Peter Reinhard Hansen

Peter Reinhard Hansen is Professor of Econometrics at the European University Institute (EUI) in Florence, Italy, and the director of (EC)^2 conference series. He holds a M.Sc in Mathematics and Economics from University of Copenhagen and a Ph.D. in Economics from University of California, San Diego. Before joining the Department of Economics at EUI in 2011, he was Assistant Professor of Economics at Brown University (2000-2004) and Stanford University (2004-2012).

His research spans the topics: forecasting, volatility, cointegration, and multiple testing, and his main contributions to econometrics include the Test for Superior Predictability; the Model Confidence Set and the Realized Kernel Estimator; and the Winner's Curse of Model Selection. He is associate editor for Quantitative Economics, Journal of Applied Econometrics, and Econometric Theory. In 2014 Hansen was named on Thomson Reuters' list of the World’s Most Influential Scientific Minds

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