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Gallant, A. Ronald

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Author ID: gallant.a-ronald Recent zbMATH articles by "Gallant, A. Ronald"
Published as: Gallant, A. R.; Gallant, A. Ronald; Ronald Gallant, A.
Documents Indexed: 58 Publications since 1973, including 4 Books

Publications by Year

Citations contained in zbMATH Open

51 Publications have been cited 1,198 times in 879 Documents Cited by Year
Semi-nonparametric maximum likelihood estimation. Zbl 0631.62110
Gallant, A. Ronald; Nychka, Douglas W.
137
1987
Alternative models for stock price dynamics. Zbl 1043.62087
Chernov, Mikhail; Gallant, A. Ronald; Ghysels, Eric; Tauchen, George
120
2003
Nonlinear statistical models. Zbl 0611.62071
Gallant, A. Ronald
111
1987
On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form. Zbl 0454.62096
Gallant, A. Ronald
68
1981
Seminonparametric estimation of conditionally constrained heterogeneous processes: Asset pricing applications. Zbl 0679.62096
Gallant, A. Ronald; Tauchen, George
53
1989
Estimation of stochastic volatility models with diagnostics. Zbl 0904.62134
Gallant, A. Ronald; Hsieh, David; Tauchen, George
45
1997
Nonlinear dynamic structures. Zbl 0780.62100
Gallant, A. Ronald; Rossi, Peter E.; Tauchen, George
42
1993
The nonlinear mixed effects model with a smooth random effects density. Zbl 0788.62028
Davidian, Marie; Gallant, A. Ronald
40
1993
Estimating stochastic differential equations efficiently by minimum chi-squared. Zbl 0953.62084
Gallant, A. Ronald; Long, Jonathan R.
38
1997
Imposing curvature restrictions on flexible functional forms. Zbl 0573.62098
Gallant, A. Ronald; Golub, Gene H.
33
1984
A single-blind controlled competition among tests for nonlinearity and chaos. Zbl 1008.62715
Barnett, William A.; Gallant, A. Ronald; Hinich, Melvin J.; Jungeilges, Jochen A.; Kaplan, Daniel T.; Jensen, Mark J.
30
1998
Reprojecting partially observed systems with application to interest rate diffusions. Zbl 0920.62132
Gallant, A. Ronald; Tauchen, George
30
1998
Seemingly unrelated nonlinear regressions. Zbl 0296.62053
Gallant, A. Ronald
30
1975
Estimating the Lyapunov exponent of a chaotic system with nonparametric regression. Zbl 0782.62045
McCaffrey, Daniel F.; Ellner, Stephen; Gallant, A. Ronald; Nychka, Douglas W.
26
1992
Unbiased determination of production technologies. Zbl 0521.62096
Gallant, A. Ronald
25
1982
On fitting a recalcitrant series: The pound/dollar exchange rate, 1974-1983. Zbl 0850.62894
Gallant, A. Ronald; Hsieh, David A.; Tauchen, George E.
24
1991
On unification of the asymptotic theory of nonlinear econometric models. Zbl 0496.62093
Burguete, Jose F.; Gallant, A. Ronald; Souza, Geraldo
24
1982
On the asymptotic normality of Fourier flexible form estimates. Zbl 0792.62102
Gallant, A. Ronald; Souza, Geraldo
20
1991
Fitting segmented polynomial regression models whose join points have to be estimated. Zbl 0277.62047
Gallant, A. R.; Fuller, Wayne A.
20
1973
The relative efficiency of method of moments estimators. Zbl 0956.62030
Gallant, A. Ronald; Tauchen, George
19
1999
Nonlinear regression. Zbl 0328.62043
Gallant, A. R.
