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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
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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
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Nonlinear models
Bierens, Herman J. (contributor);  … - 1997
Persistent link: https://www.econbiz.de/10000957342
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Nonlinear models ; 1
Bierens, Herman J. (ed.); Gallant, A. Ronald (ed.) - 1997
Persistent link: https://www.econbiz.de/10000957343
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Nonlinear models ; 2
Bierens, Herman J. (ed.); Gallant, A. Ronald (ed.) - 1997
Persistent link: https://www.econbiz.de/10000957344
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On the determination of general scientific models
Gallant, A. Ronald (contributor);  … - 2004 - This draft September 2004
Persistent link: https://www.econbiz.de/10003770545
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A statistical inquiry into the plausibility of recursive utility
Gallant, A. Ronald; Hong, Han - In: Journal of financial econometrics : official journal of … 5 (2007) 4, pp. 523-559
Persistent link: https://www.econbiz.de/10003570720
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Dynamic entry with cross product spillovers : an application to the generic drug industry
Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed - 2010
Persistent link: https://www.econbiz.de/10009560355
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Bayesian estimation of a dynamic game with endogenous, partially observed, serially correlated state
Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed - 2011
Persistent link: https://www.econbiz.de/10009561727
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Measuring ambiguity aversion
Gallant, A. Ronald; Jahan-Parvar, Mohammad R.; Liu, Hening - 2015
Persistent link: https://www.econbiz.de/10011410293