Narrow search
Showing 1 - 10 of 98
Cover Image
Nonlinear dynamic structures
Gallant, A. Ronald; Rossi, Peter E.; Tauchen, George Eugene - 1990 - Rev
Persistent link: https://www.econbiz.de/10000809496
Cover Image
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
Cover Image
Stock prices and volume
Gallant, A. Ronald - In: The review of financial studies 5 (1992) 2, pp. 199-242
Persistent link: https://www.econbiz.de/10001123796
Cover Image
Nonlinear dynamic structures
Gallant, A. Ronald - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 4, pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Cover Image
Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald - In: Macroeconomic dynamics 1 (1997) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Cover Image
Bayesian estimation of state space models using moment conditions
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - In: Journal of econometrics 201 (2017) 2, pp. 198-211
Persistent link: https://www.econbiz.de/10011918691
Cover Image
A time series model with periodic stochastic regime switching
Ghysels, Eric - 1993
Persistent link: https://www.econbiz.de/10000865918
Cover Image
Seasonal extraction in the presence of feedback
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 5 (1987) 2, pp. 191-194
Persistent link: https://www.econbiz.de/10003559445
Cover Image
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric - In: Macroeconomic dynamics 4 (2000) 4, pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
Cover Image
Some econometric recipes for high-frequency data cooking
Ghysels, Eric - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 154-163
Persistent link: https://www.econbiz.de/10001469563