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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
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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
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The objective function of simulation estimators near the boundary of the unstable region of the parameter space
Tauchen, George Eugene - In: The review of economics and statistics 80 (1998) 3, pp. 389-398
Persistent link: https://www.econbiz.de/10001245214
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New minimum chi-square methods in empirical finance
Tauchen, George Eugene - 1997
Persistent link: https://www.econbiz.de/10001328729
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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
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Seminonparametric estimation of conditionally constrained heterogeneous processes : asset pricing applications
Gallant, A. Ronald; Tauchen, George Eugene - 1988 - Rev
Persistent link: https://www.econbiz.de/10000766236
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Nonlinear dynamic structures
Gallant, A. Ronald; Rossi, Peter E.; Tauchen, George Eugene - 1990 - Rev
Persistent link: https://www.econbiz.de/10000809496
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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
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Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald - In: Macroeconomic dynamics 1 (1997) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
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Which moments to match?
Gallant, A. Ronald - In: Econometric theory 12 (1996) 4, pp. 657-681
Persistent link: https://www.econbiz.de/10001210205