George Tauchen
Personal Details
First Name: George
Middle Name:
Last Name: Tauchen
Suffix:
RePEc Short-ID: pta61
Email:
Homepage:
http://www.econ.duke.edu/~get
Postal Address: George Tauchen Department of Economics Duke University 305 Social Sciences, Box 90097 Durham, NC 27708-0097 USA
Phone: 1-919-660-1812 (Duke)
Affiliation
- Department of Economics
Duke University - Location: Durham, North Carolina (United States)
Homepage: http://www.econ.duke.edu/
Email:
Phone: (919) 660-1800
Fax: (919) 684-8974
Postal: 305 Social Sciences Building, Box 90097, Durham, NC 27708-0097
Handle: RePEc:edi:dedukus (more details at EDIRC)
Works
Working papers
- Ravi Bansal & A. Ronald Gallant & George Tauchen, 2007. "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," NBER Working Papers 13107, National Bureau of Economic Research, Inc.
- Ravi Bansal & George Tauchen & Hao Zhou, 2003.
"Regime-shifts, risk premiums in the term structure, and the business cycle,"
Finance and Economics Discussion Series
2003-21, Board of Governors of the Federal Reserve System (U.S.).
- Ravi Bansal & George Tauchen & Hao Zhou, 2004. "Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 396-409, October.
- Gallant, A. Ronald & Tauchen, George, 2002. "Efficient Method of Moments," Working Papers 02-06, Duke University, Department of Economics.
- Gallant, A. Ronald & Tauchen, George, 2002. "Simulated Score Methods and Indirect Inference for Continuous-time Models," Working Papers 02-09, Duke University, Department of Economics.
- Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 2002.
"Alternative Models for Stock Price Dynamics,"
CIRANO Working Papers
2002s-58, CIRANO.
- Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George, 2003. "Alternative models for stock price dynamics," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 225-257.
- Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George, 2002. "Alternative Models for Stock Price Dynamic," Working Papers 02-03, Duke University, Department of Economics.
- Gallant, A. Ronald & Hsu, Chien-Te & Tauchen, George, 2000.
"Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance,"
Working Papers
00-04, Duke University, Department of Economics.
- A. Ronald Gallant & Chien-Te Hsu & George Tauchen, 1999. "Using Daily Range Data To Calibrate Volatility Diffusions And Extract The Forward Integrated Variance," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 617-631, November.
- Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen, 1999. "A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation," CIRANO Working Papers 99s-48, CIRANO.
- Tauchen, George, 1997.
"The Objective Function of Simulation Estimators Near the Boundary of the Unstable Region of the Parameter Space,"
Working Papers
97-14, Duke University, Department of Economics.
- George Tauchen, 1998. "The Objective Function Of Simulation Estimators Near The Boundary Of The Unstable Region Of The Parameter Space," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 389-398, August.
- Gallant, A. Ronald & Tauchen, George, 1997. "Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions," Working Papers 97-09, Duke University, Department of Economics.
- Gallant, A. Ronald & Tauchen, George E., 1995. "Specification Analysis of Continuous Time Models in Finance," Working Papers 95-49, Duke University, Department of Economics.
- Tauchen, George E. & Gallant, A. Ronald, 1995. "Which Moments to Match," Working Papers 95-20, Duke University, Department of Economics.
- Tauchen, George E. & Gallant, A. Ronald, 1995. "EMM: A Program for Efficient Method of Moments Estimation. Version 1.1. User's Guide," Working Papers 95-27, Duke University, Department of Economics.
- Tauchen, George E. & Gallant, A. Ronald, 1995. "Estimation of Continuous Time Models for Stock Returns and Interest Rates," Working Papers 95-53, Duke University, Department of Economics.
- Tauchen, George E. & Harold Zhang & Ming Liu, 1995. "Volume, Volatility and Leverage: A Dynamic Analysis," Working Papers 95-02, Duke University, Department of Economics.
- Tauchen, George E. & Gallant, A. Ronald, 1995. "SNP: A Program for Nonparametric Time Series Analysis. Version 8.4. User's Guide," Working Papers 95-26, Duke University, Department of Economics.
- Gallant, A. Ronald & Hsieh, David & Tauchen, George, 1995. "Estimation of Stochastic Volatility Models with Diagnostics," Working Papers 95-36, Duke University, Department of Economics.
- Tauchen, George E., 1995. "New Minimum Chi-Square Methods in Empirical Finance," Working Papers 95-42, Duke University, Department of Economics.
- Gallant, A.R. & Tauchen, G., 1988.
"Seminonparametric Estimation Of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications,"
Papers
88-59, Chicago - Graduate School of Business.
- Gallant, Ronald & Tauchen, George, 1989. "Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications," Econometrica, Econometric Society, vol. 57(5), pages 1091-1120, September.
