aa.pdf
Gallant, A. Ronald, Mohammad R. Jahan-Parvar, and Hening Liu (2015) "Measuring Ambiguity Aversion," Working paper, Department of Economics, Penn State University, University Park PA 16802 USA. pdf,

abg.pdf
Ahn, Dong-Hyun, In Seok Baek, and A. Ronald Gallant (2010), "Sign Switching Behavior of Cross-County Interest Rate Correlations: Theory and Evidence," Working paper, Department of Economics, Penn State University, University Park PA 16802 USA. pdf,

cb.pdf
Gallant, A. Ronald (2016) "Complementary Bayesian Method of Moments Strategies," Working paper, Department of Economics, Penn State University, University Park PA 16802 USA. pdf,

cbclr.pdf
Slides for Gallant, A. Ronald (2016) "Complementary Bayesian Method of Moments Strategies," Working paper, Department of Economics, Penn State University, University Park PA 16802 USA. pdf,

bliml.pdf
Gallant, A. Ronald, Raffaella Giacomini, and Giuseppe Ragusa (2015), "Bayesian Estimation of State Space Models Using Moment Conditions," Working paper, Department of Economics, Penn State University, University Park PA 16802 USA. pdf,

blimlclr.pdf
Slides for Gallant, A. Ronald, Raffaella Giacomini, and Giuseppe Ragusa (2015), "Bayesian Estimation of State Space Models Using Moment Conditions," Working paper, Department of Economics, Penn State University, University Park PA 16802 USA. pdf,

calib.pdf
Gallant, A. Ronald (1995), "Comments on Calibration," Panel Disscussion, Seventh World Congress of the Econometric Society, Keio University, Tokyo, Japan, 22-29 August 1995. pdf

climclr.pdf
Gallant, A. Ronald (2011), Slides for "Climate Models" pdf

compasp.pdf
Bansal, Ravi, A. Ronald Gallant, Robert Hussey, and George Tauchen (1994), "Computational Aspects of Nonparametric Simulation Estimation," pdf

decline.pdf
Gallant, A. Ronald (1989), "On Asymptotic Normality when the Number of Regressors Increases and the Minimum Eigenvalue of X'X/n Decreases," Class notes, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. pdf

hfemm.pdf
Gallant, A. Ronald, and George Tauchen (2015), "Exact Bayesian Moment Based Inference for the Distribution of the Small-Time Movements of an Ito Semimartingale," pdf

hfemmclr.pdf hfemmshort.pdf
Gallant, A. Ronald (2011), Slides for "Efficient Indirect Bayesian Estimation" pdf pdf

gsm.pdf
Gallant, A. Ronald and Robert E. McCulloch (2008), "On the Determination of General Scientific Models," Journal of the American Statistical Association, forthcoming. pdf

ghk.pdf ghk_appendix.pdf
Gallant, A. Ronald, Han Hong, and Ahmed Khwaja (2011), "Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry," Working paper, Department of Economics, Penn State University, University Park PA 16802 USA. Paper pdf Appendix pdf

liml.pdf
Gallant, A. Ronald, Raffaella Giacomini, and Giuseppe Ragusa (2014), "Generalized Method of Moments with Latent Variables," Working paper, Department of Economics, Penn State University, University Park PA 16802 USA. pdf,

limlclr.pdf
Slides for Gallant, A. Ronald, Raffaella Giacomini, and Giuseppe Ragusa (2013), "Generalized Method of Moments with Latent Variables," pdf,

mcclr.pdf
Slides for Bansal, Ravi, A. Ronald Gallant, and George Tauchen (2002), "Rational Pessimism and Exuberance," pdf,

mpcclr.pdf
Gallant, A. Ronald (2012), "Parallelization Strategies: Hardware and Software (Two Decades of Personal Experience)," Slides for conference on "Massively Parallel Computing in Economics," Econometric Institute, Erasmus University, Rotterdam, and Econometrics Department, VU University, Amsterdam, May 11, 2012. Updated May 5, 2014. pdf

mwsuite.pdf
Figures that were omitted from Gallant, A. Ronald, and Mark Coppejans (2002), "Cross Validated SNP Density Estimates," Journal of Econometrics, 110, 27--65. pdf,

newtrev.pdf
Ellner, Stephen, A. Ronald Gallant, and James Theiler (1993), "Detecting Nonlinearity and Chaos in Epidemic Data," in Dennis Mollison (ed.), Epidemic Models: Their Structure and Relation to Data, Cambridge University Press, Cambridge, UK, forthcoming. pdf

nparnlin.pdf
Gallant, A. Ronald, and George Tauchen (1990), "A Nonparametric Approach to Nonlinear Time Series Analysis: Estimation and Simulation," IMA Preprint Series #705 pdf

olsim.pdf
Armstrong, Tim, A. Ronald Gallant, Han Hong, and Huiyu Li (2013), "The Asymptotic Distribution of Estimators with Overlapping Simulation Draws," Working paper, Department of Economics, The Pennslyvania State University. pdf

qmle.pdf
Gallant, A. Ronald and Halbert White (1998), "Finite Lag Estimation of Non-Markovian Processes," Working paper, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. pdf

