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~isPartOf:"Journal of econometrics"
~person:"Tauchen, George Eugene"
~subject:"Method of moments"
~subject:"USA"
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Tauchen, George Eugene
Chen, Xiaohong
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Gallant, A. Ronald
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Journal of econometrics
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Computation and estimation in finance and economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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The relative efficiency of method of moments estimators
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
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Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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