//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Cross Validated SNP Density Es...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
56
Theory
55
Estimation theory
29
Schätztheorie
29
Bayes-Statistik
22
Bayesian inference
22
Econometrics
15
Volatility
15
Ökonometrie
15
USA
14
United States
14
Volatilität
14
Estimation
13
Schätzung
13
Börsenkurs
12
CAPM
12
Share price
12
Momentenmethode
10
Probability theory
10
Wahrscheinlichkeitsrechnung
10
Method of moments
9
Computer
8
Data processing
8
Datenverarbeitung
8
Dynamic programming
8
Dynamische Optimierung
8
Risk premium
8
Decision under uncertainty
7
Entscheidung unter Unsicherheit
7
Forecast Evaluation
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risikoaversion
7
Risk aversion
7
Structural Change
7
jumps
7
Risikoprämie
6
Time series analysis
6
Zeitreihenanalyse
6
Dynamic game
5
more ...
less ...
Online availability
All
Free
417
Undetermined
60
Type of publication
All
Book / Working Paper
507
Article
140
Other
3
Journal
2
Type of publication (narrower categories)
All
Article in journal
55
Aufsatz in Zeitschrift
55
Working Paper
20
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Aufsatz im Buch
5
Book section
5
Collection of articles of several authors
2
Sammelwerk
2
Article
1
Aufsatzsammlung
1
Einführung
1
Festschrift
1
Lehrbuch
1
Mehrbändiges Werk
1
Monografische Reihe
1
Multi-volume publication
1
Rezension
1
Series
1
Textbook
1
Thesis
1
more ...
less ...
Language
All
Undetermined
506
English
145
French
1
Author
All
Gallant, A. Ronald
182
Coppejans, Mark
62
Tauchen, George
49
Rossi, Barbara
30
Sieg, Holger
28
Tower, Edward
26
Peretto, Pietro F.
21
Smith, V. Kerry
21
Tauchen, George Eugene
21
Aldrich, Eric M.
17
Hong, Han
13
Domowitz, Ian
12
Gokcekus, Omer
12
Yildirim, Huseyin
12
Arcidiacono, Peter
11
Vettas, Nikolaos
11
Ahn, Dong-Hyun
10
Fernández-Villaverde, Jesús
10
Giacomini, Raffaella
10
Khwaja, Ahmed
10
Ronald Gallant, A.
10
Barnett, William A.
9
Bianchi, Francesco
9
Bollerslev, Tim
9
Chernov, Mikhail
9
Ghysels, Eric
9
Kelley, Allen C.
9
Sadowski, Philipp
9
Todorov, Viktor
9
Bansal, Ravi
8
Bayer, Patrick
8
Hinich, Melvin J.
8
Jungeilges, Jochen A.
8
Kaplan, Daniel T.
8
Ambrus, Attila
7
Bayer, Patrick J.
7
Dittmar, Robert F.
7
Gilleskie, Donna
7
Inoue, Atsushi
7
Peretto, Pietro
7
more ...
less ...
Institution
All
Duke University, Department of Economics
419
National Bureau of Economic Research
4
National Bureau of Economic Research (NBER)
4
Carnegie Mellon University, Tepper School of Business
3
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
2
Society for Computational Economics - SCE
2
C.E.P.R. Discussion Papers
1
Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
1
Department of Economics, University of Kansas
1
Duke University / Department of Economics
1
Duke University <Durham, NC> / Department of Economics
1
EconWPA
1
Econometric Society
1
Society for Economic Dynamics - SED
1
more ...
less ...
Published in...
All
Working Papers / Duke University, Department of Economics
419
Journal of econometrics
35
Journal of Econometrics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
ERID working paper
5
The review of economics and statistics
5
Working paper series economics and econometrics
5
NBER Working Paper
4
NBER Working Papers
4
NBER working paper series
4
The review of financial studies
4
Working paper / National Bureau of Economic Research, Inc.
4
An Elgar reference collection
3
Economic Research Initiatives at Duke (ERID) Working Paper Series
3
GSIA Working Papers
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The Review of Economics and Statistics
3
The international library of critical writings in econometrics
3
Working paper / National Bureau of Economic Research, Inc
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Annals of applied econometrics
2
CIRANO Working Papers
2
Econometric Theory
2
Econometric theory
2
Faculty research papers / The Fuqua School of Business, Duke University
2
Functional structure and approximation in econometrics
2
Journal of Business & Economic Statistics
2
Journal of economic dynamics & control
2
Macroeconomic Dynamics
2
Macroeconomic dynamics
2
Review of Economic Studies
2
2008 Meeting Papers
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CEPR Discussion Papers
1
Computation and estimation in finance and economics
1
Computing in Economics and Finance 1997
1
Computing in Economics and Finance 2000
1
Discussion Paper
1
Discussion Papers / Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
1
more ...
less ...
