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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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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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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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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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Adaptive truncation rules for seminonparametric estimators that achieve asymptotic normality
Eastwood, Brian J.; Gallant, A. Ronald - 1987
Persistent link: https://www.econbiz.de/10000766230