recalc.pdf
Gallant, A. Ronald, David A. Hseih, and George E. Tauchen (1989), "On Fitting a Recalcitrant Series: The Pound/Dollar Exchange Rate, 1974-83" Working paper, Graduate School of Business, University of Chicago. pdf

reflect.pdf reply.pdf addendum.pdf
Gallant, A. Ronald (2014), "Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference," Working paper, Department of Economics, Penn State University, University Park PA 16802 USA. reflect.pdf, reply.pdf, addendum.pdf

reflclr.pdf
Slides for Gallant, A. Ronald (2015), "Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference," pdf,

rudiment.pdf
Gallant, A. Ronald (1992), "Nonlinear Regression Asymptotics," Class notes, Department of Economics, University of North Carolina, Chapel Hill NC. pdf

sde.pdf
Proofs of theorems for Gallant, A. Ronald Gallant, Jonathan R. Long (1997), "Estimating Stochastic Differential Equations Efficiently by Minimum Chi-Square," Biometrika 84, 125-141. pdf

socc.pdf, socc_web.pdf
Gallant, A. Ronald, Han Hong, and Ahmed Khwaja (2015), "A Bayesian Approach to Estimation of Dynamic Models with Small and Large Number of Heterogeneous Players and Latent Serially Correlated States," Department of Economics, Penn State University, University Park PA 16802 USA. Paper without web appendix pdf. Paper with web appendix pdf

soccclr.pdf
Slides for Gallant, A. Ronald, Han Hong, and Ahmed Khwaja (2015), "A Bayesian Approach to Estimation of Dynamic Models with Small and Large Number of Heterogeneous Players and Latent Serially Correlated States," Department of Economics, Penn State University, University Park PA 16802 USA. pdf

mimeo2293.pdf
S. Ellner, B. Bailey, G. Bobashev, A. R. Gallant, B. Grenfell and D. W. Nychka. (1996) "Noise and Nonlinearity in Epidemics: combining statistical and mechanistic modeling to characterize and forecast population dynamics."

mimeo2235.pdf
Ellner, S., Nychka, D. W., and Gallant, A. R. (1992) "LENNS, a program to estimate the dominant Lyapunov exponent of noisy nonlinear systems from time series data."

mimeo2221.pdf
Davidian, Marie and Gallant, A. Ronald (1992) "Smooth Nonparametric Maximum Likelihood Estimation for Population Pharmacokinetics, with Application to Quinidine." 2221 Paper Part B

mimeo2207.pdf
McCaffrey, D. F., and Gallant, A. Ronald (1991) Convergence Rates For Single Hidden Layer Feedforward Networks"

mimeo2206.pdf
Davidian, Marie and Gallant, A. Ronald (1991) "The Nonlinear Mixed Effects Model with a Smooth Random Effects Density."

mimeo1996.pdf
Nychia, D., Ellner, S., McCaffrey, D., and Gallant, A. R. (1991) "Finding Chaos in Noisy Systems."

mimeo1985.pdf
Gallant, A. Ronald, Peter Rossi and G. Tauchen (1990) "Nonlinear Dynamic Structures."1985 Part B

mimeo1977.pdf
Nychka, Douglas, Daniel McCaffrey, S. Ellner, and A. R. Gallant (1990) "Estimating Lyapunov Exponents with Nonparametric Regression."

mimeo1975.pdf
Wolfinger, R. D. and Gallant, A. R. (1989) "Varying Degree Polynomial Regression. II. Asymptotic Normality."

mimeo1974.pdf
Wolfinger, Russell D. and A. Ronald Gallant (1989) "Varying Degree Polynomial Regressions. I. Rates of Covergence."

mimeo1973.pdf
Gallant, R. A. and Pratt, John W. (1990) "Responses to question relating to statitical theory and business and economic statistics." 1973 Part B

mimeo1972.pdf
Gallant, Ronald A., Rossi, Peter E., Tauchen George (1990). "Stock Prices and Volume." 1972 First Draft

mimeo1964.pdf
Gallant, A. Ronald and H. White (1989) "On learning the derivatives of an unknown mapping with multilayer feedforward networks."

mimeo1961.pdf
Gallant, A. R., L. P. Hansen and G. Tauchen (1989) "Using conditional moments of asset payoffes to infer the volatility of intertemporal marginal rates of substitution."

mimeo1957.pdf
Gallant, A. R. and Geraldo Souza (1989) "On the asymptotic normality of fourier flexible form estimates."

mimeo1955.pdf
Gallant, A. Ronald (1989) "On asymptotic normality when the number of regressors increases and the minimum egienvalue of X'X/n decreases."

mimeo1682.pdf
Gallant, A. Ronald (1985) "Nonlinear Statistical Models. Ch 2. Univariate Nonlinear Regression: Special Situations."

mimeo1678.pdf
Gallant, A. Ronald (1985) "Nonlinear Statistical Models. Ch. 8. Nonlinear Simultaneous Equations Models."

mimeo1674.pdf
Gallant, A. Ronald (1985) "Nonlinear Statistical Models. Ch. 4. Univariate Nonlinear Regression: Asymptotic Theory."

