| Publication | Date of Publication | Type |
|---|
| Variance-covariance from a metropolis chain on a curved, singular manifold | 2023-06-29 | Paper |
| Experience as co-editor, A. Ronald Gallant | 2023-04-14 | Paper |
| Constrained estimation using penalization and MCMC | 2022-03-16 | Paper |
| Nonparametric Bayes subject to overidentified moment conditions | 2022-03-16 | Paper |
| Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale | 2018-05-31 | Paper |
| A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states | 2018-03-22 | Paper |
| Bayesian estimation of state space models using moment conditions | 2017-11-07 | Paper |
| A Gaussian approximation scheme for computation of option prices in stochastic volatility models | 2016-06-13 | Paper |
| On the Determination of General Scientific Models With Application to Asset Pricing | 2015-06-22 | Paper |
| Tapping the supercomputer under your desk: solving dynamic equilibrium models with graphics processors | 2011-02-02 | Paper |
| Rational Pessimism, Rational Exuberance, and Asset Pricing Models | 2007-11-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374317 | 2006-03-09 | Paper |
| Alternative models for stock price dynamics. | 2003-08-07 | Paper |
| Purebred or hybrid?: Reproducing the volatility in term structure dynamics. | 2003-08-07 | Paper |
| A single-blind controlled competition among tests for nonlinearity and chaos | 2003-04-21 | Paper |
| Cross-validated SNP density estimates | 2003-02-17 | Paper |
| The relative efficiency of method of moments estimators | 2001-03-11 | Paper |
| Estimating stochastic differential equations efficiently by minimum chi-squared | 2001-01-29 | Paper |
| Separability, aggregation, and Euler equation estimation. | 2000-01-01 | Paper |
| Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions | 1999-09-05 | Paper |
| ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES | 1999-07-05 | Paper |
| Estimation of stochastic volatility models with diagnostics | 1999-01-25 | Paper |
| Qualitative and asymptotic performance of SNP density estimators | 1996-12-08 | Paper |
| Convergence Rates of SNP Density Estimators | 1996-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4873551 | 1996-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838956 | 1996-01-01 | Paper |
| Nonparametric estimation of structural models for high-frequency currency market data | 1995-06-06 | Paper |
| The nonlinear mixed effects model with a smooth random effects density | 1994-05-31 | Paper |
| Nonlinear Dynamic Structures | 1994-02-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4029496 | 1993-12-07 | Paper |
| Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4015733 | 1993-01-16 | Paper |
| On the asymptotic normality of Fourier flexible form estimates | 1992-06-28 | Paper |
| Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution | 1990-01-01 | Paper |
| Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications | 1989-01-01 | Paper |
| On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence | 1989-01-01 | Paper |
| Semi-Nonparametric Maximum Likelihood Estimation | 1987-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3750826 | 1987-01-01 | Paper |
| Semi-Nonparametric Maximum Likelihood Estimation | 1987-01-01 | Paper |
| Explicitly infinite-dimensional Bayesian analysis of production technologies | 1985-01-01 | Paper |
| Imposing curvature restrictions on flexible functional forms | 1984-01-01 | Paper |
| Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach | 1984-01-01 | Paper |
| The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test | 1983-01-01 | Paper |
| An Elasticity can be Estimated Consistently without a Priori Knowledge of Functional Form | 1983-01-01 | Paper |
| On unification of the asymptotic theory of nonlinear econometric models | 1982-01-01 | Paper |
| Unbiased determination of production technologies | 1982-01-01 | Paper |
| On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form | 1981-01-01 | Paper |
| Explicit Estimators of Parametric Functions in Nonlinear Regression | 1980-01-01 | Paper |
| Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Mode in the Context of Maximum Likelihood Estimation | 1980-01-01 | Paper |
| Computations for constrained linear models | 1980-01-01 | Paper |
| Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation | 1979-01-01 | Paper |
| Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations | 1977-01-01 | Paper |
| Nonlinear Regression with Autocorrelated Errors | 1976-01-01 | Paper |
| Seemingly unrelated nonlinear regressions | 1975-01-01 | Paper |
| Nonlinear Regression | 1975-01-01 | Paper |
| Testing a Subset of the Parameters of a Nonlinear Regression Model | 1975-01-01 | Paper |
| The Power of the Likelihood Ratio Test of Location in Nonlinear Regression Models | 1975-01-01 | Paper |
| Computing methods for linear models subject to linear parametric constraints | 1975-01-01 | Paper |
| Fitting Segmented Polynomial Regression Models Whose Join Points have to be Estimated | 1973-01-01 | Paper |
