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Publications of A Ronald Gallant    :recent first  alphabetical  combined  bibtex listing:

Journal Articles

  1. AR Gallant, SOME ARGUMENTS AGAINST THE USE OF STATISTICAL PACKAGES IN TEACHING STATISTICAL METHODS. (1973), pp. 223-225  [abs]
  2. NPC Chao, JA Cuculo, AR Gallant and TW George, Statistical method for determining the glass transition temperature from dilatometric data (1975)
  3. NPC Chao, JA Cuculo, AR Gallant and TW George, STATISTICAL METHOD FOR DETERMINING THE GLASS TRANSITION TEMPERATURE FROM DILATOMETRIC DATA., Appl Polym Symp no. 27 (1975), pp. 193-204  [abs]
  4. AR Gallant, Seemingly unrelated nonlinear regressions, Journal of Econometrics, vol. 3 no. 1 (1975), pp. 35-50, ISSN 0304-4076  [abs]
  5. CR Shumway, PM Maher, MR Baker, WE Souder, AH Rubenstein and AR Gallant, DIFFUSE DECISION-MAKING IN HIERARCHICAL ORGANIZATIONS: AN EMPIRICAL EXAMINATION., Management Science, vol. 21 no. 6 (1975), pp. 697-707  [abs]
  6. AR Gallant, Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations, Journal of Econometrics, vol. 5 no. 1 (1977), pp. 71-88, ISSN 0304-4076  [abs]
  7. AR Gallant and DW Jorgenson, Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation, Journal of Econometrics, vol. 11 no. 2-3 (1979), pp. 275-302, ISSN 0304-4076  [abs]
  8. AR Gallant and TM Gerig, Computations for constrained linear models, Journal of Econometrics, vol. 12 no. 1 (1980), pp. 59-84, ISSN 0304-4076  [abs]
  9. AR Gallant, On the bias in flexible functional forms and an essentially unbiased form. The fourier flexible form, Journal of Econometrics, vol. 15 no. 2 (1981), pp. 211-245, ISSN 0304-4076  [abs]
  10. AR Gallant, Unbiased determination of production technologies, Journal of Econometrics, vol. 20 no. 2 (1982), pp. 285-323, ISSN 0304-4076  [abs]
  11. V Aguirre-Torres and AR Gallant, 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, vol. 21 no. 1 (1983), pp. 5-33, ISSN 0304-4076  [abs]
  12. AR Gallant and RW Koenker, Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach, Journal of Econometrics, vol. 26 no. 1-2 (1984), pp. 83-113, ISSN 0304-4076  [abs]
  13. AR Gallant and GH Golub, Imposing curvature restrictions on flexible functional forms, Journal of Econometrics, vol. 26 no. 3 (1984), pp. 295-321, ISSN 0304-4076  [abs]
  14. JA Chalfant and AR Gallant, Estimating substitution elasticities with the Fourier cost function. Some Monte Carlo results, Journal of Econometrics, vol. 28 no. 2 (1985), pp. 205-222, ISSN 0304-4076  [abs]
  15. WA Barnett and AR Gallant, Editor's introduction, Journal of Econometrics, vol. 30 no. 1-2 (1985), pp. 1-, ISSN 0304-4076
  16. AR Gallant and JF Monahan, Explicitly infinite-dimensional Bayesian analysis of production technologies, Journal of Econometrics, vol. 30 no. 1-2 (1985), pp. 171-201, ISSN 0304-4076  [abs]
  17. AR Gallant and H White, There exists a neural network that does not make avoidable mistakes (1988), pp. 657-664  [abs]
  18. AR Gallant, LP Hansen and G Tauchen, Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution, Journal of Econometrics, vol. 45 no. 1-2 (1990), pp. 141-179, ISSN 0304-4076  [abs]
  19. AR Gallant and G Souza, On the asymptotic normality of Fourier flexible form estimates, Journal of Econometrics, vol. 50 no. 3 (1991), pp. 329-353, ISSN 0304-4076  [abs]
  20. S Ellner, AR Gallant, D McCaffrey and D Nychka, Convergence rates and data requirements for Jacobian-based estimates of Lyapunov exponents from data, Physics Letters A, vol. 153 no. 6-7 (1991), pp. 357-363, ISSN 0375-9601  [abs]
