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 (2019)
"Complementary Bayesian Method of Moments Strategies,"
Working paper,
Department of Economics, Penn State University, University Park PA 16802 USA.
pdf,
cb_online.pdf
Gallant, A. Ronald (2019)
Online Appendix for
"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 (2019)
"Complementary Bayesian Method of Moments Strategies,"
Working paper,
Department of Economics, Penn State University, University Park PA 16802 USA.
pdf,
ce.pdf
Gallant, A. Ronald, Han Hong, Michael P. Leung,and Jessie Li (2019)
"Constrained and Penalized Estimation using MCMC,"
Working paper,
Department of Economics, Penn State University, University Park PA 16802 USA.
pdf,
curve.pdf
Gallant, A. Ronald (2022)
"Visualization and Inference From a Point Cloud on a Curved, Singular
Manifold," Working paper,
Department of Economics, Gardner Hall CB 3305, University of North Carolina,
Chapel Hill NC 27599 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
dcf.pdf
Gallant, A. Ronald, and George Tauchen (2018),
"Cash Flows Discounted Using a Model Free SDF Extracted
under a Yield Curve Prior,"
pdf
dcfclr.pdf
Slides for
Gallant, A. Ronald, and George Tauchen (2018),
"Cash Flows Discounted Using a Model Free SDF Extracted
under a Yield Curve Prior,"
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
npb.pdf
Gallant, A. Ronald (2020), "Nonparametric Bayes Subject
to Overidentified Moment Conditions,"
pdf
npbclr.pdf
Slides for
Gallant, A. Ronald (2020), "Nonparametric Bayes Subject
to Overidentified Moment Conditions,"
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
sdev.pdf
Gallant, A. Ronald (2021), "Variance-Covariance from a Metropolis
Chain on a Curved, Singular Manifold,"
Working paper,
Department of Economics CB 330, University of North Carolina, Chapel
Hill NC 27599
pdf
sdev_appendix.pdf
Gallant, A. Ronald (2021), "Online Appendix for
Variance-Covariance from a Metropolis Chain on a Curved, Singular Manifold,"
Working paper,
Department of Economics CB 330, University of North Carolina, Chapel
Hill NC 27599
pdf
sdevclr.pdf
Slides for
Gallant, A. Ronald (2021), "Variance-Covariance from a Metropolis
Chain on a Curved, Singular Manifold,"
Working paper,
Department of Economics CB 330, University of North Carolina, Chapel
Hill NC 27599
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
tm.pdf
Gallant, A. Ronald, Eric M. Aldrich (2011),
"Habit, Long-Run Risks, Prospect? A Statistical Inquiry,"
Working paper, Department of Economics, Duke University,
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."