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On the Determination of General Scientific Models With Application to Asset Pricing

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  • Gallant, A. Ronald
  • McCulloch, Robert E.

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  • Gallant, A. Ronald & McCulloch, Robert E., 2009. "On the Determination of General Scientific Models With Application to Asset Pricing," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 117-131.
    • Handle: RePEc:bes:jnlasa:v:104:i:485:y:2009:p:117-131
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    Cited by:

    1. Mohammad R. Jahan-Parvar & Xuan Liu & Philip Rothman, 2013. "Equity Returns and Business Cycles in Small Open Economies," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1117-1146, September.
    2. Ron Gallant & Raffaella Giacomini & Giuseppe Ragusa, 2013. "Generalized method of moments with latent variables," CeMMAP working papers 50/13, Institute for Fiscal Studies.
    3. Ramis Khabibullin & Sergei Seleznev, 2022. "Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference," Bank of Russia Working Paper Series wps104, Bank of Russia.
    4. Gallant, A. Ronald & Giacomini, Raffaella & Ragusa, Giuseppe, 2017. "Bayesian estimation of state space models using moment conditions," Journal of Econometrics, Elsevier, vol. 201(2), pages 198-211.
    5. A. Ronald Gallant & Mohammad Jahan-Parvar & Hening Liu, 2015. "Measuring Ambiguity Aversion," Finance and Economics Discussion Series 2015-105, Board of Governors of the Federal Reserve System (U.S.).
    6. Man Chon Iao & Yatheesan J. Selvakumar, 2024. "Estimating HANK with Micro Data," Papers 2402.11379, arXiv.org.
    7. Christian Matthes, 2015. "Figuring Out the Fed—Beliefs about Policymakers and Gains from Transparency," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 47(1), pages 1-29, February.

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