19
1975
Estimation of continuous-time models for stock returns and interest rates. Zbl 0915.90056
Gallant, A. Ronald; Tauchen, George
17
1997
Nonparametric estimation of structural models for high-frequency currency market data. Zbl 0813.62095
Bansal, Ravi; Gallant, A. Ronald; Hussey, Robert; Tauchen, George
17
1995
Statistical inference in an implicit, nonlinear, simultaneous equation model in the context of maximum likelihood estimation. Zbl 0456.62022
Gallant, A. Ronald; Holly, Alberto
17
1980
The power of the likelihood ratio test of location in nonlinear regression models. Zbl 0313.62048
Gallant, A. R.
16
1975
Qualitative and asymptotic performance of SNP density estimators. Zbl 0866.62078
Fenton, Victor M.; Gallant, A. Ronald
15
1996
An elasticity can be estimated consistently without a priori knowledge of functional form. Zbl 0567.62100
Elbadawi, Ibrahim; Gallant, A. Ronald; Souza, Geraldo
14
1983
Convergence rates of SNP density estimators. Zbl 0848.62023
Fenton, Victor M.; Gallant, A. Ronald
13
1996
Nonlinear regression with autocorrelated errors. Zbl 0337.62046
Gallant, A. Ronald; Goebel, J. Jeffery
12
1976
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution. Zbl 0709.62103
Gallant, A. Ronald; Hansen, Lars Peter; Tauchen, George
11
1990
Purebred or hybrid?: Reproducing the volatility in term structure dynamics. Zbl 1045.62108
Ahn, Dong-Hyun; Dittmar, Robert F.; Gallant, A. Ronald; Gao, Bin
10
2003
Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation. Zbl 0463.62104
Gallant, A. Ronald; Jorgenson, Dale W.
10
1979
Testing a subset of the parameters of a nonlinear regression model. Zbl 0319.62045
Gallant, A. Ronald
9
1975
Tapping the supercomputer under your desk: solving dynamic equilibrium models with graphics processors. Zbl 1232.91006
Aldrich, Eric M.; Fernández-Villaverde, Jesús; Gallant, A. Ronald; Rubio-Ramírez, Juan F.
8
2011
Cross-validated SNP density estimates. Zbl 1030.62028
Coppejans, Mark; Gallant, A. Ronald
8
2002
The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test. Zbl 0506.62048
Aguirre-Torres, Victor; Gallant, A. Ronald
8
1983
Rational pessimism, rational exuberance, and asset pricing models. Zbl 1186.91188
Bansal, Ravi; Gallant, A. Ronald; Tauchen, George
7
2007
Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations. Zbl 0335.62073
Gallant, A. Ronald
7
1977
On the determination of general scientific models with application to asset pricing. Zbl 1390.62334
Gallant, A. Ronald; McCulloch, Robert E.
6
2009
An experimental design to compare tests of nonlinearity and chaos. Zbl 1045.62526
Barnett, William A.; Gallant, A. Ronald; Hinich, Melvin J.; Jungeilges, Jochen A.; Kaplan, Daniel T.; Jensen, Mark J.
6
1996
Estimation of stochastic volatility models with diagnostics. Zbl 1082.62102
Gallant, A. Ronald; Hsieh, David; Tauchen, George
5
2005
Explicit estimators of parametric functions in nonlinear regression. Zbl 0425.62045
Gallant, A. Ronald
5
1980
Bayesian estimation of state space models using moment conditions. Zbl 1377.62091
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe
4
2017
Computing methods for linear models subject to linear parametric constraints. Zbl 0303.65034
Gerig, Thomas M.; Gallant, A. Ronald
4
1975
A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states. Zbl 1386.62074
Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed
3
2018
Identification and consistency in semi-nonparametric regression. Zbl 0850.62347
Gallant, A. Ronald
3
1987
Explicitly infinite-dimensional Bayesian analysis of production technologies. Zbl 0633.62114
Gallant, A. Ronald; Monahan, John F.
