ARTICLES

Gallant, A. R. (1968), "A Note on the Measurement of Cost/Quantity Relationships in the Aircraft Industry," Journal of the American Statistical Association 63, 1247-1252. Abstract

Gallant, A. R., and Wayne A. Fuller (1973), "Fitting Segmented Polynomial Regression Models Whose Join Points Have To Be Estimated," Journal of the American Statistical Association 68, 144-147. Abstract

Gallant, A. R., Thomas M. Gerig, and J. W. Evans (1974), "Time Series Realizations Obtained According to an Experimental Design," Journal of the American Statistical Association 69, 639-645. Abstract

Shumway, C. R., P. M. Maber, N. R. Baker, W. E. Sonder, A. H. Rubenstein, and A. R. Gallant (1975), "Diffuse Decision Making in Hierarchical Organizations: An Empirical Examination," Management Science 21, 697-707. Abstract

Gallant, A. R. (1975), "The Power of the Likelihood Ratio Test of Location in Nonlinear Regression Models", Journal of the American Statistical Association 70, 198-203. Abstract

Gerig, Thomas M., and A. Ronald Gallant (1975), "Computing Methods for Constrained Linear Models", Journal of Statistical Computation and Simulation 3, 283-296. Abstract

Gallant, A. Ronald (1975), "Seemingly Unrelated Nonlinear Regression Models", Journal of Econometrics 3, 35-50. Abstract

Gallant, A. R. (1975), "Nonlinear Regression", The American Statistician 29, 73-81. Abstract

Gallant, A. R. (1975), "Testing a Subset of the Parameters of a Nonlinear Regression Model", Journal of the American Statistical Association 70, 927-932. Abstract

Chao, Nelson P. C., John A. Cuculo, A. Ronald Gallant, and T. Waller George (1975), "A Statistical Method for Determining the Glass Transition Temperature from Dilatometric Data," Applied Polymer Symposium 27, 193-204. Abstract

Gallant, A. Ronald, and J. Jeffery Goebel (1976), "Nonlinear Regression with Auto-correlated Errors," Journal of the American Statistical Association 71, 961-967. Abstract

Gallant, A. Ronald (1977), "Three Stage Least Squares Estimation for a System of Simultaneous, Nonlinear, Implicit Equations," Journal of Econometrics 5, 71-88. Abstract

Gallant, A. Ronald (1977), "Testing a Nonlinear Regression Specification: A Nonregular Case," Journal of the American Statistical Association 72, 523-530. Abstract

Gallant, A. Ronald, and Dale W. Jorgenson (1979), "Statistical Inference for a System of Simultaneous, Nonlinear, Implicit Equations in the Context of Instrumental Variable Estimation," Journal of Econometrics 11, 275-302. Abstract

Gallant, A. Ronald, and Thomas M. Gerig (1980), "Computations for Constrained Linear Models," Journal of Econometrics 12, 59-84. Abstract

Gallant, A. Ronald, and Alberto Holly (1980), "Statistical Inference in an Implicit Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation," Econometrica 48, 697-720. Abstract

Gallant, A. Ronald (1980), "Explicit Estimators of Parametric Functions in Nonlinear Regression," Journal of the American Statistical Association 75, 182-193. Abstract

Gallant, A. Ronald (1981), "On the Bias in Flexible Functional Forms and an Essentially Unbiased Form: The Fourier Flexible Form," Journal of Econometrics 15, 211-245. Abstract

Burguete, Jose F., A. Ronald Gallant, and Geraldo Souza (1982), "On Unification of the Asymptotic Theory of Nonlinear Econometric Models," Econometric Reviews 1, 151-190. Abstract

Gallant, A. Ronald (1982), "Unbiased Determination of Production Technologies," Journal of Econometrics 20, 285-323. Abstract

Aguirre-Torres, Victor, and A. Ronald Gallant (1983), "The Null and Non-null Asymptotic Distribution of the Cox Test for Multivariate Nonlinear Regression Alternatives and a New Distribution Free Cox Test," Journal of Econometrics 21, 5-33. Abstract

