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Reprojecting Partially Observed Systems With Application to Interest Rate Diffusions
Gallant, A.Ronald; Tauchen, George - In: Journal of the American Statistical Association : JASA 93 (1998) 441, pp. 10-24
Persistent link: https://www.econbiz.de/10006629323
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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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Convergence Rates of SNP Density Estimators
Fenton, Victor M.; Gallant, A.Ronald - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 3, pp. 719-727
Persistent link: https://www.econbiz.de/10006794189
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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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Nonlinear Dynamic Structures
Gallant, A.Ronald; Rossi, Peter E.; Tauchen, George - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 871-908
Persistent link: https://www.econbiz.de/10006805377
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The 2001 JBES Invited Paper - Reply - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
Durham, Garland B.; Gallant, A.Ronald - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 335-338
Persistent link: https://www.econbiz.de/10008216269
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The 2001 JBES Invited Paper - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
Durham, Garland B.; Gallant, A.Ronald - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 3, pp. 297-316
Persistent link: https://www.econbiz.de/10008216277
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The 2007 Invited Address - Comment - On the Fit of New Keynesian Models
Gallant, A.Ronald - In: Journal of business & economic statistics : JBES ; a … 25 (2007) 2, pp. 151
Persistent link: https://www.econbiz.de/10008221866