A. Ronald Gallant
Names
first:  A. 
middle:  Ronald 
last:  Gallant 
Contact
homepage:  http://www.aronaldg.org/ 
postal address:  P.O. Box 659 Chapel Hill NC 27514 USA 
Affiliations

Pennsylvania State University
→ Department of Economics
 website
 location: State College, Pennsylvania (United States)
Research profile
author of:

Purebred or hybrid?: Reproducing the volatility in term structure dynamics
by Ahn, DongHyun & Dittmar, Robert F. & Gallant, A. Ronald & Gao, Bin 
Reproducing Partial Observed Systems with Application to Interest Rate Diffusions
by A. Ronald Gallant & George Tauchen 
On the bias in flexible functional forms and an essentially unbiased form : The fourier flexible form
by Gallant, A. Ronald 
Numerical Techniques for Maximum Likelihood Estimation of ContinuousTime Diffusion Processes: Reply.
by Durham, Garland B. & Gallant, A. Ronald 
Qualitative and asymptotic performance of SNP density estimators
by Fenton, Victor M. & Gallant, A. Ronald 
Numerical Techniques for Maximum Likelihood Estimation of ContinuousTime Diffusion Processes.
by Durham, Garland B. & Gallant, A. Ronald 
On the asymptotic normality of Fourier flexible form estimates
by Gallant, A. Ronald & Souza, Geraldo 
Qualitative and Asymptotic Performance of SNP Density Estimators
by Victor Fenton & Gallant, A. Ronald 
Rational Pessimism, Rational Exuberance, and Asset Pricing Models
by Ravi Bansal & A. Ronald Gallant & George Tauchen 
Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions
by Gallant, A. Ronald & Tauchen, George 
Rational Pessimism, Rational Exuberance, and Asset Pricing Models
by Ravi Bansal & A. Ronald Gallant & George Tauchen 
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
by Eric M. Aldrich & JesÃºs FernÃ¡ndezVillaverde & Ronald Gallant & Juan F. RubioRamÃrez 
Nonlinear Dynamic Structures.
by Gallant, A. Ronald & Rossi, Peter E. & Tauchen, George 
Which Moments to Match?
by Gallant, A. Ronald & Tauchen, George 
Nonparametric estimation of structural models for highfrequency currency market data
by Bansal, Ravi & Gallant, A. Ronald & Hussey, Robert & Tauchen, George 
ON FITTING A RECALCITRANT SERIES: THE POUND/DOLLAR EXCHANGE RATE, 1974 83
by GALLANT, A. R. & HSIEH, D. & TAUCHEN, G. 
Seemingly unrelated nonlinear regressions
by Gallant, A. Ronald 
The Nonlinear Mixed Effects Model with a Smooth Random Effects Density
by Gallant, A. Ronald 
On the Determination of General Scientific Models With Application to Asset Pricing
by Gallant, A. Ronald & McCulloch, Robert E. 
Seminonparametric Maximum Likelihood Estimation.
by Gallant, A. Ronald & Nychka, Douglas W. 
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution
by Gallant, A. Ronald & Hansen, Lars Peter & Tauchen, George 
SEMINONPARAMETRIC ESTIMATION OF CONDITIONALLY CONSTRAINED HETEROGENEOUS PROCESSES: ASSET PRICING APPLICATIONS
by GALLANT, A. R. & TAUCHEN, G. 
Using Daily Range Data To Calibrate Volatility Diffusions And Extract The Forward Integrated Variance
by A. Ronald Gallant & ChienTe Hsu & George Tauchen 
Which Moments to Match
by Tauchen, George E. & Gallant, A. Ronald 
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
by Eric M. Aldrich & Jesus FernandezVillaverde & A. Ronald Gallant & Juan F. RubioRamirez 
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors
by Eric M. Aldrich & Jesús FernándezVillaverde & A. Ronald Gallant & Juan F. RubioRamírez 
Stock Prices and Volume.
by Gallant, A. Ronald & Rossi, Peter E. & Tauchen, George 
Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance
by Gallant, A. Ronald & Hsu, ChienTe & Tauchen, George 
Explicitly infinitedimensional Bayesian analysis of production technologies
by Gallant, A. Ronald & Monahan, John F. 
Threestage leastsquares estimation for a system of simultaneous, nonlinear, implicit equations
by Gallant, A. Ronald 
Unbiased determination of production technologies
by Gallant, A. Ronald 
Statistical inference for a system of simultaneous, nonlinear, implicit equations in the context of instrumental variable estimation
by Gallant, A. Ronald & Jorgenson, Dale W. 
Imposing Curvature Restrictions on Flexible Functional Forms
by A. Ronald Gallant & Gene H. Golub 
Habit, LongRun Risks, Prospect? A Statistical Inquiry.
by Eric M. Aldrich & A. Ronald Gallant 
Estimating Dynamic Games of Complete Information with an Application to the Generic Pharmaceutical Industry
by Han Hong & Ahmed Khwaja & A. Ronald Gallant 
Imposing curvature restrictions on flexible functional forms
by Gallant, A. Ronald & Golub, Gene H. 
Estimating Stochastic Differential Equations Efficiently by Minimum ChiSquare
by Gallant, A. Ronald & Long, Jonathan R. 
Sign switching behavior of crosscounty interest rate correlations: Theory and Evidence
by DongHyun Ahn & In Seok Baek & A. Ronald Gallant 
Simulated Score Methods and Indirect Inference for Continuoustime Models
by Gallant, A. Ronald & Tauchen, George 
Estimation of Stochastic Volatility Models with Diagnostics