Elbadawi, Ibrahim, A. Ronald Gallant, and Geraldo Souza (1983), "An Elasticity Can be Estimated Consistently Without A Priori Knowledge of Functional Form," Econometrica 51, 1731-1752. Abstract

Gallant, A. Ronald, and Roger W. Koenker (1984), "Costs and Benefits of Peak-Load Pricing of Electricity: A Continuous-Time Econometric Approach," Journal of Econometrics 26, 83-114. Abstract

Gallant, A. Ronald (1984), "The Fourier Flexible Form," American Journal of Agricultural Economics 66, 204-208. Abstract

Gallant, A. Ronald, and Gene H. Golub (1984), "Imposing Curvature Restrictions on Flexible Functional Forms," Journal of Econometrics 26, 295-322. Abstract

Chalfant, James A., and A. Ronald Gallant (1985), "Estimating Substitution Elasticities with the Fourier Cost Function: Some Monte Carlo Results," Journal of Econometrics 28, 205-222. Abstract

Gallant, A. Ronald, and John F. Monahan (1985), "Explicitly Infinite Dimensional Bayesian Analysis of Production Technologies," Journal of Econometrics 30, 171-201. Reprinted in Barnett, William A., and A. Ronald Gallant, eds. (1990), New Approaches to Modeling, Specification Selection, and Econometric Inference, Proceedings of the First International Symposium in Economic Theory and Econometrics, Cambridge University Press, Cambridge UK, 171-201. Abstract

Gallant, A. Ronald (1987), "Identification and Consistency in Seminonparametric Regression," in Bewley, Truman F., ed. (1987), Advances in Econometrics Fifth World Congress, Volume 1, Cambridge University Press, New York, 145-170. Translated as Gallant, A. Ronald (1985), "Identification et Convergence en Regression Semi-Nonparametrique," Annals de l'INSEE 59/60, 239-267. Abstract

Gallant, A. Ronald, and Douglas W. Nychka (1987), "Semi-Nonparametric Maximum Likelihood Estimation," Econometrica 55, 363-390. Abstract

Gallant, A. Ronald (1987), "Nonlinear Methods in Econometrics," in Eatwell, John, Murray Milgate, and Peter Newman, eds. (1987), The New Palgrave, Stockton Press, New York, Vol. 3 (K-P), 663-666. Reprinted in Eatwell, John, Murray Milgate, and Peter Newman, eds. (1990), Econometrics, The Macmillan Press, London, 160-166.

Gallant, A. Ronald, and Halbert L. White Jr. (1988), "There Exists a Neural Network That Does Not Make Avoidable Mistakes," Proceedings of the Second Annual IEEE Conference on Neural Networks, IEEE Press, New York, I:657-664. Revised and reprinted in White Jr., Halbert L. (1992), Artificial Neural Networks, Blackwell, Oxford UK, 5-11. Abstract

Aguirre-Torres, Victor, A. R. Gallant, and Jorge Cominguez (1989), "On Choosing Between Two Nonlinear Models Estimated Robustly: Some Monte Carlo Evidence," Communications in Statistics, Simulation and Computation 18, 179-200. Abstract

Gallant, A. Ronald, and George Tauchen (1989), "Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications," Econometrica 57, 1091-1120. Abstract

Gallant, A. Ronald, Lars Peter Hansen, and George E. Tauchen (1990), "Using Conditional Moments of Asset Payoffs to Infer the Volatility of Intertemporal Marginal Rates of Substitution," Journal of Econometrics, 45, 141-180. Abstract

Nychka, Douglas W., Stephen P. Ellner, Daniel F. McCaffrey, and A. Ronald Gallant (1990), "Statistics for Chaos," Statistical Computing and Statistical Graphics Newsletter 1, 4-11. Abstract

Gallant, A. Ronald, David A. Hsieh, and George E. Tauchen (1991), "On Fitting a Recalcitrant Series: The Pound/Dollar Exchange Rate, 1974-83," in Barnett, William A., James Powell, and George E. Tauchen, eds. (1991), Nonparametric and Semiparametric Methods in Econometrics and Statistics, Proceedings of the Fifth International Symposium in Economic Theory and Econometrics, Cambridge University Press, Cambridge, Chapter 8, 199-240.

