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Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications

A. Ronald Gallant, George Tauchen

Econometrica · 1989 · 456 citations · 17 references

DOI

Abstract

A. Ronald Gallant, George Tauchen, Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications, Econometrica, Vol. 57, No. 5 (Sep., 1989), pp. 1091-1120

References

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