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On efficient estimation of the ordered response model
Coppejans, Mark - In: Journal of econometrics 137 (2007) 2, pp. 577-614
Persistent link: https://www.econbiz.de/10003442004
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On Kolmogorov's representation of funtions of several variables by functions of one variable
Coppejans, Mark - In: Journal of econometrics 123 (2004) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10002223678
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Effective nonparametric estimation in the case of severely discretized data
Coppejans, Mark - In: Journal of econometrics 117 (2003) 2, pp. 331-367
Persistent link: https://www.econbiz.de/10001799204
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Estimation of the binary response model using a mixture of distributions estimator (MOD)
Coppejans, Mark - In: Journal of econometrics 102 (2001) 2, pp. 231-269
Persistent link: https://www.econbiz.de/10001580618
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A single-blind controlled competition among tests for nonlinearity and chaos
Barnett, William A.; Gallant, A.Ronald; Hinich, Melvin J.; … - In: Journal of econometrics 82 (1998) 1, pp. 157-192
Persistent link: https://www.econbiz.de/10006790203
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Estimation of stochastic volatility models with diagnostics
Gallant, A.Ronald; Hsieh, David; Tauchen, George - In: Journal of econometrics 81 (1997) 1, pp. 159-192
Persistent link: https://www.econbiz.de/10006791206
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Qualitative and asymptotic performance of SNP density estimators
Fenton, Victor M.; Gallant, A.Ronald - In: Journal of econometrics 74 (1996) 1, pp. 77-118
Persistent link: https://www.econbiz.de/10006796322
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Nonparametric estimation of structural models for high-frequency currency market data
Bansal, Ravi; Gallant, A.Ronald; Hussey, Robert; … - In: Journal of econometrics 66 (1995) 1-2, pp. 251-288
Persistent link: https://www.econbiz.de/10006798473
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A Gaussian approximation scheme for computation of option prices in stochastic volatility models
Cheng, Ai-ru (Meg); Gallant, A.Ronald; Ji, Chuanshu; … - In: Journal of econometrics 146 (2008) 1, pp. 44-58
Persistent link: https://www.econbiz.de/10008109085
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Purebred or hybrid?: Reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun; Dittmar, Robert F.; Gallant, A.Ronald; … - In: Journal of econometrics 116 (2003) 1, pp. 147-180
Persistent link: https://www.econbiz.de/10006761941