Gallant, A. Ronald, and Geraldo Souza (1991), "On the Asymptotic Normality of Fourier Flexible Form Estimates," Journal of Econometrics 50, 329-353. Abstract

Eastwood, Brian J., and A. Ronald Gallant (1991), "Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality," Econometric Theory 7, 307-340. Abstract

Gallant, A. Ronald (1991), "Comment on B. Potscher and I. Prucha `Basic Structure of the Asymptotic Theory in Dynamic Nonlinear Econometric Models' " Econometric Reviews 10, 333-335.

Ellner, Stephen P., A. Ronald Gallant, Daniel F. McCaffrey, and Douglas W. Nychka (1991), "Convergence Rates and Data Requirements for Jacobian-based Estimates of Lyapunov Exponents from Data," Physics Letters A 153, 357-363. Abstract

Gallant, A. Ronald, and George Tauchen (1992), "A Nonparametric Approach to Nonlinear Time Series Analysis: Estimation and Simulation," in Brillinger, David, Peter Caines, John Geweke, Emanuel Parzen, Murray Rosenblatt, and Murad S. Taqqu eds. (1992), New Directions in Time Series Analysis, Part II. Springer-Verlag, New York, 71-92. Abstract

Gallant, A. Ronald and Halbert L. White Jr. (1992) "On Learning the Derivatives of an Unknown Mapping with Multilayer Feedforward Networks," Neural Networks 5, 129-138. Revised and reprinted in White Jr., Halbert L. (1992), Artificial Neural Networks, Blackwell, Oxford UK, 206-223. Abstract

McCaffrey, Daniel F., Stephen P. Ellner, A. Ronald Gallant, and Douglas W. Nychka (1992), "Estimating the Lyapunov Exponent of a Chaotic System with Nonparametric Regression," Journal of the American Statistical Association 87, 682-695. Abstract

Gallant, A. Ronald, Peter E. Rossi, and George E. Tauchen (1992), "Stock Prices and Volume," The Review of Financial Studies 5, 199-242. Abstract

Nychka, Douglas W., Stephen P. Ellner, A. Ronald Gallant, and Daniel F. McCaffrey (1992), "Finding Chaos in Noisy Systems," Journal of the Royal Statistical Society B 54, 399-426. Abstract

Davidian, Marie, and A. Ronald Gallant (1992), "Smooth Nonparametric Maximum Likelihood Estimation for Population Pharmacokinetics, with Application to Quinidine," Journal of Pharmacokinetics and Biopharmaceutics 20, 529-556. Abstract

Davidian, Marie, and A. Ronald Gallant (1993), "The Nonlinear Mixed Effects Model with a Smooth Random Effects Density," Biometrika 80, 475-488. Abstract

Gallant, A. Ronald, Peter E. Rossi, and George E. Tauchen (1993), "Nonlinear Dynamic Structures," Econometrica 61, 871-907. Abstract

Bansal, Ravi, A. Ronald Gallant, Robert Hussey, and George Tauchen (1993), "Computational Aspects of Nonparametric Simulation Estimation," in Belsley, David A., ed. (1993), Computational Techniques for Econometrics and Economic Analysis, Kluwer Academic Publishers, Boston, 3-22. Abstract

McCaffrey, Daniel F., and A. Ronald Gallant (1994), "Convergence Rates for Single Hidden Layer Feedforward Networks," Neural Networks 7, 147-158. Abstract

Bansal, Ravi, A. Ronald Gallant, Robert Hussey, and George Tauchen (1994), "Nonparametric Estimation of Structural Models for High-Frequency Currency Market Data," Journal of Econometrics 66, 251-287. Abstract

Ellner, Stephen P., A. Ronald Gallant, and James Theiler (1995), "Detecting Nonlinearity and Chaos in Epidemic Data," in Mollison, Dennis, ed. (1995), Epidemic Models: Their Structure and Relation to Data, Cambridge University Press, Cambridge, UK, 229-247.

