A. Ronald Gallant
A. Ronald Gallant
Professor of Economics, Penn State University
Verified email at psu.edu
TitleCited byYear
Nonlinear statistical models
AR Gallant
John Wiley & Sons, 2009
19002009
Stock prices and volume
AR Gallant, PE Rossi, G Tauchen
The Review of Financial Studies 5 (2), 199-242, 1992
17941992
Which moments to match?
AR Gallant, G Tauchen
Econometric theory 12 (4), 657-681, 1996
14051996
Semi-nonparametric maximum likelihood estimation
AR Gallant, DW Nychka
Econometrica: Journal of the Econometric Society, 363-390, 1987
10971987
On the bias in flexible functional forms and an essentially unbiased form: the Fourier flexible form
AR Gallant
Journal of Econometrics 15 (2), 211-245, 1981
10181981
Alternative models for stock price dynamics
M Chernov, AR Gallant, E Ghysels, G Tauchen
Journal of Econometrics 116 (1-2), 225-257, 2003
9892003
A unified theory of estimation and inference for nonlinear dynamic models
AR Gallant, H White
Blackwell, 1988
6711988
Seminonparametric estimation of conditionally constrained heterogeneous processes: Asset pricing applications
AR Gallant, G Tauchen
Econometrica: Journal of the Econometric Society, 1091-1120, 1989
5371989
Quadratic term structure models: Theory and evidence
DH Ahn, RF Dittmar, AR Gallant
The Review of financial studies 15 (1), 243-288, 2002
5232002
Nonlinear dynamic structures
AR Gallant, PE Rossi, G Tauchen
Econometrica: Journal of the Econometric Society, 871-907, 1993
4831993
Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes
GB Durham, AR Gallant
Journal of Business & Economic Statistics 20 (3), 297-338, 2002
4812002
Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation
AR Gallant, DW Jorgenson
Journal of Econometrics 11 (2-3), 275-302, 1979
4441979
Unbiased determination of production technologies
AR Gallant
Journal of Econometrics 20 (2), 285-323, 1982
4101982
Finding chaos in noisy systems
D Nychka, S Ellner, AR Gallant, D McCaffrey
Journal of the Royal Statistical Society: Series B (Methodological) 54 (2 …, 1992
4091992
Estimation of stochastic volatility models with diagnostics
AR Gallant, D Hsieh, G Tauchen
Journal of econometrics 81 (1), 159-192, 1997
4081997
On learning the derivatives of an unknown mapping with multilayer feedforward networks
AR Gallant, H White
Neural Networks 5 (1), 129-138, 1992
3411992
A single-blind controlled competition among tests for nonlinearity and chaos
WA Barnett, AR Gallant, MJ Hinich, JA Jungeilges, DT Kaplan, MJ Jensen
Journal of econometrics 82 (1), 157-192, 1997
3191997
Fitting segmented polynomial regression models whose join points have to be estimated
AR Gallant, WA Fuller
Journal of the American Statistical Association 68 (341), 144-147, 1973
3151973
The nonlinear mixed effects model with a smooth random effects density
M Davidian, AR Gallant
Biometrika 80 (3), 475-488, 1993
2971993
Seemingly unrelated nonlinear regressions
AR Gallant
Journal of Econometrics 3 (1), 35-50, 1975
2821975
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