Access Statistics for A. Ronald Gallant

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation 0 0 1 1,288 1 2 5 3,206
A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS* 0 1 2 36 0 2 14 169
A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos 0 0 1 650 1 2 13 2,214
Alternative Models for Stock Price Dynamic 0 0 1 439 4 6 17 1,382
Alternative Models for Stock Price Dynamics 0 1 2 905 0 2 10 2,688
Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State 0 1 6 55 1 2 13 124
Comments on Calibration 0 0 0 70 0 0 4 177
Cross Validated SNP Density Estimates 1 1 2 74 2 3 9 564
Does Smooth Ambiguity Matter for Asset Pricing? 0 1 2 28 0 2 9 54
Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry 0 0 0 33 0 0 7 132
EMM: A Program for Efficient Method of Moments Estimation. Version 1.1. User's Guide 0 0 1 285 0 1 4 983
Efficient Method of Moments 0 1 9 653 0 1 36 1,732
Estimating Dynamic Games of Complete Information with an Application to the Generic Pharmaceutical Industry 0 0 1 5 0 0 3 41
Estimating Stochastic Differential Equations Efficiently by Minimum Chi-Square 0 2 3 254 0 3 6 881
Estimation of Continuous Time Models for Stock Returns and Interest Rates 0 0 0 40 1 1 7 765
Estimation of Stochastic Volatility Models with Diagnostics 0 0 0 38 1 2 7 663
Generalized Method of Moments with Latent Variables 3 4 5 17 4 5 11 53
Generalized method of moments with latent variables 1 1 1 35 2 2 7 57
Habit, Long-Run Risks, Prospect? A Statistical Inquiry 0 0 0 19 1 1 5 108
Imposing Curvature Restrictions on Flexible Functional Forms 0 0 1 53 0 0 4 145
Measuring Ambiguity Aversion 0 0 1 31 0 1 12 84
ON FITTING A RECALCITRANT SERIES: THE POUND/DOLLAR EXCHANGE RATE, 1974- 83 0 0 0 2 0 0 10 2,826
Qualitative and Asymptotic Performance of SNP Density Estimators 0 0 0 0 1 2 6 489
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 108 0 0 8 417
Reproducing Partial Observed Systems with Application to Interest Rate Diffusions 0 0 0 20 0 0 1 85
Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions 0 0 0 0 0 0 2 315
SEMINONPARAMETRIC ESTIMATION OF CONDITIONALLY CONSTRAINED HETEROGENEOUS PROCESSES: ASSET PRICING APPLICATIONS 0 0 0 0 0 0 6 435
SNP: A Program for Nonparametric Time Series Analysis. Version 8.4. User's Guide 0 0 0 260 0 1 4 1,088
Sign switching behavior of cross-county interest rate correlations: Theory and Evidence 0 0 0 17 1 1 8 138
Simulated Score Methods and Indirect Inference for Continuous-time Models 0 0 1 399 1 1 20 835
Specification Analysis of Continuous Time Models in Finance 0 0 0 17 0 0 0 386
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 1 2 352 0 4 17 455
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 131 0 1 14 242
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 20 0 1 16 149
The Nonlinear Mixed Effects Model with a Smooth Random Effects Density 0 0 0 0 0 4 4 668
Theory Matters: GARP, Separability, Aggregation, and Euler Equation Estimation 0 0 0 91 1 1 3 478
Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance 0 0 2 265 1 1 8 901
Which Moments to Match 0 0 0 10 6 12 29 1,182
Total Working Papers 5 14 44 6,700 29 67 359 27,311


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Gaussian approximation scheme for computation of option prices in stochastic volatility models 0 0 1 25 1 4 11 177
A single-blind controlled competition among tests for nonlinearity and chaos 0 0 0 65 0 1 6 278
Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality 0 0 0 19 0 0 2 61
Alternative models for stock price dynamics 0 2 12 299 2 7 38 779
An Elasticity Can Be Estimated Consistently without A Priori Knowledge of Functional Form 0 0 1 42 0 3 7 196
Comment 0 0 0 2 0 0 1 38
Computations for constrained linear models 0 0 1 15 0 0 1 66
Convergence Rates of SNP Density Estimators 0 0 2 44 0 6 9 223
Costs and benefits of peak-load pricing of electricity: A continuous-time econometric approach 0 0 3 86 1 1 5 183
Cross-validated SNP density estimates 0 0 3 25 0 1 6 110
Diffuse Decision-Making in Hierarchical Organizations: An Empirical Examination 0 0 0 2 1 6 7 38
ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES 0 1 1 24 0 2 7 84
Editor's introduction 0 0 0 1 0 0 3 33
Erratum [Convergence Rates of SNP Density Estimators] 0 0 0 0 0 4 4 81
Estimating substitution elasticities with the Fourier cost function: Some Monte Carlo results 0 0 0 94 1 5 9 227
Estimation of stochastic volatility models with diagnostics 1 1 3 222 1 2 11 455
Explicitly infinite-dimensional Bayesian analysis of production technologies 0 0 0 3 1 1 1 34
Imposing curvature restrictions on flexible functional forms 0 0 0 125 1 2 4 256
Nonlinear Dynamic Structures 1 2 9 415 3 14 31 1,303
Nonparametric estimation of structural models for high-frequency currency market data 0 1 1 230 0 2 6 510
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes 0 0 0 0 1 2 6 772
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Reply 0 0 0 0 0 0 2 166
On the Determination of General Scientific Models With Application to Asset Pricing 0 0 0 56 0 1 3 113
On the asymptotic normality of Fourier flexible form estimates 0 0 0 157 0 0 3 305
On the bias in flexible functional forms and an essentially unbiased form: The fourier flexible form 1 5 11 418 3 10 40 801
Purebred or hybrid?: Reproducing the volatility in term structure dynamics 0 0 0 51 0 1 6 435
Qualitative and asymptotic performance of SNP density estimators 0 0 0 31 0 2 4 125
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 1 1 1 101 1 3 16 349
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 0 0 0 49 0 0 1 176
SEPARABILITY, AGGREGATION, AND EULER EQUATION ESTIMATION 0 0 0 15 0 0 2 61
Seemingly unrelated nonlinear regressions 0 1 2 165 1 2 14 334
Semi-nonparametric Maximum Likelihood Estimation 1 8 27 621 1 18 59 1,834
Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications 0 0 2 212 0 3 9 497
Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation 0 0 2 82 0 3 9 251
Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation 0 0 4 105 3 4 9 306
Stock Prices and Volume 0 2 10 974 3 8 38 3,427
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 0 2 5 168 1 6 24 571
The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression: Alternatives and a new distribution-free Cox test 0 0 0 22 0 0 0 62
The relative efficiency of method of moments estimators1 0 0 0 15 0 0 2 75
Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations 0 0 0 155 0 1 4 349
Unbiased determination of production technologies 0 0 1 126 1 1 9 258
Using Daily Range Data To Calibrate Volatility Diffusions And Extract The Forward Integrated Variance 0 0 0 149 3 8 17 559
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 1 1 168 0 2 6 394
Which Moments to Match? 1 4 7 126 4 9 25 398
Total Journal Articles 6 31 110 5,704 34 145 477 17,750


Statistics updated 2021-01-03