  21. AR Gallant and H White, On learning the derivatives of an unknown mapping with multilayer feedforward networks, Neural Networks, vol. 5 no. 1 (1992), pp. 129-138, ISSN 0893-6080  [abs]
  22. M Davidian and AR Gallant, Smooth nonparametric maximum likelihood estimation for population pharmacokinetics, with application to quinidine., J Pharmacokinet Biopharm, vol. 20 no. 5 (October, 1992), pp. 529-556, ISSN 0090-466X [1287201]  [abs]
  23. M Davidian and AR Gallant, The nonlinear mixed effects model with a smooth random effects density, Biometrika, vol. 80 no. 3 (1993), pp. 475-488, ISSN 0006-3444 [doi]  [abs]
  24. DF McCaffrey and AR Gallant, Convergence rates for single hidden layer feedforward networks, Neural Networks, vol. 7 no. 1 (1994), pp. 147-158, ISSN 0893-6080  [abs]
  25. WA Barnett, AR Gallant, MJ Hinich, JA Jungeilges, DT Kaplan and MJ Jensen, Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size, Journal of Economic Behavior and Organization, vol. 27 no. 2 (1995), pp. 301-320, ISSN 0167-2681  [abs]
  26. R Bansal, AR Gallant, R Hussey and G Tauchen, Nonparametric estimation of structural models for high-frequency currency market data, Journal of Econometrics, vol. 66 no. 1-2 (1995), pp. 251-287, ISSN 0304-4076 [repository], [doi]  [abs]
  27. VM Fenton and AR Gallant, Convergence rates of SNP density estimators, Econometrica, vol. 64 no. 3 (1996), pp. 719-727
  28. AR Gallant and G Tauchen, Which moments to match?, Econometric Theory, vol. 12 no. 4 (1996), pp. 657-681 [repository]  [abs]
  29. VM Fenton and AR Gallant, Qualitative and asymptotic performance of SNP density estimators, Journal of Econometrics, vol. 74 no. 1 (1996), pp. 77-118 [doi]  [abs]
  30. AR Gallant and G Tauchen, Estimation of continuous-time models for stock returns and interest rates, Macroeconomic Dynamics, vol. 1 no. 1 (1997), pp. 135-168, ISSN 1365-1005 [repository]  [abs]
  31. AR Gallant and JR Long, Estimating stochastic differential equations efficiently by minimum chi-squared, Biometrika, vol. 84 no. 1 (1997), pp. 125-141, ISSN 0006-3444  [abs]
  32. AR Gallant, D Hsiehb and G Tauchen, Estimation of stochastic volatility models with diagnostics, Journal of Econometrics, vol. 81 no. 1 (1997), pp. 159-192 [repository]  [abs]
  33. AR Gallant and G Tauchen, Reprojecting partially observed systems with application to interest rate diffusions, Journal of the American Statistical Association, vol. 93 no. 441 (1998), pp. 10-24  [abs]
  34. SP Ellner, BA Bailey, GV Bobashev, AR Gallant, BT Grenfell and DW Nychka, Noise and nonlinearity in measles epidemics: Combining mechanistic and statistical approaches to population modeling, American Naturalist, vol. 151 no. 5 (1998), pp. 425-440, ISSN 0003-0147 [doi]  [abs]
  35. WA Barnett, AR Gallant, MJ Hinich, JA Jungeilges, DT Kaplan and MJ Jensen, A single-blind controlled competition among tests for nonlinearity and chaos, Journal of Econometrics, vol. 82 no. 1 (1998), pp. 157-192, ISSN 0304-4076  [abs]
  36. AR Gallant, CT Hsu and G Tauchen, Using daily range data to calibrate volatility diffusions and extract the forward integrated variance, Review of Economics and Statistics, vol. 81 no. 4 (1999), pp. 617-631 [repository]  [abs]
  37. AR Gallant and G Tauchen, The relative efficiency of method of moments estimators, Journal of Econometrics, vol. 92 no. 1 (1999), pp. 149-172 [repository]  [abs]
