Gallant, A. Ronald, Mohammad R. Jahan-Parvar, and Hening Liu (2017) "Does Smooth Ambiguity Matter for Asset Pricing?," 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

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

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

mimeo1957.pdf

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

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."

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"

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."

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."

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."

mimeo0913.pdf

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

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."