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~isPartOf:"Working paper series economics and econometrics"
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Estimation theory
3
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Gallant, A. Ronald
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Tauchen, George Eugene
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Working paper series economics and econometrics
Working Papers / Duke University, Department of Economics
419
Journal of econometrics
35
Journal of Econometrics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
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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An Elgar reference collection
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The international library of critical writings in econometrics
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Advances in quantitative analysis of finance and accounting : a research annual
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Functional structure and approximation in econometrics
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Macroeconomic dynamics
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Computation and estimation in finance and economics
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Computing in Economics and Finance 1997
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Computing in Economics and Finance 2000
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Discussion Papers / Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
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Nonlinear dynamic structures
Gallant, A. Ronald
;
Rossi, Peter E.
;
Tauchen, George Eugene
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809496
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2
Stock prices and volume
Gallant, A. Ronald
;
Rossi, Peter E.
;
Tauchen, George Eugene
-
1990
Persistent link: https://www.econbiz.de/10000811126
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3
Adaptive truncation rules for seminonparametric estimators that achieve asymptotic normality
Eastwood, Brian J.
;
Gallant, A. Ronald
-
1987
Persistent link: https://www.econbiz.de/10000766230
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4
Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald
;
Tauchen, George Eugene
-
1988
-
Rev
Persistent link: https://www.econbiz.de/10000766236
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5
On fitting a recalcitrant series : the pound dollar exchange rate, 1974 - 83
Gallant, A. Ronald
;
Hsieh, David A.
;
Tauchen, George Eugene
-
1988
Persistent link: https://www.econbiz.de/10000766237
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