Econometrica Vol. 57 No. 5 1989
Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
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
- DOI
- 10.2307/1913624
- Volume
- 57
- Issue
- 5
- Pages
- 1091
- Sources
- bibtex:phds-export.bib openalex crossref