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Rossi, Peter E.
215
Gallant, A. Ronald
184
Tauchen, George
136
Tauchen, George Eugene
109
Todorov, Viktor
59
Allenby, Greg M.
54
Bollerslev, Tim
42
Dubé, Jean-Pierre
31
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22
Hitsch, Güenter J.
18
Zhou, Hao
18
Bansal, Ravi
17
Aldrich, Eric M.
16
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15
Sizova, Natalia
15
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14
Ghysels, Eric
13
Hong, Han
13
Rossi, Peter
13
Grynkiv, Iaryna
11
Kim, Jaehwan
11
Li, Jia
11
Manuelli, Rodolfo E.
11
Tauchen, George E.
11
Ahn, Dong-Hyun
10
Fernández-Villaverde, Jesús
10
Jacquier, Eric
10
Jones, Larry E.
10
Khwaja, Ahmed
10
Kretschmer, Uta
10
Pigorsch, Christian
10
Ronald Gallant, A.
10
Barnett, William A.
9
Chernov, Mikhail
9
Hitsch, Günter J.
9
Kashyap, Anil K.
9
Gallant, A.Ronald
8
Hinich, Melvin J.
8
Jungeilges, Jochen A.
8
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Duke University, Department of Economics
37
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6
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5
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4
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1
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1
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1
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70
Journal of Econometrics
43
Working Papers / Duke University, Department of Economics
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24
ERID working paper
19
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14
Economic Research Initiatives at Duke (ERID) Working Paper
13
Journal of Business & Economic Statistics
12
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12
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10
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8
NBER Working Paper
8
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Journal of the American Statistical Association : JASA
7
CREATES Research Papers
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6
The review of economics and statistics
6
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5
Economics Letters
5
Economics letters
5
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NBER Working Papers
5
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5
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4
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4
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Econometrica
4
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Functional structure and approximation in econometrics
4
Handbooks in economics
4
Journal of economic dynamics & control
4
Journal of marketing research
4
Journal of political economy
4
The American economic review
4
Working paper / National Bureau of Economic Research, Inc
4
An Elgar reference collection
3
Chicago Booth Research Paper
3
Econometric Theory
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ECONIS (ZBW)
338
RePEc
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78
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9
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4
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1
Nonlinear dynamic structures
Gallant, A. Ronald
;
Rossi, Peter E.
;
Tauchen, George Eugene
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809496
Saved in:
2
Stock prices and volume
Gallant, A. Ronald
;
Rossi, Peter E.
;
Tauchen, George Eugene
-
1990
Persistent link: https://www.econbiz.de/10000811126
Saved in:
3
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:
4
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
Saved in:
5
Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald
;
Hsu, Chiente
;
Tauchen, George Eugene
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
Saved in:
6
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
Gallant, A. Ronald
- In:
Journal of econometrics
45
(
1990
)
1
,
pp. 141-179
Persistent link: https://www.econbiz.de/10001332076
Saved in:
7
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:
8
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
Saved in:
9
The relative efficiency of method of moments estimators
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 149-172
Persistent link: https://www.econbiz.de/10001400094
Saved in:
10
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:
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