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Results: 1-9 |
Results: 9

Authors: GALLANT AR TAUCHEN G
Citation: Ar. Gallant et G. Tauchen, REPROJECTING PARTIALLY OBSERVED SYSTEMS WITH APPLICATION TO INTEREST-RATE DIFFUSIONS, Journal of the American Statistical Association, 93(441), 1998, pp. 10-24

Authors: TAUCHEN G
Citation: G. Tauchen, THE OBJECTIVE FUNCTION OF SIMULATION ESTIMATORS NEAR THE BOUNDARY OF THE UNSTABLE REGION OF THE PARAMETER SPACE, Review of economics and statistics, 80(3), 1998, pp. 389-398

Authors: GALLANT AR HSIEH D TAUCHEN G
Citation: Ar. Gallant et al., ESTIMATION OF STOCHASTIC VOLATILITY MODELS WITH DIAGNOSTICS, Journal of econometrics, 81(1), 1997, pp. 159-192

Authors: TAUCHEN G ZHANG H LIU M
Citation: G. Tauchen et al., VOLUME, VOLATILITY, AND LEVERAGE - A DYNAMIC ANALYSIS, Journal of econometrics, 74(1), 1996, pp. 177-208

Authors: GALLANT AR TAUCHEN G
Citation: Ar. Gallant et G. Tauchen, WHICH MOMENTS TO MATCH, Econometric theory, 12(4), 1996, pp. 657-681

Authors: BANSAL R GALLANT AR HUSSEY R TAUCHEN G
Citation: R. Bansal et al., NONPARAMETRIC-ESTIMATION OF STRUCTURAL MODELS FOR HIGH-FREQUENCY CURRENCY MARKET DATA, Journal of econometrics, 66(1-2), 1995, pp. 251-287

Authors: TAUCHEN G
Citation: G. Tauchen, THE JOURNAL OF BUSINESS AND ECONOMIC STATISTICS - THE 1ST 10 YEARS AND A LOOK-AHEAD, Journal of business & economic statistics, 11(4), 1993, pp. 425-425

Authors: TAUCHEN G
Citation: G. Tauchen, REMARKS ON MY TERM AT JBES, Journal of business & economic statistics, 11(4), 1993, pp. 428-431

Authors: GALLANT AR ROSSI PE TAUCHEN G
Citation: Ar. Gallant et al., NONLINEAR DYNAMIC STRUCTURES, Econometrica, 61(4), 1993, pp. 871-907
Risultati: 1-9 |