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 0 1,293 0 0 4 3,229
A SINGLE-BLIND CONTROLLED COMPETITION AMONG TESTS FOR NONLINEARITY AND CHAOS* 0 0 0 38 0 0 0 178
A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos 0 1 1 654 0 1 1 2,234
Alternative Models for Stock Price Dynamic 0 0 0 441 0 0 3 1,398
Alternative Models for Stock Price Dynamics 0 0 1 909 0 0 7 2,713
Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State 0 0 0 56 0 0 2 148
Comments on Calibration 0 0 0 71 0 0 2 182
Cross Validated SNP Density Estimates 0 0 0 75 0 1 1 569
Does Smooth Ambiguity Matter for Asset Pricing? 0 0 0 28 0 0 0 69
Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry 0 0 0 33 0 3 6 142
EMM: A Program for Efficient Method of Moments Estimation. Version 1.1. User's Guide 0 0 0 285 0 0 2 1,002
Efficient Method of Moments 0 1 2 670 0 2 8 1,780
Estimating Dynamic Games of Complete Information with an Application to the Generic Pharmaceutical Industry 0 0 0 7 0 0 2 54
Estimating Stochastic Differential Equations Efficiently by Minimum Chi-Square 0 0 1 258 0 0 2 893
Estimation of Continuous Time Models for Stock Returns and Interest Rates 0 0 0 40 1 1 2 772
Estimation of Stochastic Volatility Models with Diagnostics 0 0 0 38 0 1 3 671
Generalized Method of Moments with Latent Variables 0 0 0 23 0 0 1 81
Generalized method of moments with latent variables 0 0 0 35 0 0 0 61
Habit, Long-Run Risks, Prospect? A Statistical Inquiry 0 0 0 20 0 0 0 116
Imposing Curvature Restrictions on Flexible Functional Forms 0 1 2 55 1 2 3 149
Measuring Ambiguity Aversion 0 0 1 33 0 0 13 112
ON FITTING A RECALCITRANT SERIES: THE POUND/DOLLAR EXCHANGE RATE, 1974- 83 0 0 0 2 0 0 1 2,848
Qualitative and Asymptotic Performance of SNP Density Estimators 0 0 0 0 0 0 0 496
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 108 0 0 2 429
Reproducing Partial Observed Systems with Application to Interest Rate Diffusions 0 0 0 20 1 1 1 90
Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions 0 0 0 0 0 0 1 320
SEMINONPARAMETRIC ESTIMATION OF CONDITIONALLY CONSTRAINED HETEROGENEOUS PROCESSES: ASSET PRICING APPLICATIONS 0 0 0 0 0 1 3 457
SNP: A Program for Nonparametric Time Series Analysis. Version 8.4. User's Guide 0 1 1 263 0 1 1 1,095
Sign switching behavior of cross-county interest rate correlations: Theory and Evidence 0 0 0 18 1 1 2 156
Simulated Score Methods and Indirect Inference for Continuous-time Models 0 0 1 403 0 1 4 853
Specification Analysis of Continuous Time Models in Finance 0 0 0 17 0 1 1 388
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 0 21 0 0 3 155
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 1 134 0 0 3 256
Tapping the Supercomputer Under Your Desk: Solving Dynamic Equilibrium Models with Graphics Processors 0 0 2 357 0 0 8 484
The Nonlinear Mixed Effects Model with a Smooth Random Effects Density 0 0 0 0 0 0 0 672
Theory Matters: GARP, Separability, Aggregation, and Euler Equation Estimation 0 0 0 91 0 0 2 485
Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance 0 0 0 266 0 0 2 911
Which Moments to Match 0 0 0 10 0 1 2 1,217
Total Working Papers 0 4 13 6,772 4 18 98 27,865


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 0 27 1 1 10 232
A single-blind controlled competition among tests for nonlinearity and chaos 0 0 0 66 0 0 2 292
Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality 0 0 0 19 0 0 1 64
Alternative models for stock price dynamics 1 1 6 339 1 2 13 883
An Elasticity Can Be Estimated Consistently without A Priori Knowledge of Functional Form 0 0 0 43 0 0 0 203
Comment 0 0 0 3 1 1 1 43
Computations for constrained linear models 0 0 0 16 0 0 0 67
Convergence Rates of SNP Density Estimators 0 0 0 45 0 0 1 232
Costs and benefits of peak-load pricing of electricity: A continuous-time econometric approach 0 0 0 88 0 0 1 189
Cross-validated SNP density estimates 0 0 0 30 0 2 4 124
Diffuse Decision-Making in Hierarchical Organizations: An Empirical Examination 0 0 0 2 1 1 2 43
ESTIMATION OF CONTINUOUS-TIME MODELS FOR STOCK RETURNS AND INTEREST RATES 0 1 2 26 0 1 3 91
Editor's introduction 0 0 0 1 0 0 0 34
Erratum [Convergence Rates of SNP Density Estimators] 0 0 0 0 0 0 1 90
Estimating substitution elasticities with the Fourier cost function: Some Monte Carlo results 0 0 1 96 0 0 2 236
Estimation of stochastic volatility models with diagnostics 0 1 1 229 0 5 7 486
Explicitly infinite-dimensional Bayesian analysis of production technologies 0 0 0 3 0 0 0 38
Imposing curvature restrictions on flexible functional forms 0 1 3 130 0 2 4 273
Nonlinear Dynamic Structures 0 0 2 426 0 1 6 1,352
Nonparametric estimation of structural models for high-frequency currency market data 0 0 0 230 0 0 1 519
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes 0 0 0 0 1 1 1 823
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes: Reply 0 0 0 0 0 0 0 174
On the Determination of General Scientific Models With Application to Asset Pricing 0 0 0 60 0 0 3 122
On the asymptotic normality of Fourier flexible form estimates 0 0 0 164 0 0 3 320
On the bias in flexible functional forms and an essentially unbiased form: The fourier flexible form 1 2 8 455 1 4 13 892
Purebred or hybrid?: Reproducing the volatility in term structure dynamics 0 0 0 54 0 0 0 448
Qualitative and asymptotic performance of SNP density estimators 0 0 1 38 1 1 4 141
Rational Pessimism, Rational Exuberance, and Asset Pricing Models 0 0 0 104 0 1 11 386
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size 0 0 0 50 1 1 3 184
SEPARABILITY, AGGREGATION, AND EULER EQUATION ESTIMATION 0 0 0 15 0 0 1 65
Seemingly unrelated nonlinear regressions 0 0 1 174 0 1 3 354
Semi-nonparametric Maximum Likelihood Estimation 0 1 5 709 1 2 8 2,022
Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications 0 0 2 216 0 2 5 514
Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation 0 0 0 86 0 0 0 260
Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation 0 0 0 113 1 1 4 330
Stock Prices and Volume 0 1 3 998 0 1 8 3,507
Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors 1 3 6 189 1 3 14 638
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 1 64
The relative efficiency of method of moments estimators1 0 0 1 16 0 0 2 84
Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations 0 0 0 158 0 0 2 361
Unbiased determination of production technologies 0 0 0 132 0 0 2 279
Using Daily Range Data To Calibrate Volatility Diffusions And Extract The Forward Integrated Variance 0 0 3 169 0 0 12 627
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution 0 0 0 169 0 0 1 401
Which Moments to Match? 0 0 0 136 1 3 8 450
Total Journal Articles 3 11 45 6,046 12 37 168 18,937


Statistics updated 2025-07-04