3
1985
New approaches to modeling, specification selection and econometric inference. Proceedings of the first international symposium in economic theory and econometrics held at the University of Texas at Austin, USA on May 10-11, 1984. Reprinted from the Journal of Econometrics, 30 (1985). Zbl 0707.00030
Barnett, William A. (ed.); Gallant, A. Ronald (ed.)
2
1989
Computations for constrained linear models. Zbl 0432.62043
Gallant, A. Ronald; Gerig, Thomas M.
2
1980
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale. Zbl 1452.62605
Ronald Gallant, A.; Tauchen, George
1
2018
Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach. Zbl 0558.90060
Gallant, A. Ronald; Koenker, Roger W.
1
1984
A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states. Zbl 1386.62074
Gallant, A. Ronald; Hong, Han; Khwaja, Ahmed
3
2018
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale. Zbl 1452.62605
Ronald Gallant, A.; Tauchen, George
1
2018
Bayesian estimation of state space models using moment conditions. Zbl 1377.62091
Gallant, A. Ronald; Giacomini, Raffaella; Ragusa, Giuseppe
4
2017
Tapping the supercomputer under your desk: solving dynamic equilibrium models with graphics processors. Zbl 1232.91006
Aldrich, Eric M.; Fernández-Villaverde, Jesús; Gallant, A. Ronald; Rubio-Ramírez, Juan F.
8
2011
On the determination of general scientific models with application to asset pricing. Zbl 1390.62334
Gallant, A. Ronald; McCulloch, Robert E.
6
2009
Rational pessimism, rational exuberance, and asset pricing models. Zbl 1186.91188
Bansal, Ravi; Gallant, A. Ronald; Tauchen, George
7
2007
Estimation of stochastic volatility models with diagnostics. Zbl 1082.62102
Gallant, A. Ronald; Hsieh, David; Tauchen, George
5
2005
Alternative models for stock price dynamics. Zbl 1043.62087
Chernov, Mikhail; Gallant, A. Ronald; Ghysels, Eric; Tauchen, George
120
2003
Purebred or hybrid?: Reproducing the volatility in term structure dynamics. Zbl 1045.62108
Ahn, Dong-Hyun; Dittmar, Robert F.; Gallant, A. Ronald; Gao, Bin
10
2003
Cross-validated SNP density estimates. Zbl 1030.62028
Coppejans, Mark; Gallant, A. Ronald
8
2002
The relative efficiency of method of moments estimators. Zbl 0956.62030
Gallant, A. Ronald; Tauchen, George
19
1999
A single-blind controlled competition among tests for nonlinearity and chaos. Zbl 1008.62715
Barnett, William A.; Gallant, A. Ronald; Hinich, Melvin J.; Jungeilges, Jochen A.; Kaplan, Daniel T.; Jensen, Mark J.
30
1998
Reprojecting partially observed systems with application to interest rate diffusions. Zbl 0920.62132
Gallant, A. Ronald; Tauchen, George
30
1998
Estimation of stochastic volatility models with diagnostics. Zbl 0904.62134
Gallant, A. Ronald; Hsieh, David; Tauchen, George
45
1997
Estimating stochastic differential equations efficiently by minimum chi-squared. Zbl 0953.62084
Gallant, A. Ronald; Long, Jonathan R.
38
1997
Estimation of continuous-time models for stock returns and interest rates. Zbl 0915.90056
Gallant, A. Ronald; Tauchen, George
17
1997
Qualitative and asymptotic performance of SNP density estimators. Zbl 0866.62078
Fenton, Victor M.; Gallant, A. Ronald
15
1996
Convergence rates of SNP density estimators. Zbl 0848.62023
Fenton, Victor M.; Gallant, A. Ronald
13
1996
An experimental design to compare tests of nonlinearity and chaos. Zbl 1045.62526
Barnett, William A.; Gallant, A. Ronald; Hinich, Melvin J.; Jungeilges, Jochen A.; Kaplan, Daniel T.; Jensen, Mark J.