Source
All
RePEc
479
ECONIS (ZBW)
141
OLC EcoSci
17
BASE
9
EconStor
3
USB Cologne (EcoSocSci)
2
Other ZBW resources
1
more ...
less ...
Showing
21
-
30
of
652
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Qualitative and Asymptotic Performance of SNP Density Estimators
Fenton, Victor
;
Gallant, A. Ronald
-
Duke University, Department of Economics
-
1996
The SNP estimator is the most convenient nonparametric method for simultaneously estimating the parameters of a nonlinear model and the density of a latent process by maximum likelihood. To determine if this convenience comes at a price, we assess the qualitative behavior of SNP in finite...
Persistent link: https://www.econbiz.de/10005439810
Saved in:
22
Estimation of Stochastic Volatility Models with Diagnostics
Gallant, A. Ronald
;
Hsieh, David
;
Tauchen, George
-
Duke University, Department of Economics
-
1995
Efficient Method of Moments (EMM) is used to fit the standard stochastic volatility model and various extensions to several daily financial time series. EMM matches to the score of a model determined by data analysis called the score generator. Discrepancies reveal characteristics of data that...
Persistent link: https://www.econbiz.de/10005439813
Saved in:
23
Comments on Calibration
Gallant, A. Ronald
-
Duke University, Department of Economics
-
1996
This paper summarizes comments at the Panel Discussion on Calibration at the Seventh World Congress of the Econometric Society, Keio University, Tokyo, Japan, 22-29 August 1995.
Persistent link: https://www.econbiz.de/10005439815
Saved in:
24
Efficient Method of Moments
Gallant, A. Ronald
;
Tauchen, George
-
Duke University, Department of Economics
-
2002
We describe a computationally intensive methodology for the estimation and analysis of partially observable nonlinear systems. An example from epidemiology is the SEIR model, which is a system of differential equations with random coefficients that describe a population in terms of four state...
Persistent link: https://www.econbiz.de/10005439832
Saved in:
25
Alternative Models for Stock Price Dynamic
Chernov, Mikhail
;
Gallant, A. Ronald
;
Ghysels, Eric
; …
-
Duke University, Department of Economics
-
2002
This paper evaluates the role of various volatility specifications, such as multiple stochastic volatility (SV) factors and jump components, in appropriate modeling of equity return distributions. We use estimation technology that facilitates non-nested model comparisons and use a long data set...
Persistent link: https://www.econbiz.de/10005439838
Saved in:
26
Specification Analysis of Continuous Time Models in Finance
Gallant, A. Ronald
;
Tauchen, George E.
-
Duke University, Department of Economics
-
1995
The paper describes the use of the Gallant-Tauchen efficient method of moments (EMM) technique for diagnostic checking of stochastic differential equations (SDEs) estimated from financial market data. The EMM technique is a simulation-based method that uses the score function of an auxiliary...
Persistent link: https://www.econbiz.de/10005198728
Saved in:
27
Estimating Stochastic Differential Equations Efficiently by Minimum Chi-Square
Gallant, A. Ronald
;
Long, Jonathan R.
-
Duke University, Department of Economics
-
1996
We propose a minimum chi-square estimator for the parameters of an ergodic system of stochastic differential equations with partially observed state. We prove that the efficiency of the estimator approaches that of maximum likelihood as the number of moment functions entering the chi-square...
Persistent link: https://www.econbiz.de/10005198744
Saved in:
28
Estimation of Continuous Time Models for Stock Returns and Interest Rates
Tauchen, George E.
;
Gallant, A. Ronald
-
Duke University, Department of Economics
-
1995
The paper uses and extends the Efficient Method of Moments (EMM) technique to estimate and test continuous time diffusion models for stock returns and interest rates. The EMM technique, developed in previous papers by Gallatn and Tauchen along with various collaborators, is a simulation-based...
Persistent link: https://www.econbiz.de/10005114033
Saved in:
29
Estimation of the binary response model using a mixture of distributions estimator (MOD)
Coppejans, Mark
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 231-269
Persistent link: https://www.econbiz.de/10001580618
Saved in:
30
Flexible but parsimonious demand designs : the case of gasoline
Coppejans, Mark
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 680-692
Persistent link: https://www.econbiz.de/10001791777
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->