DukeSpace

Browsing Duke Scholarly Works by Author "Rossi, Peter E."

DukeSpace

Browsing Duke Scholarly Works by Author "Rossi, Peter E."

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  • Dan Nelson Remembered
    Bollerslev, Tim; Rossi, Peter E. (Journal of Business and Economic Statistics, 1995)
    Remembering Dan Nelson
  • Nonlinear Dynamic Structures
    Gallant, A. Ronald; Rossi, Peter E.; Tauchen, George (Econometrica, 1993)
    The paper develops an approach for analyzing the dynamics of a nonlinear time series that is represented by a nonparametric estimate of its one-step ahead conditional density. The approach entails examination of conditional ...