A. Ronald Gallant | Academic Influence

A. Ronald Gallant's AcademicInfluence.com Rankings

A. Ronald Gallant

Economics

#2155

World Rank

#2461

Historical Rank

#830

USA Rank

Econometrics

#64

World Rank

#66

Historical Rank

#21

USA Rank

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Economics

A. Ronald Gallant's Degrees

PhD Economics University of California, Berkeley
Masters Economics University of California, Berkeley
Bachelors Economics University of California, Berkeley

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Why Is A. Ronald Gallant Influential?

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According to Wikipedia, A. Ronald "Ron" Gallant is a leading American econometrician. Gallant is a Professor of Economics and a Liberal Arts Research Professor at the Pennsylvania State University. Prior to joining the Penn State faculty he was the Hanes Corporation Foundation Professor of Business Administration, Fuqua School of Business, Duke University, with a secondary appointment in the Department of Economics, Duke University, as well as a Distinguished Scientist in Residence, Department of Economics, New York University, both in the United States.

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A. Ronald Gallant's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Stock Prices and Volume (1992) (1318)
Nonlinear Statistical Models (1988) (1252)
Which Moments to Match? (1995) (1136)
On the bias in flexible functional forms and an essentially unbiased form : The fourier flexible form (1981) (933)
Alternative models for stock price dynamics (2003) (932)
Semi-nonparametric Maximum Likelihood Estimation (1987) (897)
Nonlinear Statistical Models (1987) (832)
A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models (1988) (502)
Seminonparametric Estimation Of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications (1989) (464)
Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes (2002) (463)
Nonlinear dynamic structures (1993) (433)
Unbiased determination of production technologies (1982) (338)
Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation (1979) (333)
Finding Chaos in Noisy Systems (1992) (327)
On learning the derivatives of an unknown mapping with multilayer feedforward networks (1992) (322)
Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance (1999) (288)
A single-blind controlled competition among tests for nonlinearity and chaos (1996) (274)
Fitting Segmented Polynomial Regression Models Whose Join Points Have to Be Estimated (1973) (254)
Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions (1998) (254)
The Nonlinear Mixed Effects Model with a Smooth Random Effects Density (1993) (236)
Seemingly unrelated nonlinear regressions (1975) (226)
There exists a neural network that does not make avoidable mistakes (1988) (214)
Imposing curvature restrictions on flexible functional forms (1984) (212)
On Fitting A Recalcitrant Series: The Pound/Dollar Exchange Rate, 1974- 83 (1988) (211)
Estimating stochastic differential equations efficiently by minimum chi-squared (1997) (207)
Estimating the Lyapunov Exponent of a Chaotic System with Nonparametric Regression (1992) (165)
Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution (1990) (164)
On the asymptotic normality of Fourier flexible form estimates (1991) (157)
On unification of the asymptotic theory of nonlinear econometric models (1982) (154)
Nonparametric estimation of structural models for high-frequency currency market data (1995) (150)
Noise and Nonlinearity in Measles Epidemics: Combining Mechanistic and Statistical Approaches to Population Modeling (1998) (147)
The Fourier Flexible Form (1984) (144)
Nonlinear Regression with Autocorrelated Errors (1976) (140)
Qualitative and asymptotic performance of SNP density estimators (1996) (128)
Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations (1977) (123)
Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality (1991) (114)
Convergence rates and data requirements for Jacobian-based estimates of Lyapunov exponents from data (1991) (114)
Estimating substitution elasticities with the Fourier cost function : Some Monte Carlo results (1985) (113)
Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation (1980) (104)
A NONPARAMETRIC APPROACH TO NONLINEAR TIME SERIES ANALYSIS: ESTIMATION AND SIMULATION* (1993) (97)
Smooth nonparametric maximum likelihood estimation for population pharmacokinetics, with application to quinidine (1992) (93)
Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size (1995) (90)
SNP: A Program for Nonparametric Time Series Analysis. Version 8.4. User's Guide (1995) (76)
A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation (1999) (76)
Simulated Score Methods and Indirect Inference for Continuous-time Models (2002) (73)
The relative efficiency of method of moments estimators (1999) (69)
Convergence Rates of SNP Density Estimators (1996) (67)
Convergence rates for single hidden layer feedforward networks (1994) (65)
Testing a Subset of the Parameters of a Nonlinear Regression Model (1975) (63)
Efficient Method of Moments (2002) (61)
