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~isPartOf:"Applied economics"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Gallant, A. Ronald"
~subject:"Estimation theory"
~type_genre:"Article in journal"
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Estimation theory
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Gallant, A. Ronald
Phillips, Peter C. B.
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Applied economics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Constrained estimation using penalization and MCMC
Gallant, A. Ronald
;
Hong, Han
;
Leung, Michael P.
;
Li, Jessie
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10013441728
Saved in:
2
A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states
Gallant, A. Ronald
;
Hong, Han
;
Khwaja, Ahmed
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 19-32
Persistent link: https://www.econbiz.de/10011974601
Saved in:
3
Purebred or hybrid? : reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 147-180
Persistent link: https://www.econbiz.de/10001772146
Saved in:
4
Estimation of stochastic volatility models with diagnostics
Gallant, A. Ronald
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 159-192
Persistent link: https://www.econbiz.de/10001336798
Saved in:
5
Convergence rates of SNP density estimators
Fenton, Victor M.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
3
,
pp. 719-727
Persistent link: https://www.econbiz.de/10001199879
Saved in:
6
Qualitative and asymptotic performance of SNP density estimators
Fenton, Victor M.
;
Gallant, A. Ronald
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 77-118
Persistent link: https://www.econbiz.de/10001755366
Saved in:
7
Nonlinear dynamic structures
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 871-907
Persistent link: https://www.econbiz.de/10001147138
Saved in:
8
Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
57
(
1989
)
5
,
pp. 1091-1120
Persistent link: https://www.econbiz.de/10001076166
Saved in:
9
Semi-nonparametric maximum likelihood estimation
Gallant, A. Ronald
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
2
,
pp. 363-390
Persistent link: https://www.econbiz.de/10001020997
Saved in:
10
New approaches to modelling, specification selection and econometric inference
Barnett, William A.
(
contributor
); …
- In:
Journal of econometrics
30
(
1985
)
1
Persistent link: https://www.econbiz.de/10001030422
Saved in:
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