Former Ph.D. Students of George E. Tauchen

• Todorov, Viktor (2007)
  High Frequency Finanical Econometrics
• Tang, Jon (2002)
  Essays on Volatility Transmission
• Zhang, Bin (2001)
  Essays on Specification Analysis
• Zhou, Hao (1996 - 2000)
  Properties of the Efficient Method of Moments
• Lundblad, Christian (2000)
• Chung, Chaeshick (1998)
  "Specification and Estimation of Target Zone Models for Foreign Exchange Markets"
• Austin, Adrian (1998)
  Interest Rates and Regime Shifts
• Wang, Waping (1998)
  Essays on Financial Volatility
• Mixon, Scott (1997)
  Estimation of Diffusions
• Liu, Ming (April 1996)
  Essays in Financial Volatility
• Chumacero, Romulo (1995)
  Intertemporal Asset Pricing without Consumption Data: An Application of the Efficient Method of Moments Estimation Technique
• Wellensiek, Paige (1995)
  Modeling the Term Structure of Interest Rates
• Zhang, Harold (1994)
  Estimation and Calibration of Heterogeneous-Agent Models
• Hamori, Shigeyuki (1991)
  Tests of the Asset Pricing Model in a Monetary Economy: Some Evidence from the U.S.A. and Japan
• Mokrzan, George (1990)
  Aggregate Shocks and the Test of the Sectoral Employment Demand Hypothesis
• Nam, Joo-Ha (1990)
  Habit-Persistence/Durability, Taxation and Seasonality in Consumption-Based Asset Pricing Model
• Hussey, Robert (1989)
  Seminonparametric Modeling of Aggregate Employment Dynamics
• Dutton, Marilyn (1989)
  International Real Interest Equality Based on Price Indexes for Traded Goods
• Brunner, Allan (1989)
  Nonlinearities in U.S. Business Cycles
• Muoio, Peter (1988)
  Empirical Tests of the Utility-Based Asset Pricing Model Using Temporally Aggregated Twentieth Century Data
• Becker, Anthony (1986)
  An Econometric Analysis of the Nuclear Arms Race
• Gilbert, Charles (September 1984)
  A Panel Data Approach to Testing the Natural Rate Hypothesis
• Kumm, Mark (1981)
  Comparison of the Generalized Box-Cox and Fourier Functional Forms for Analysis of Time-of-Use Electricity Pricing Experiments
• Lopez, Augusto (December 1981)
  Inflation and Exchange Rates in Latin America
• Pitts, Mark (1980)
  The Relationship of Trading Volume to the Probability Distribution of Speculative Price Changes
• Salas, Javier (1979)
  A Rational Expectations Macroeconomic Model of the Mexican Economy