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Adaptive rules for seminonparametric estimators that achieve asymptotic normality
Eastwood, Brian J.
- In:
Econometric theory
7
(
1991
)
3
,
pp. 307-340
Persistent link: https://www.econbiz.de/10001118059
Saved in:
2
Identification et convergence en régression semi-non-paramétrique
Gallant, A. Ronald
- In:
Annales de l'INSEE
59
(
1985
),
pp. 1-278
Persistent link: https://www.econbiz.de/10001266391
Saved in:
3
An introduction to econometric theory : measure-theoretic probability and statistics with applications to economics
Gallant, A. Ronald
-
1997
Persistent link: https://www.econbiz.de/10000619800
Saved in:
4
Reflections on the probability space induced by moment conditions with implications for Bayesian inference
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 229-247
Persistent link: https://www.econbiz.de/10011588992
Saved in:
5
Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments
Gallant, A. Ronald
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 284-294
Persistent link: https://www.econbiz.de/10011591037
Saved in:
6
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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7
[Rezension von: Gallant, A. R., An introduction to econometric theory]
MacCrorie, J. Roderick
- In:
Economica
67
(
2000
),
pp. 298-299
Persistent link: https://www.econbiz.de/10001518519
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8
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
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9
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
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10
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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