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Tapping the supercomputer under your desk : solving dynamic equilibrium models with graphics processors

Aldricha, Eric M.; Fernández-Villaverde, Jesús; … - 2010

Persistent link: https://www.econbiz.de/10009560935

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

Habit, long-run risks, prospect? : a statistical inquiry

Aldrich, Eric M.; Gallant, A. Ronald - In: Journal of financial econometrics : official journal of … 9 (2011) 4, pp. 589-618

Persistent link: https://www.econbiz.de/10009407379

Generalized method of moments with latent variables

Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - 2013

Persistent link: https://www.econbiz.de/10010206776

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/10010188137