- Gallant, A.R. & Hsieh, D. & Tauchen, G., 1988. "On Fitting A Recalcitrant Series: The Pound/Dollar Exchange Rate, 1974- 83," Papers 88-60, Chicago - Graduate School of Business.
- A. Ronald Gallant & George Tauchen, . "Reproducing Partial Observed Systems with Application to Interest Rate Diffusions," Computing in Economics and Finance 1997 114, Society for Computational Economics.
Articles
- Tauchen, George, 2002. "Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 331-32, July.
- Chung, Chae-Shick & Tauchen, George, 2001. "Testing Target-Zone Models Using Efficient Method of Moments," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 255-69, July.
- Chung, Chae-Shick & Tauchen, George, 2001. "Testing Target-Zone Models Using Efficient Method of Moments: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 276-77, July.
- A. Ronald Gallant & Chien-Te Hsu & George Tauchen, 1999.
"Using Daily Range Data To Calibrate Volatility Diffusions And Extract The Forward Integrated Variance,"
The Review of Economics and Statistics,
MIT Press, vol. 81(4), pages 617-631, November.
- Gallant, A. Ronald & Hsu, Chien-Te & Tauchen, George, 2000. "Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance," Working Papers 00-04, Duke University, Department of Economics.
- George Tauchen, 1998.
"The Objective Function Of Simulation Estimators Near The Boundary Of The Unstable Region Of The Parameter Space,"
The Review of Economics and Statistics,
MIT Press, vol. 80(3), pages 389-398, August.
- Tauchen, George, 1997. "The Objective Function of Simulation Estimators Near the Boundary of the Unstable Region of the Parameter Space," Working Papers 97-14, Duke University, Department of Economics.
- Tauchen, George, 1993. "Remarks on My Term at JBES," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(4), pages 428-31, October.
- Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1993. "Nonlinear Dynamic Structures," Econometrica, Econometric Society, vol. 61(4), pages 871-907, July.
- Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1992. "Stock Prices and Volume," Review of Financial Studies, Society for Financial Studies, vol. 5(2), pages 199-242.
- Tauchen, George & Hussey, Robert, 1991. "Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models," Econometrica, Econometric Society, vol. 59(2), pages 371-96, March.
- Tauchen, George, 1990. "Solving the Stochastic Growth Model by Using Quadrature Methods and Value-Function Iterations," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(1), pages 49-51, January.
- Gallant, Ronald & Tauchen, George, 1989.
"Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications,"
Econometrica,
Econometric Society, vol. 57(5), pages 1091-1120, September.
- Gallant, A.R. & Tauchen, G., 1988. "Seminonparametric Estimation Of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications," Papers 88-59, Chicago - Graduate School of Business.
- Tauchen, George, 1986. "Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(4), pages 397-416, October.
- Tauchen, George, 1986. "Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data: Reply," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(4), pages 423-25, October.
- Tauchen, George E & Pitts, Mark, 1983. "The Price Variability-Volume Relationship on Speculative Markets," Econometrica, Econometric Society, vol. 51(2), pages 485-505, March.
- Philip J. Cook & George Tauchen, 1982. "The Effect of Liquor Taxes on Heavy Drinking," Bell Journal of Economics, The RAND Corporation, vol. 13(2), pages 379-390, Autumn.
- Tauchen, George E, 1981. "Some Evidence on Cross-Sector Effects of the Minimum Wage," Journal of Political Economy, University of Chicago Press, vol. 89(3), pages 529-47, June.
- Salemi, Michael K & Tauchen, George E, 1980. "Guessing and the Error Structure of Learning Models," American Economic Review, American Economic Association, vol. 70(2), pages 41-46, May.
NEP Fields
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BEC: Business Economics (1) 2007-05-26
- NEP-DGE: Dynamic General Equilibrium (1) 2007-05-26
- NEP-ECM: Econometrics (1) 2002-06-13
- NEP-ETS: Econometric Time Series (4) 2000-10-05 2002-06-13 2002-06-13 2002-06-24. Author is listed
- NEP-FIN: Finance (2) 2002-06-13 2002-06-24. Author is listed
- NEP-FMK: Financial Markets (3) 2000-10-05 2002-06-13 2002-06-24. Author is listed
Statistics
This author is among the top 5% authors according to these criteria:- Average Rank Score
- Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations
- Number of Citations, Discounted by Citation Age
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors
- Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- h-index
- Number of Registered Citing Authors
- Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Wu-Index
Most cited item
- Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1992. "Stock Prices and Volume," Review of Financial Studies, Society for Financial Studies, vol. 5(2), pages 199-242.
Most downloaded item (past 12 months)
- Tauchen, George & Hussey, Robert, 1991. "Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models," Econometrica, Econometric Society, vol. 59(2), pages 371-96, March.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
To update listings or check citations waiting for approval, George Tauchen should log into the RePEc Author ServiceTo make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

