Nonlinear Dynamic Structures
Year of publication: |
1993
|
---|---|
Authors: | Gallant, A.Ronald ; Rossi, Peter E. ; Tauchen, George |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 61.1993, 4, p. 871-908
|
Saved in:
Saved in favorites
Similar items by person
-
Estimation of stochastic volatility models with diagnostics
Gallant, A.Ronald, (1997)
-
Nonparametric estimation of structural models for high-frequency currency market data
Bansal, Ravi, (1995)
-
Reprojecting Partially Observed Systems With Application to Interest Rate Diffusions
Gallant, A.Ronald, (1998)
- More ...