6
1996
Nonparametric estimation of structural models for high-frequency currency market data. Zbl 0813.62095
Bansal, Ravi; Gallant, A. Ronald; Hussey, Robert; Tauchen, George
17
1995
Nonlinear dynamic structures. Zbl 0780.62100
Gallant, A. Ronald; Rossi, Peter E.; Tauchen, George
42
1993
The nonlinear mixed effects model with a smooth random effects density. Zbl 0788.62028
Davidian, Marie; Gallant, A. Ronald
40
1993
Estimating the Lyapunov exponent of a chaotic system with nonparametric regression. Zbl 0782.62045
McCaffrey, Daniel F.; Ellner, Stephen; Gallant, A. Ronald; Nychka, Douglas W.
26
1992
On fitting a recalcitrant series: The pound/dollar exchange rate, 1974-1983. Zbl 0850.62894
Gallant, A. Ronald; Hsieh, David A.; Tauchen, George E.
24
1991
On the asymptotic normality of Fourier flexible form estimates. Zbl 0792.62102
Gallant, A. Ronald; Souza, Geraldo
20
1991
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution. Zbl 0709.62103
Gallant, A. Ronald; Hansen, Lars Peter; Tauchen, George
11
1990
Seminonparametric estimation of conditionally constrained heterogeneous processes: Asset pricing applications. Zbl 0679.62096
Gallant, A. Ronald; Tauchen, George
53
1989
New approaches to modeling, specification selection and econometric inference. Proceedings of the first international symposium in economic theory and econometrics held at the University of Texas at Austin, USA on May 10-11, 1984. Reprinted from the Journal of Econometrics, 30 (1985). Zbl 0707.00030
Barnett, William A. (ed.); Gallant, A. Ronald (ed.)
2
1989
Semi-nonparametric maximum likelihood estimation. Zbl 0631.62110
Gallant, A. Ronald; Nychka, Douglas W.
137
1987
Nonlinear statistical models. Zbl 0611.62071
Gallant, A. Ronald
111
1987
Identification and consistency in semi-nonparametric regression. Zbl 0850.62347
Gallant, A. Ronald
3
1987
Explicitly infinite-dimensional Bayesian analysis of production technologies. Zbl 0633.62114
Gallant, A. Ronald; Monahan, John F.
3
1985
Imposing curvature restrictions on flexible functional forms. Zbl 0573.62098
Gallant, A. Ronald; Golub, Gene H.
33
1984
Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach. Zbl 0558.90060
Gallant, A. Ronald; Koenker, Roger W.
1
1984
An elasticity can be estimated consistently without a priori knowledge of functional form. Zbl 0567.62100
Elbadawi, Ibrahim; Gallant, A. Ronald; Souza, Geraldo
14
1983
The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test. Zbl 0506.62048
Aguirre-Torres, Victor; Gallant, A. Ronald
8
1983
Unbiased determination of production technologies. Zbl 0521.62096
Gallant, A. Ronald
25
1982
On unification of the asymptotic theory of nonlinear econometric models. Zbl 0496.62093
Burguete, Jose F.; Gallant, A. Ronald; Souza, Geraldo
24
1982
On the bias in flexible functional forms and an essentially unbiased form. The Fourier flexible form. Zbl 0454.62096
Gallant, A. Ronald
68
1981
Statistical inference in an implicit, nonlinear, simultaneous equation model in the context of maximum likelihood estimation. Zbl 0456.62022
Gallant, A. Ronald; Holly, Alberto
17
1980
Explicit estimators of parametric functions in nonlinear regression. Zbl 0425.62045
Gallant, A. Ronald
5
1980
Computations for constrained linear models. Zbl 0432.62043
Gallant, A. Ronald; Gerig, Thomas M.
2
1980
Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation. Zbl 0463.62104
Gallant, A. Ronald; Jorgenson, Dale W.