Barnett, William A., A. Ronald Gallant, Melvin J. Hinich, Jochen A. Jungeilges, Daniel T. Kaplan, and Mark J. Jensen (1995), "Robustness of Nonlinearity and Chaos Tests to Measurement Error, Inference Method, and Sample Size," Journal of Economic Behavior and Organization 27, 301-320. Abstract

Barnett, William A., A. Ronald Gallant, Melvin J. Hinich, and Jochen A. Jungeilges (1996), "Comparisons of the Available Tests for Nonlinearity and Chaos," in Barnett, William A., Giancarlo Gandolfo, and Claude Hillinger eds. (1996), Dynamic Disequilibrium Modeling: Theory and Applications, Cambridge University Press, Cambridge, 313-346.

Barnett, William A., A. Ronald Gallant, Melvin J. Hinich, Jochen A. Jungeiles, Daniel T. Kaplan, and Mark J. Jensen (1996), "An Experimental Design to Compare Tests of Nonlinearity and Chaos," in Barnett, William A., Alan P. Kirman, and Mark Salmon, eds. (1996), Nonlinear Dynamics and Economics, Cambridge University Press, Cambridge, 163-190.

Fenton, Victor M., and A. Ronald Gallant (1996), "Convergence Rates of SNP Density Estimators," Econometrica 64, 719-727. Abstract

Fenton, Victor M., and A. Ronald Gallant (1996), "Qualitative and Asymptotic Performance of SNP Density Estimators," Journal of Econometrics 74, 77-118. Abstract

Gallant, A. Ronald, and George Tauchen (1996), "Which Moments to Match?," Econometric Theory 12, 657-681. Abstract

Gallant, A. Ronald, and George Tauchen (1996), "Specification Analysis of Continuous Time Models in Finance," in Rossi, Peter, ed. (1996) Modeling Stock Market Volatility: Bridging the Gap to Continuous Time, Academic Press, New York, 357-384. Abstract

Gallant, A. Ronald, David Hsieh, George Tauchen (1997), "Estimation of Stochastic Volatility Models with Diagnostics," Journal of Econometrics 81, 159-192. Abstract

Gallant, A. Ronald, and Jonathan R. Long (1997), "Estimating Stochastic Differential Equations Efficiently by Minimum Chi-Squared," Biometrika 84, 125-141. Abstract

Gallant, A. Ronald, and George Tauchen (1997), "Estimation of Continuous Time Models for Stock Returns and Interest Rates" Macroeconomic Dynamics 1, 135-168. Abstract

Barnett, William A., A. Ronald Gallant, Melvin J. Hinich, Jochen A. Jungeilges, Daniel T. Kaplan, and Mark J. Jensen (1998), "A Single-Blind Controlled Competition Among Tests for Nonlinearity and Chaos," Journal of Econometrics 82, 157-192. Abstract

Gallant, A. Ronald, and George Tauchen (1998), "Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions," Journal of the American Statistical Association 93, 10-24. Abstract

Ellner, S. P., B. A. Bailey, G. V. Bobashev, A. R. Gallant, B. T. Grenfell, and D. W. Nychka (1998), "Noise and Nonlinearity in Measles Epidemics: Combining Mechanistic and Statistical Approaches to Population Modeling," The American Naturalist 151, 425-440. Abstract

Gallant, A. Ronald, and George Tauchen (1999), "The Relative Efficiency of Method of Moments Estimators," Journal of Econometrics 92, 149-172. Abstract

Gallant, A. Ronald, Chien-Te Hsu, and George Tauchen (1999) "Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance" The Review of Economics and Statistics, 81(4), 617-631. Abstract

Fleissig, Adrian R., A. Ronald Gallant, and John J. Seater (2000), "Separability, Aggregation, and Euler Equation Estimation," Macroeconomic Dynamics 4, 547-572. Abstract

Aguirre-Torres, Victor, and A. Ronald Gallant (2001), "Testing Separate Dynamic Nonlinear Econometric Models" in G.I Schueler and P.D. Spanos (eds) (2001), Monte Carlo Simulation A. A. Balkema, Rotterdam, 423-430. Abstract

Ahn, Dong-Hyun, Robert F. Dittmar, and A. Ronald Gallant (2002), "Quadratic Term Structure Models: Theory and Evidence," The Review of Financial Studies 15. 243-288. Abstract

