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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

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