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Finite state Markov chain approximations to univariate and vector autoregressions

Tauchen, George Eugene - In: Economics letters 20 (1986) 2, pp. 177-181

Persistent link: https://www.econbiz.de/10001008731

A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions

Tauchen, George Eugene - In: Economics letters 20 (1986) 2, pp. 151-155

Persistent link: https://www.econbiz.de/10001008736

Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data

Tauchen, George Eugene - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 4, pp. 397-425

Persistent link: https://www.econbiz.de/10001012588

New minimum chi-square methods in empirical finance

Tauchen, George Eugene - 1997

Persistent link: https://www.econbiz.de/10001328729

The bias of test for a risk premium in forward exchange rates

Tauchen, George Eugene - In: Journal of empirical finance 8 (2001) 5, pp. 695-704

Persistent link: https://www.econbiz.de/10001655362

Stochastic volatility in general equilibrium

Tauchen, George - In: The quarterly journal of finance 1 (2011) 4, pp. 707-731

Persistent link: https://www.econbiz.de/10010009170

New directions in nonlinear structural estimation : Bayes and Frequentist: editorial

Tauchen, George Eugene - In: Journal of econometrics 228 (2022) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10013441706

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

Complementary Bayesian method of moments strategies

Gallant, A. Ronald - In: Journal of Applied Econometrics 35 (2020) 4, pp. 422-439

Persistent link: https://www.econbiz.de/10012273429

Imposing Curvature Restrictions on Flexible Functional Forms

Gallant, A. Ronald; Golub, Gene H. - 1982

Persistent link: https://www.econbiz.de/10012235354

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