E-LIB Suche - Ergebnisse für: Gallant, A. Ronald

1

Finite Lag Estimation of Non-Markovian Processes:

Gallant, A Ronald ; White, Halbert L
Journal of Financial Econometrics. , 2024

Link: https://doi.org/10.1093/..

2

Variance–covariance from a metropolis chain on a curved, si..:

Gallant, A. Ronald
Journal of Econometrics. 235 (2023) 2 - p. 843-861 , 2023

Link: https://doi.org/10.1016/..

3

Experience as Co-Editor, A. Ronald Gallant:

Ronald Gallant, A.
Journal of Econometrics. , 2023

Link: https://doi.org/10.1016/..

4

Nonparametric Bayes subject to overidentified moment condit..:

Gallant, A. Ronald
Journal of Econometrics. 228 (2022) 1 - p. 27-38 , 2022

Link: https://doi.org/10.1016/..

5

Constrained estimation using penalization and MCMC:

Gallant, A. Ronald ; Hong, Han ; Leung, Michael P..
Journal of Econometrics. 228 (2022) 1 - p. 85-106 , 2022

Link: https://doi.org/10.1016/..

6

Cash Flows Discounted Using a Model-Free SDF Extracted unde..:

Gallant, A. Ronald ; Tauchen, George
Journal of Risk and Financial Management. 14 (2021) 3 - p. 100 , 2021

Link: https://doi.org/10.3390/..

7

Complementary Bayesian method of moments strategies:

Gallant, A. Ronald
Journal of Applied Econometrics. 35 (2020) 4 - p. 422-439 , 2020

Link: https://doi.org/10.1002/..

8

Does Smooth Ambiguity Matter for Asset Pricing?:

Gallant, A. Ronald ; Jahan-Parvar, Mohammad R. ; Liu, Hening
The Review of Financial Studies. 32 (2019) 9 - p. 3617-3666 , 2019

Link: https://www.jstor.org/st..

9

The Dynamic Spillovers of Entry: An Application to the Gene..:

Gallant, A. Ronald ; Hong, Han ; Khwaja, Ahmed
Management Science. 64 (2018) 3 - p. 1189-1211 , 2018

Link: https://www.jstor.org/st..

10

Exact Bayesian moment based inference for the distribution ..:

Ronald Gallant, A. ; Tauchen, George
Journal of Econometrics. 205 (2018) 1 - p. 140-155 , 2018

Link: https://doi.org/10.1016/..

11

Does Smooth Ambiguity Matter for Asset Pricing?:

Gallant, A Ronald ; R Jahan-Parvar, Mohammad ; Liu, Hening
The Review of Financial Studies. , 2018

Link: https://doi.org/10.1093/..

12

A Bayesian approach to estimation of dynamic models with sm..:

Gallant, A. Ronald ; Hong, Han ; Khwaja, Ahmed
Journal of Econometrics. 203 (2018) 1 - p. 19-32 , 2018

Link: https://doi.org/10.1016/..

13

The Dynamic Spillovers of Entry: An Application to the Gene..:

Ronald Gallant, A. ; Hong, Han ; Khwaja, Ahmed
Management Science. 64 (2018) 3 - p. 1189-1211 , 2018

Link: https://doi.org/10.1287/..

14

Bayesian estimation of state space models using moment cond..:

Gallant, A. Ronald ; Giacomini, Raffaella ; Ragusa, Giuseppe
Journal of Econometrics. 201 (2017) 2 - p. 198-211 , 2017

Link: https://doi.org/10.1016/..

15

Reflections on the Probability Space Induced by Moment Cond..:

Gallant, A. Ronald
Journal of Financial Econometrics. 14 (2016) 2 - p. 284-294 , 2016

Link: https://doi.org/10.1093/..