10
1979
Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations. Zbl 0335.62073
Gallant, A. Ronald
7
1977
Nonlinear regression with autocorrelated errors. Zbl 0337.62046
Gallant, A. Ronald; Goebel, J. Jeffery
12
1976
Seemingly unrelated nonlinear regressions. Zbl 0296.62053
Gallant, A. Ronald
30
1975
Nonlinear regression. Zbl 0328.62043
Gallant, A. R.
19
1975
The power of the likelihood ratio test of location in nonlinear regression models. Zbl 0313.62048
Gallant, A. R.
16
1975
Testing a subset of the parameters of a nonlinear regression model. Zbl 0319.62045
Gallant, A. Ronald
9
1975
Computing methods for linear models subject to linear parametric constraints. Zbl 0303.65034
Gerig, Thomas M.; Gallant, A. Ronald
4
1975
Fitting segmented polynomial regression models whose join points have to be estimated. Zbl 0277.62047
Gallant, A. R.; Fuller, Wayne A.
20
1973
all top 5

Cited by 1,413 Authors

25 Gallant, A. Ronald
13 Bollerslev, Tim
13 Tauchen, George E.
12 Ghysels, Eric
9 Banks, Harvey Thomas
9 Barnett, William A.
9 Serletis, Apostolos
8 Davidian, Marie
8 Dette, Holger
8 Hong, Yongmiao
8 Levendorskiĭ, Sergeĭ Zakharovich
8 Newey, Whitney Kent
8 You, Jinhong
7 Shephard, Neil
6 Gourieroux, Christian
6 McAleer, Michael
5 Andersen, Torben G.
5 Asai, Manabu
5 Bierens, Herman J.
5 Chen, Xiaohong
5 Cordeiro, Gauss Moutinho
5 Dufour, Jean-Marie
5 Fleissig, Adrian R.
5 Hall, Alastair R.
5 Lewbel, Arthur
5 Monfort, Alain
5 Renault, Eric
5 Song, Xiao
5 Tsionas, Mike G.
5 Wang, Liqun
5 White, Halbert Lynn jun.
5 Zhou, Hao
4 Andrews, Donald Wilfrid Kao
4 Chen, Bin
4 Gao, Jiti
4 Gencay, Ramazan
4 Hansen, Lars Peter
4 Jensen, Mark J.
4 LaRiccia, Vincent N.
4 Linton, Oliver Bruce
4 Meddahi, Nour
4 Potscher, Benedikt M.
4 Shintani, Mototsugu
4 Whang, Yoon-Jae
4 Xiu, Dacheng
3 Aguirre-Torres, Victor
3 Aït-Sahalia, Yacine
3 Barndorff-Nielsen, Ole Eiler
3 Boyarchenko, Svetlana I.
3 Chernov, Mikhail
3 Christensen, Kim
3 Coppejans, Mark
3 da Silva e Souza, Geraldo
3 Dechert, W. Davis
3 Donald, Stephen G.
3 El-Gamal, Mahmoud A.
3 Enders, Walter
3 Eubank, Randall L.
3 Fitzpatrick, Ben G.
3 Florens, Jean-Pierre
3 Fouque, Jean-Pierre
3 Franses, Philip Hans
3 Garcia, René
3 Geweke, John F.
3 Grammig, Joachim
3 Guay, Alain
3 Hall, Alastair
3 Hong, Han
3 Hounyo, Ulrich
3 Inoue, Atsushi
3 Kouassi, Eugene
3 Li, Chenxu
3 Liao, Zhipeng
3 Lütkepohl, Helmut
3 Matilla-García, Mariano
3 Melenberg, Bertrand
3 Nakajima, Jouchi
3 Omori, Yasuhiro
3 Paya, Ivan
3 Peel, David A.
3 Perote, Javier
3 Podolskij, Mark
3 Prucha, Ingmar R.
3 Rockinger, Michael
3 Ruge-Murcia, Francisco J.
3 Terrell, Dek
3 Tsionas, Efthymios G.
3 Vasconcellos, Klaus Leite Pinto
3 Wolfe, Michael D.
3 Wong, Hoi Ying
3 Wooldridge, Jeffrey M.
3 Wu, Shu
3 Wu, Ximing
3 Zeng, Yong
3 Zhang, Daowen
3 Zhou, Yong
2 Ai, Chunrong
2 Allen, Edward James
2 Amemiya, Yasuo
2 Andreou, Elena
...and 1,313 more Authors
all top 5

Cited in 148 Serials

280 Journal of Econometrics
50 Computational Statistics and Data Analysis
40 Journal of Economic Dynamics & Control
38 Economics Letters
28 Journal of Statistical Planning and Inference
