Similar Search Results - EconBiz

Cross-validated SNP density estimates

Coppejans, Mark; Gallant, A. Ronald - In: Journal of econometrics 110 (2002) 1, pp. 27-65

Persistent link: https://www.econbiz.de/10001689441

Nonparametric Bayes subject to overidentified moment conditions

Gallant, A. Ronald - In: Journal of econometrics 228 (2022) 1, pp. 27-38

Persistent link: https://www.econbiz.de/10013441713

Generalised method of moments with latent variables

Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 2013

The contribution of generalized method of moments (Hansen and Singleton, 1982) was to allow frequentist inference regarding the parameters of a nonlinear structural model without having to solve the model. Provided there were no latent variables. The contribution of this paper is the same. With...

Persistent link: https://www.econbiz.de/10010368208

Simulated score methods and indirect inference for continuous-time models

Gallant, A. Ronald; Tauchen, George Eugene - 2010

Persistent link: https://www.econbiz.de/10003900666

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

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/10001755366

Alternative models for stock price dynamics

Chernov, Mikhail; Gallant, A. Ronald; Ghysels, Eric; … - In: Journal of econometrics 116 (2003) 1/2, pp. 225-257

Persistent link: https://www.econbiz.de/10001772148

Generalised method of moments with latent variables

Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 2013

The contribution of generalized method of moments (Hansen and Singleton, 1982) was to allow frequentist inference regarding the parameters of a nonlinear structural model without having to solve the model. Provided there were no latent variables. The contribution of this paper is the same. With...

Persistent link: https://www.econbiz.de/10010188137

Generalized method of moments with latent variables

Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 2013

Persistent link: https://www.econbiz.de/10010206776

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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