Durham, Garland B., and A. Ronald Gallant (2002), "Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes," The Journal of Business and Economic Statistics 20, 297-316. Abstract

Coppejans, Mark, and A. Ronald Gallant (2002), "Cross-Validated SNP Density Estimates," Journal of Econometrics 110, 27-65. Abstract

Ahn, Dong-Hyun, Robert F. Dittmar, A. Ronald Gallant, and Bin Gao (2003), "Purebred or Hybrid?: Reproducing the Volatility in Term Structure Dynamics," Journal of Econometrics 116 147-180. Abstract

Chernov, Mikhail, A. Ronald Gallant, Eric Ghysels, and George Tauchen (2003), "Alternative Models for Stock Price Dynamics," Journal of Econometrics 116, 225-257. Abstract

Bansal, Ravi, A. Ronald Gallant, and George Tauchen (2007), "Rational Pessimism, Rational Exuberance, and Asset Pricing Models," Review of Economic Studies 74, 1005-1033. Abstract

Gallant, A. Ronald and Han Hong (2007), "A Statistical Inquiry into the Plausibility of Recursive Utility," Journal of Financial Econometrics 5, 523-559. Abstract

Gallant, A. Ronald (2007), "Comment" on the JBES Invited Paper entitled "On the Fit of New-Keynseian Models, authored by Marco Del Negro, Frank Schorfheide, Frank Smets, and Raf Wouters. Journal of Business and Economic Statistics 25. 151--152.

Gallant, A. Ronald (2008), "SNP: Nonparametric Time Series Analysis," in Blume, Larry, and Steven Durlauf, eds. (2008), The New Palgrave, 2nd edition, Palgrave Macmillan Ltd., Houndmills, UK.

Gallant, A. Ronald, and Robert E. McCulloch (2009), "On the Determination of General Scientific Models with Application to Asset Pricing," Journal of the American Statistical Association 104, 117--131. Abstract

Cheng, Ai-ru (Meg), A. Ronald Gallant, Chuanshu Ji, and Beom S. Lee (2009), "A Gaussian Approximation Scheme for Computation of Option Prices in Stochastic Volatility Models," Journal of Econometrics, 146, 44--58. Abstract

Gallant, A. Ronald, and George Tauchen (2010), "Simulated Score Methods and Indirect Inference for Continuous-time Models," in Yacine Ait-Sahalia and Lars Peter Hansen, eds. (2010), Handbook of Financial Econometrics, Volume 1 -- Tools and Techniques, Elsevier/North-Holland, Amsterdam, 427--478. Abstract

Aldrich, Eric M., Jesus Fernandez-Villaverde, A. Ronald Gallant, and Juan F. Rubio-Ramirez (2011), "Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors," Journal of Economic Dynamics and Control 35, 386--393. Abstract

Aldrich, Eric M., and A. Ronald Gallant (2011), "Habit, Long-Run Risks, Prospect? A Statistical Inquiry," Journal of Financial Econometrics 9, 589--618. Abstract

Gallant, A. Ronald (2015) "Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference," Journal of Financial Econometrics forthcoming. Abstract

Gallant, A. Ronald (2015) "Reply to Comment on Reflections," Journal of Financial Econometrics forthcoming. Abstract

Gallant, A. Ronald, Han Hong, and Ahmed Khwaja (2016) "The Dynamic Spillovers of Entry: An Application to the Generic Drug Industry" Management Science forthcoming. Abstract

Gallant, A. Ronald, A. Ronald Gallant, Raffaella Giacomini, and Giuseppe Ragusa (2017) "Bayesian Estimation of State Space Models Using Moment Conditions" Journal of Econometrics forthcoming. Abstract

Gallant, A. Ronald, Han Hong, and Ahmed Khwaja (2017) "A Bayesian Approach to Estimation of Dynamic Models with Small and Large Number of Heterogeneous Players and Latent Serially Correlated States" Journal of Econometrics forthcoming. Abstract

Gallant, A. Ronald, George Tauchen (2017) " Exact Bayesian Moment Based Inference for the Distribution of the Small-Time Movements of an Ito Semimartingale" Journal of Econometrics forthcoming. Abstract