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Journal Articles
- 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]
- 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]
- 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]
- 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]
- 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]
- 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
- 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
- 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
- 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
- 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
- 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
- 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
- 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]
- 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]
- 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]
- VM Fenton and AR Gallant, Convergence rates of SNP density estimators,
Econometrica, vol. 64 no. 3
(1996),
pp. 719-727
- 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]
- M Coppejans and AR Gallant, Cross-validated SNP density estimates,
Journal of Econometrics, vol. 110 no. 1
(2002),
pp. 27-65 [doi] [abs]
- 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]
- WA Barnett and AR Gallant, Editor's introduction,
Journal of Econometrics, vol. 30 no. 1-2
(1985),
pp. 1-, ISSN 0304-4076
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- 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]
- AR Gallant, Seemingly unrelated nonlinear regressions,
Journal of Econometrics, vol. 3 no. 1
(1975),
pp. 35-50, ISSN 0304-4076 [abs]
- AR Fleissig, AR Gallant and JJ Seater, Separability, aggregation, and euler equation estimation,
Macroeconomic Dynamics, vol. 4 no. 4
(2000),
pp. 547-572 [abs]
- 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]
- AR Gallant, SOME ARGUMENTS AGAINST THE USE OF STATISTICAL PACKAGES IN TEACHING STATISTICAL METHODS.
(1973),
pp. 223-225 [abs]
- 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]
- NPC Chao, JA Cuculo, AR Gallant and TW George, Statistical method for determining the glass transition temperature from dilatometric data
(1975)
- 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]
- 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]
- 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]
- 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]
- AR Gallant and H White, There exists a neural network that does not make avoidable mistakes
(1988),
pp. 657-664 [abs]
- 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]
- AR Gallant, Unbiased determination of production technologies,
Journal of Econometrics, vol. 20 no. 2
(1982),
pp. 285-323, ISSN 0304-4076 [abs]
- 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]
- 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]
- AR Gallant and G Tauchen, Which moments to match?,
Econometric Theory, vol. 12 no. 4
(1996),
pp. 657-681 [repository] [abs]
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