The following pages link to A. Ronald Gallant (Q295692):
Displaying 50 items.
- Semi-Nonparametric Maximum Likelihood Estimation (Q89225) (← links)
- A Gaussian approximation scheme for computation of option prices in stochastic volatility models (Q295695) (← links)
- Tapping the supercomputer under your desk: solving dynamic equilibrium models with graphics processors (Q621284) (← links)
- Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach (Q802466) (← links)
- Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (Q921792) (← links)
- Unbiased determination of production technologies (Q1055144) (← links)
- Imposing curvature restrictions on flexible functional forms (Q1062722) (← links)
- Explicitly infinite-dimensional Bayesian analysis of production technologies (Q1096307) (← links)
- Qualitative and asymptotic performance of SNP density estimators (Q1126496) (← links)
- Computations for constrained linear models (Q1138866) (← links)
- On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form (Q1149723) (← links)
- Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation (Q1153643) (← links)
- On the asymptotic normality of Fourier flexible form estimates (Q1185206) (← links)
- Seemingly unrelated nonlinear regressions (Q1213721) (← links)
- Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations (Q1229543) (← links)
- A single-blind controlled competition among tests for nonlinearity and chaos (Q1265796) (← links)
- The relative efficiency of method of moments estimators (Q1302762) (← links)
- Nonparametric estimation of structural models for high-frequency currency market data (Q1347106) (← links)
- Estimation of stochastic volatility models with diagnostics (Q1372927) (← links)
- Purebred or hybrid?: Reproducing the volatility in term structure dynamics. (Q1398977) (← links)
- Alternative models for stock price dynamics. (Q1398979) (← links)
- Bayesian estimation of state space models using moment conditions (Q1676368) (← links)
- A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states (Q1706441) (← links)
- Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (Q1754515) (← links)
- The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test (Q1836952) (← links)
- Cross-validated SNP density estimates (Q1858960) (← links)
- Nonparametric Bayes subject to overidentified moment conditions (Q2116355) (← links)
- Constrained estimation using penalization and MCMC (Q2116360) (← links)
- Experience as co-editor, A. Ronald Gallant (Q2697958) (← links)
- SEPARABILITY, AGGREGATION, AND EULER EQUATION ESTIMATION (Q2704146) (← links)
- Nonlinear Dynamic Structures (Q3142743) (← links)
- (Q3374317) (← links)
- On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence (Q3471492) (← links)
- An Elasticity can be Estimated Consistently without a Priori Knowledge of Functional Form (Q3683404) (← links)
- (Q3750826) (← links)
- (Q3838956) (← links)
- Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions (Q3839571) (← links)
- Explicit Estimators of Parametric Functions in Nonlinear Regression (Q3860675) (← links)
- Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Mode in the Context of Maximum Likelihood Estimation (Q3906252) (← links)
- On unification of the asymptotic theory of nonlinear econometric models (Q3960021) (← links)
- (Q4015733) (← links)
- (Q4029496) (← links)
- Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression (Q4031051) (← links)
- Computing methods for linear models subject to linear parametric constraints (Q4058019) (← links)
- The Power of the Likelihood Ratio Test of Location in Nonlinear Regression Models (Q4072662) (← links)
- Testing a Subset of the Parameters of a Nonlinear Regression Model (Q4082170) (← links)
- Nonlinear Regression (Q4094265) (← links)
- Nonlinear Regression with Autocorrelated Errors (Q4105124) (← links)
- ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES (Q4233510) (← links)
- The nonlinear mixed effects model with a smooth random effects density (Q4280017) (← links)