24 Econometric Reviews
23 Econometric Theory
18 European Journal of Operational Research
17 Communications in Statistics. Theory and Methods
17 Quantitative Finance
16 Biometrics
12 Statistics & Probability Letters
11 The Econometrics Journal
10 Journal of Multivariate Analysis
9 Journal of Statistical Computation and Simulation
8 The Canadian Journal of Statistics
8 Chaos, Solitons and Fractals
8 The Annals of Statistics
8 Physica D
8 Journal of Applied Statistics
7 Computational Statistics
7 Communications in Statistics. Simulation and Computation
7 Macroeconomic Dynamics
5 Annals of the Institute of Statistical Mathematics
5 Statistica Neerlandica
5 Journal of Time Series Analysis
5 International Journal of Theoretical and Applied Finance
4 Scandinavian Journal of Statistics
4 Applied Mathematics and Computation
4 Insurance Mathematics & Economics
4 Statistical Science
4 Mathematical and Computer Modelling
4 Computational Economics
4 Lifetime Data Analysis
4 Journal of the Royal Statistical Society. Series B. Statistical Methodology
4 Asia-Pacific Financial Markets
3 Mathematical Biosciences
3 Bulletin of Mathematical Biology
3 Statistical Papers
3 Mathematical Problems in Engineering
3 Mathematical Finance
3 Journal of Systems Science and Complexity
3 Review of Derivatives Research
3 Journal of Forecasting
3 Annals of Finance
3 Journal of Econometric Methods
2 International Journal of Systems Science
2 Journal of Mathematical Analysis and Applications
2 Journal of Mathematical Biology
2 Physica A
2 Automatica
2 Biometrical Journal
2 Fuzzy Sets and Systems
2 International Statistical Review
2 Journal of the American Statistical Association
2 Mathematics and Computers in Simulation
2 Acta Mathematicae Applicatae Sinica. English Series
2 The Annals of Applied Probability
2 Test
2 Open Economies Review
2 Mathematical Methods of Statistics
2 Applied Mathematical Finance
2 Complexity
2 Bernoulli
2 Chaos
2 Applied Stochastic Models in Business and Industry
2 Decisions in Economics and Finance
2 Statistical Methods and Applications
2 Statistical Methodology
2 Mathematics and Financial Economics
2 AStA. Advances in Statistical Analysis
2 The Annals of Applied Statistics
2 SIAM Journal on Financial Mathematics
2 Statistics Surveys
2 Journal of Agricultural, Biological, and Environmental Statistics
2 Sankhyā. Series B
2 Statistics and Computing
1 Computers & Mathematics with Applications
1 Computer Physics Communications
1 Journal of Statistical Physics
1 Lithuanian Mathematical Journal
1 Physics Letters. A
1 Psychometrika
1 The Annals of Probability
1 BIT
1 Calcolo
1 Econometrica
1 International Economic Review
1 International Journal for Numerical Methods in Engineering
1 Journal of Mathematical Economics
1 Journal of Optimization Theory and Applications
1 Kybernetika
1 Mathematica Slovaca
1 Theoretical Population Biology
1 Theory and Decision
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Revue de Statistique Appliquée
1 Acta Applicandae Mathematicae
1 Applied Numerical Mathematics
...and 48 more Serials

Citations by Year