-quality data that disproved her scaremongering about the DTP 💉 Turns out their 2009 RCT study (which they did not find time to publish) contradicts their low-quality observational study.
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Peter Reinhard Hansen @profphansen.bsky.social · 21/02/2025
I used to admire Musk, but he is unwell and has become a liability to the companies he helped create.
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Peter Reinhard Hansen @profphansen.bsky.social · 21/02/2025
Snow days coming to an end at UNC.
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Peter Reinhard Hansen @profphansen.bsky.social · 16/02/2025
Not common, but there is some historical precedent for making the birthday of the political leader a national holiday... according to ChatGPT
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Peter Reinhard Hansen @profphansen.bsky.social · 16/02/2025
“We hear a lot of things from 🇺🇸 that we can spend much time analyzing. We can also spend our time on something else, which would be my recommendation.” 🇩🇰 prime minister 🎤💧 #SlavaUkraini
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Peter Reinhard Hansen @profphansen.bsky.social · 12/02/2025
På samme måde som TV2 dokumentaren om HPV vaccinen tog vigtige forbehold. #dkmedier
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Peter Reinhard Hansen @profphansen.bsky.social · 12/02/2025
Yet another jester🤡 eager to entertain the Court of Mar-a-Lago.
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Peter Reinhard Hansen @profphansen.bsky.social · 12/02/2025
Der er ikke noget at komme efter. Under overskriften "Instruktør bag DR-dokumentar svarer på skarp kritik fra økonomer" finder man stærke svar som dette.
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Peter Reinhard Hansen @profphansen.bsky.social · 12/02/2025
Tanken har også strejfet mig. Prof. A. Banerjee fra MIT har publiceret forskning om kolonialisme og har et imponerende CV med 92.439 Google Scholar-citater. DR's ekspert, Prof. A. Banerjee fra BML Munjal University, har 150 Google Scholar-citater.
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Peter Reinhard Hansen @profphansen.bsky.social · 05/02/2025
His gone... happy now?
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Peter Reinhard Hansen @profphansen.bsky.social · 05/02/2025
Overskriften ville måske give mening hvis @politiken.dk havde brugt dette billede til artiklen.
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Peter Reinhard Hansen @profphansen.bsky.social · 24/01/2025
Tag den DR…. Velkommen til Nysted Orgelmuseum.
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Peter Reinhard Hansen @profphansen.bsky.social · 08/01/2025
Fake konspirationsteori ifølge ChatGPT.
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Peter Reinhard Hansen @profphansen.bsky.social · 08/01/2025
History buff... he is not. #Greenland Source: Library of Congress: www.loc.gov/item/17026158/
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Peter Reinhard Hansen @profphansen.bsky.social · 08/01/2025
***citation needed***
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Peter Reinhard Hansen @profphansen.bsky.social · 30/11/2024
Good news about capitalism seems to offend more than bad news about socialism. With BlueSky's open-source policy, it’s only a matter of time before a diff-in-diff paper estimates the melting point of a snowflake ❄️
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Peter Reinhard Hansen @profphansen.bsky.social · 27/11/2024
The ruble follows the trend of descending Russians... falling straight off the balcony. 💸📉 #Ruble
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Peter Reinhard Hansen @profphansen.bsky.social · 22/11/2024
There is hope.
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Peter Reinhard Hansen @profphansen.bsky.social · 16/11/2024
Five years ago, RFK Jr. exploited a nursing error in 🇼🇸 Samoa to promote his #antivax Vaccine uptake plummeted >70 young children (four years and younger) died from measles shortly after. For perspective: 1 in 150 babies died in Samoa... country ran out of baby ⚰️ en.wikipedia.org/wiki/2019_Sa...
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Peter Reinhard Hansen @profphansen.bsky.social · 25/08/2024
Data from nordcan.iarc.fr/en Tweet motivated by this Open Access article. Similar results were documented in Australia, Scotland, and Sweden. onlinelibrary.wiley.com/doi/10.1002/...
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