Similar Search Results

Professor C. R. Mudgeon and the

Monahan, John F. - In: The American Statistician 60 (2006) February, pp. 50-52

Persistent link: https://www.econbiz.de/10005238057

Fully Bayesian analysis of ARMA time series models

Monahan, John F. - In: Journal of Econometrics 21 (1983) 3, pp. 307-331

Persistent link: https://www.econbiz.de/10005192545

A stationary stochastic approximation method

Liddle, Roger F.; Monahan, John F. - In: Journal of Econometrics 38 (1988) 1-2, pp. 91-102

Persistent link: https://www.econbiz.de/10005192924

Reflections on the probability space induced by moment conditions with implications for Bayesian inference

Gallant, A. Ronald - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 229-247

Persistent link: https://www.econbiz.de/10011588992

Reflections on the probability space induced by moment conditions with implications for Bayesian inference : author response to comments

Gallant, A. Ronald - In: Journal of financial econometrics : official journal of … 14 (2016) 2, pp. 284-294

Persistent link: https://www.econbiz.de/10011591037

Nonparametric Bayes subject to overidentified moment conditions

Gallant, A. Ronald - In: Journal of econometrics 228 (2022) 1, pp. 27-38

Persistent link: https://www.econbiz.de/10013441713

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

Comment

Gallant, A. Ronald - In: Journal of Business & Economic Statistics 25 (2007) April, pp. 151-152

Persistent link: https://www.econbiz.de/10005429993

Generalized Method of Moments with Latent Variables

Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe - C.E.P.R. Discussion Papers - 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/10011083999

Estimating substitution elasticities with the Fourier cost function : Some Monte Carlo results

Chalfant, James A.; Gallant, A. Ronald - In: Journal of Econometrics 28 (1985) 2, pp. 205-222

Persistent link: https://www.econbiz.de/10005052752