  38. AR Fleissig, AR Gallant and JJ Seater, Separability, aggregation, and euler equation estimation, Macroeconomic Dynamics, vol. 4 no. 4 (2000), pp. 547-572  [abs]
  39. B Eraker, GB Durham and AR Gallant, Comment [4] (multiple letters), Journal of Business and Economic Statistics, vol. 20 no. 3 (2002), pp. 327-329+335+337
  40. Y Aït-Sahalia, GB Durham and AR Gallant, Comment [1] (multiple letters), Journal of Business and Economic Statistics, vol. 20 no. 3 (2002), pp. 317-321+335
  41. H Zhou, GB Durham and AR Gallant, Comment [7] (multiple letters), Journal of Business and Economic Statistics, vol. 20 no. 3 (2002), pp. 332-335+338
  42. G Tauchen, GB Durham and AR Gallant, Comment [6] (multiple letters), Journal of Business and Economic Statistics, vol. 20 no. 3 (2002), pp. 331-332+335+337
  43. GB Durham and AR Gallant, Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes, Journal of Business and Economic Statistics, vol. 20 no. 3 (2002), pp. 297-316 [doi]  [abs]
  44. S Chib, N Shephard, GB Durham and AR Gallant, Comment [3] (multiple letters), Journal of Business and Economic Statistics, vol. 20 no. 3 (2002), pp. 325-327+335
  45. P Glynn, GB Durham and AR Gallant, Comment [5] (multiple letters), Journal of Business and Economic Statistics, vol. 20 no. 3 (2002), pp. 330-331+335+337
  46. DH Ahn, RF Dittmar and AR Gallant, Quadratic Term Structure Models: Theory and Evidence, Review of Financial Studies, vol. 15 no. 1 (2002), pp. 243-288, ISSN 0893-9454  [abs]
  47. M Coppejans and AR Gallant, Cross-validated SNP density estimates, Journal of Econometrics, vol. 110 no. 1 (2002), pp. 27-65 [doi]  [abs]
  48. MW Brandt, P Santa-Clara, GB Durhama and AR Gallant, Comment [2] (multiple letters), Journal of Business and Economic Statistics, vol. 20 no. 3 (2002), pp. 321-324+335
  49. DH Ahn, RF Dittmar, AR Gallant and B Gao, Purebred or hybrid?: Reproducing the volatility in term structure dynamics, Journal of Econometrics, vol. 116 no. 1-2 (2003), pp. 147-180 [doi]  [abs]
  50. M Chernov, AR Gallant, E Ghysels and G Tauchen, Alternative models for stock price dynamics, Journal of Econometrics, vol. 116 no. 1-2 (2003), pp. 225-257 [repository], [doi]  [abs]
  51. LJ Christiano, AR Gallant, CA Sims, J Faust, L Kilian, MD Negro, F Schorfheide, F Smets and R Wouters, Comment, Journal of Business and Economic Statistics, vol. 25 no. 2 (2007), pp. 143-162, ISSN 0735-0015 [doi]
  52. AR Gallant and H Hong, A statistical inquiry into the plausibility of recursive utility, Journal of Financial Econometrics, vol. 5 no. 4 (2007), pp. 523-559, ISSN 1479-8409 [doi]  [abs]
  53. R Bansal, AR Gallant and G Tauchen, Rational pessimism, rational exuberance, and asset pricing models, Review of Economic Studies, vol. 74 no. 4 (2007), pp. 1005-1033, ISSN 0034-6527 [doi]  [abs]
  54. ARM Cheng, AR Gallant, C Ji and BS Lee, A Gaussian approximation scheme for computation of option prices in stochastic volatility models, Journal of Econometrics, vol. 146 no. 1 (2008), pp. 44-58, ISSN 0304-4076 [doi]  [abs]
  55. AR Gallant and RE Mcculloch, On the determination of general scientific models with application to asset pricing, Journal of the American Statistical Association, vol. 104 no. 485 (2009), pp. 117-131, ISSN 0162-1459 [doi]  [abs]
  56. EM Aldrich and AR Gallant, Habit, long-run risks, prospect? A statistical inquiry, Journal of Financial Econometrics, vol. 9 no. 4 (2011), pp. 589-618, ISSN 1479-8409 [doi]  [abs]

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