by Gallant, A. Ronald & Hsieh, David & Tauchen, George 
Estimating substitution elasticities with the Fourier cost function : Some Monte Carlo results
by Chalfant, James A. & Gallant, A. Ronald 
ESTIMATION OF CONTINUOUSTIME MODELS FOR STOCK RETURNS AND INTEREST RATES
by GALLANT, A. RONALD & TAUCHEN, GEORGE 
Specification Analysis of Continuous Time Models in Finance
by Gallant, A. Ronald & Tauchen, George E. 
Estimation of stochastic volatility models with diagnostics
by Gallant, A. Ronald & Hsieh, David & Tauchen, George 
Estimation of Continuous Time Models for Stock Returns and Interest Rates
by Tauchen, George E. & Gallant, A. Ronald 
Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation.
by Gallant, A. Ronald & Holly, Alberto 
SEPARABILITY, AGGREGATION, AND EULER EQUATION ESTIMATION
by Fleissig, Adrian R. & Gallant, A. Ronald & Seater, John J. 
SNP: A Program for Nonparametric Time Series Analysis. Version 8.4. User's Guide
by Tauchen, George E. & Gallant, A. Ronald 
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen 
Diffuse DecisionMaking in Hierarchical Organizations: An Empirical Examination
by C. R. Shumway & P. M. Maher & M. R. Baker & W. E. Souder & A. H. Rubenstein & A. R. Gallant 
Cross Validated SNP Density Estimates
by Coppejans, Mark & Gallant, A. Ronald 
Crossvalidated SNP density estimates
by Coppejans, Mark & Gallant, A. Ronald 
Efficient Method of Moments
by Gallant, A. Ronald & Tauchen, George 
Alternative Models for Stock Price Dynamics
by Mikhail Chernov & A. Ronald Gallant & Eric Ghysels & George Tauchen 
Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry
by Han Hong & Ahmed Khwaja & A. Ronald Gallant 
An Elasticity Can Be Estimated Consistently without A Priori Knowledge of Functional Form.
by Elbadawi, Ibrahim & Gallant, A. Ronald & Souza, Geraldo 
Alternative Models for Stock Price Dynamic
by Chernov, Mikhail & Gallant, A. Ronald & Ghysels, Eric & Tauchen, George 
Erratum [Convergence Rates of SNP Density Estimators].
by Fenton, Victor M. & Gallant, A. Ronald 
EMM: A Program for Efficient Method of Moments Estimation. Version 1.1. User's Guide
by Tauchen, George E. & Gallant, A. Ronald 
A Gaussian approximation scheme for computation of option prices in stochastic volatility models
by Cheng, Airu (Meg) & Gallant, A. Ronald & Ji, Chuanshu & Lee, Beom S. 
A SINGLEBLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS*
by William Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen 
Comment
by Gallant, A. Ronald 
Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality
by Eastwood, Brian J. & Gallant, A. Ronald 
Comments on Calibration
by Gallant, A. Ronald 
Costs and benefits of peakload pricing of electricity : A continuoustime econometric approach
by Gallant, A. Ronald & Koenker, Roger W. 
A SingleBlind Controlled Competition among Tests for Nonlinearity and Chaos
by William A. Barnett & A. Ronald Gallant & Melvin J. Hinich & Jochen A. Jungeilges & Daniel T. Kaplan & Mark J. Jensen 
A singleblind controlled competition among tests for nonlinearity and chaos
by Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J. 
Computations for constrained linear models
by Gallant, A. Ronald & Gerig, Thomas M. 
Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State
by A. Ronald Gallant & Han Hong & Ahmed Khwaja 
Convergence Rates of SNP Density Estimators.
by Fenton, Victor M. & Gallant, A. Ronald 
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size
by Barnett, William A. & Ronald Gallant, A. & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J. 
The null and nonnull asymptotic distribution of the Cox test for multivariate nonlinear regression: Alternatives and a new distributionfree Cox test
by AguirreTorres, Victor & Ronald Gallant, A. 
Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications.
by Gallant, Ronald & Tauchen, George 
The relative efficiency of method of moments estimators1
by Ronald Gallant, A. & Tauchen, George 
Editor's introduction
by Barnett, William A. & Ronald Gallant, A. 
Alternative models for stock price dynamics
by Chernov, Mikhail & Ronald Gallant, A. & Ghysels, Eric & Tauchen, George 
Theory Matters: GARP, Separability, Aggregation, and Euler Equation Estimation
by John J. Seater & Adrian Fleissig & A. Ron Gallant 
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors
by Aldrich, Eric M. & FernándezVillaverde, Jesús & Ronald Gallant, A. & RubioRamírez, Juan F. 
Generalized method of moments with latent variables
by Ron Gallant & Raffaella Giacomini & Giuseppe Ragusa 
Generalized Method of Moments with Latent Variables
by Gallant, A. Ronald & Giacomini, Raffaella & Ragusa, Giuseppe 
Measuring Ambiguity Aversion
by A. Ronald Gallant & Mohammad JahanParvar & Hening Liu 
Does Smooth Ambiguity Matter for Asset Pricing?
by A. Ronald Gallant & Mohammad JahanParvar & Hening Liu
editor of:

Journal of Econometrics
edited by T. Amemiya & A. R. Gallant & J. F. Geweke & C. Hsiao & P. M. Robinson 
Nonlinear Models
edited by Herman J. Bierens & A. R. Gallant