- Syllabus as PDF or PostScript
- Detailed calendar
- Fall 2000 Homework Assignments
- Homework 1 as PDF or PostScript, due September 13
- Homework 2 as PDF or PostScript, due September 20
- Homework 3 as PDF or PostScript, due October 11
- Homework 4 as PDF or PostScript, due November 1
- Homework 5 as PDF or PostScript, due November 8
- Homework 6 as PDF or PostScript, due November 15
- Homework 7 as PDF or PostScript, due November 29
- Homework 8 as PDF or PostScript, due December 4

- Lectures
- Deterministic Chaos and Neural Nets as PDF or PostScript
- Kernel Density and Regression Estimation as PDF or PostScript
- Nonlinear Statistical Models, Chapter 1. as PDF or PostScript
- Nonlinear Statistical Models, Chapter 2. as PDF or PostScript
- Translog Factor Demand Systems: The KLEM Model as PDF or PostScript
- Nonlinear Statistical Models, Chapter 5. as PDF or PostScript
- Nonlinear Statistical Models, Chapter 6. as PDF or PostScript
- Seminonparametric Methods: Time Series Applications. as PDF or PostScript
- Efficient Method of Moments. as PDF or PostScript

- Manuscripts
- Gallant, A. Ronald, (1992) "Nonlinear Regression Asymptotics" as PDF or PostScript
- Gallant, A. Ronald, and George Tauchen (1997) "SNP: A Program for Nonparametric Time Series Analysis, User's Guide" as PDF or PostScript
- Gallant, A. Ronald, and George Tauchen (1997) "EMM: A Program for Efficient Method of Moments Estimation, User's Guide" as PostScript
- Gallant, A. Ronald, and George Tauchen (2000) "Efficient Method of Moments," as PDF or PostScript
- Soderlind, Paul, and Svensson, Lars, (1999) "New Techniques to Extract Market Expectations from Financial Instruments" Web site

- Browse ftp site