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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
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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
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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
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Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size
Barnett, William A.; Gallant, A. Ronald; Hinich, Melvin J. - In: Functional structure and approximation in econometrics, (pp. 529-548). 2004
Persistent link: https://www.econbiz.de/10003054670
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Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale
Gallant, A. Ronald; Tauchen, George Eugene - In: Journal of econometrics 205 (2018) 1, pp. 140-155
Persistent link: https://www.econbiz.de/10012110246
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[Rezension von: Gallant, A. R., ..., A unified theory of estimation and inference for nonlinear dynamic models]
Domowitz, Ian - In: Journal of economic literature 28 (1990) 1, pp. 90-92
Persistent link: https://www.econbiz.de/10001344160
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Robustness of Nonlinearity and Chaos Tests to Measurement Error, Inference Method, and Sample Size
BARNETT, WILLIAM A.; RONALD GALLANT, A.; HINICH, MELVIN J. - In: Functional structure and approximation in econometrics, (pp. 529-548). 2004
Persistent link: https://www.econbiz.de/10015387544