mimeo1667.pdf
Gallant, A. Ronald (1985) "Nonlinear Statistical Models. Ch. 9 Dynamic Nonlinear Models."

mimeo1642.pdf
Nychka, Douglas and A. Ronald Gallant. (1984) "Consistent Estimation of the Parameters and the Errof Density in a Censored Regression Model."

mimeo1641.pdf
Gallant, A. Ronald (1984) "Nonlinear Statistical Models, Ch. 6, Multivariate Nonlinear Regression."

mimeo1622.pdf
Gallant, A. Ronald. (1982) "Nonlinear Statistical Models. Ch. 1. Univariate Nonlinear Regression."

mimeo1617.pdf
Gallant, A. Ronald (1982) "Nonlinear Statistical Models, Ch. 3. A Unified Asymptotic Theory of Nonlinear Statistical Models"

mimeo1614.pdf
Chalfant, J. A. and Gallant, A. Ronald (1982) "Estimating Substitution Elasticities with the Fourier Cost Function: Some Monte Carlo Results."

mimeo1396.pdf
Badawi, I. E., A. Ronald Gallant and G. Souza (1982) "An Elasticity Can Be Estimated Consistently Without A Priori Knowledge of Functional Form."

mimeo1355.pdf
Gallant, A. R. (1980) "Unbiased Determination of Production Technologies."

mimeo1296.pdf
Burguete, Jose F. and Gallant, A. R. (1980) "On Unification of the Asymptotic Theory of Nonlinear Econometric Models."

mimeo1295.pdf
Burguete, J.F. and Gallant, A.R. (1980) "The Method of Moments with Nonlinear Statistical Models."

mimeo1288.pdf
Gallant, A. R. and Gerig, T. M. (1978) "Proceedings of the Computer Science and Statistics: Eleventh Annual Symposium on the INTERFACE."

mimeo1287.pdf
Gallant, A.R. (1980) "A Continuous Time Model of Electricity Consumption Which Incorporates Time of Day Pricing, A Demand Charge, and Other Commodities."

mimeo1262.pdf
Gallant, A.R. (1977) "On the Bias in Flexible Functional Forms and An Essentially Unbiased Form: The Fourier Functional Form."

mimeo1245.pdf
Gallant, A. R. (1977) "A Note on the Interpretation of Polynomial Regressions."

mimeo1229.pdf
Souza, G. and A. R. Gallant (1977) "Statistical Inference Based on M-Estimators for the Multivariate Nonlinear Regression Model in Implicit Form."

mimeo1142.pdf
Gallant, A.R. (1977) "Nonlinar Three Stage Least Squares: A Test of Restricitions in the Presence of a Maintained Hypothesis."

mimeo1108.pdf
Gallant, A.R. (1978) "Revised April, 1978. Explicit Estimators of Parametric Functions in Nonlinear Regression."

mimeo1107.pdf
Drummond, D.J. and Gallant, A.R. (1977) "TSCSREG: A SAS Procedure for the Analysis of Time Series Cross-Section Data." 1107 Part B

mimeo1083.pdf
Gallant, A. Ronald (1976) "On the asymptotic power of the lack of fit test in non-linear regression."

mimeo1077.pdf
Gallant, A. Ronald (1976) "Confidence regions for the parameters of a non-linear regression model."

mimeo1032.pdf
Gallant, A. R. (1975) "Three stage least squares estimation for a system of simulations, nonlinear, implicit equations."

mimeo1017.pdf
Gallant, A.R. (1975) "Testing a nonlinar regression specification: a nonregular case."

mimeo0986.pdf
Gallant, A.R. and Goebhel, J.J. (1975) "Nonlinear regression with artoregressive errors."

mimeo0973.pdf
Gallant, A.R. (1975) "A uniform central limit theorem useful in nonlinear time series regression." Jan. 1978.

mimeo0943.pdf
Gallant, A.R. (1974) "Testing a subset of the parameters of a nonlinear regression model."

mimeo0925.pdf
Gallant, A.R. (1974) "The theory of nonlinear regression as it relates to segmented polynomial regressions with estimated join points."

mimeo0913.pdf
Gallant, A.R., Gerig, Thomas and Evans, J.W. (1974) "Time series realizations obtained according to an experimental design."

mimeo0911.pdf
Gallant, R.A. and Gerig, T.M. (1974) "Comments of computing minimum absolute deviations regressions by iterative least squares regressions and by linear programming."

mimeo0900.pdf
Gallant, A.R. (1973) "Seemingly unrelated nonlinear regressions."

mimeo0899.pdf
Gerig, T.A. and Gallant, A.R. (1973) "Constrained linear models: A SAS implementation."

mimeo0890.pdf
Gallant, A.R. (1973) "Nonlinear regression methods."

mimeo0889.pdf
Gallant, A.R. (1973) "The power of the likelihood ratio test of location in nonlinar regression models."

mimeo0875.pdf
Gallant, A.R. (1975) "Inference for Non-linear models."

mimeo0814.pdf
Gerig, T.M. and Gallant, A.R. (1972) "Constrained linear models."