The Power of the Likelihood Ratio Test of Location in Nonlinear Regression Models (1975) (54)
Purebred or hybrid?: Reproducing the volatility in term structure dynamics (2003) (53)
Nonlinear regression with autoregressive errors (1975) (51)
Advances in Econometrics: Identification and consistency in semi-nonparametric regression (1987) (49)
LENNS, a program to estimate the dominant Lyapunov exponent of noisy nonlinear systems from time series data (1992) (45)
Testing a Nonlinear Regression Specification: A Nonregular Case (1977) (45)
Computational Aspects of Nonparametric Simulation Estimation (1994) (43)
EMM: A Program for Efficient Method of Moments Estimation. Version 1.1. User's Guide (1995) (41)
A personal overview of non-linear time series analysis from a chaos perspective. Commentary (1995) (38)
On the Determination of General Scientific Models With Application to Asset Pricing (2009) (34)
The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression: Alternatives and a new distribution-free Cox test (1983) (30)
Costs and benefits of peak-load pricing of electricity: A continuous-time econometric approach (1984) (28)
Explicit Estimators of Parametric Functions in Nonlinear Regression (1980) (28)
Dynamic Entry with Cross Product Spillovers: An Application to the Generic Drug Industry (2010) (28)
A Statistical Inquiry into the Plausibility of Recursive Utility (2007) (27)
Does Smooth Ambiguity Matter for Asset Pricing? (2018) (26)
Detecting nonlinearity and chaos in epidemic data (1993) (25)
An Introduction to Econometric Theory (1998) (24)
Bayesian estimation of state space models using moment conditions (2017) (24)
The Dynamic Spillovers of Entry: An Application to the Generic Drug Industry (2018) (23)
Inference for nonlinear models (1975) (23)
Diffuse Decision-Making in Hierarchical Organizations: An Empirical Examination (1975) (21)
Rational Pessimism, Rational Exuberance, and Markets for Macro Risks (2004) (20)
An experimental design to compare tests of nonlinearity and chaos (1996) (20)
Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference (2016) (19)
Time Series Realizations Obtained According to an Experimental Design (1974) (17)
Alternative Models of Stock Prices Dynamics (2001) (15)
TSCSREG: A SAS procedure for the analysis of time series cross-section data (1977) (15)
An introduction to econometric theory : measure-theoretic probability and statistics with applications to economics (1997) (14)
Discussion on the Meeting on Chaos (1992) (13)
The theory of nonlinear regression as it relates to segmented polynomial regressions with estimated join points (1974) (12)
Non-linear Methods in Econometrics (1990) (12)
A Note on the Measurement of Cost/Quantity Relationships in the Aircraft Industry (1968) (12)
Nonlinear regression methods (1973) (11)
Specification Analysis of Continuous Time Models in Finance (1995) (11)
Erratum [Convergence Rates of SNP Density Estimators] (1996) (10)
A Bayesian approach to estimation of dynamic models with small and large number of heterogeneous players and latent serially correlated states (2017) (10)
Explicitly infinite-dimensional Bayesian analysis of production technologies (1985) (10)
SEPARABILITY, AGGREGATION, AND EULER EQUATION ESTIMATION (2000) (9)
Computing methods for linear models subject to linear parametric constraints (1975) (9)
Computations for constrained linear models (1980) (8)
Confidence regions for the parameters of a non-linear regression model (1976) (6)
Statistical inference based on m-estimators for the multivariate nonlinear regression model in implicit form (1979) (6)
Comments on computing minimum absolute deviations regressions by iterative least squares regressions and by linear programming (1974) (6)
Statistical inference for nonlinear regression models (1971) (5)
Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference — Author Response to Comments (2016) (5)
Univariate Nonlinear Regression (2008) (5)
SNP: nonparametric time series analysis (2010) (5)
Complementary Bayesian method of moments strategies (2020) (4)
Eecient Method of Moments 1 (2001) (4)
A Gaussian approximation scheme for computation of option prices in stochastic volatility models (2008) (4)
Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (2018) (4)
The Asymptotic Distribution of Estimators with Overlapping Simulation Draws (2015) (4)
New approaches to modeling, specification selection, and econometric inference : proceedings of the First International Symposium in Economic Theory and Econometrics (1989) (4)
Nonparametric Bayes subject to overidentified moment conditions (2021) (3)
Noise and Nonlinearity in Epidemics: combining statistical and mechanistic modeling to characterize and forecast population dynamics. (1996) (3)
Nonlinear statistical models. Ch. 9 dynamic nonlinear models (1985) (3)
Royal-Statistical-Society Meeting on Chaos - Discussion (1992) (2)
Constrained estimation using penalization and MCMC (2021) (2)
Multivariate Nonlinear Regression (2008) (2)
Proceedings of the Computer Science and Statistics: Eleventh Annual Symposium on the INTERFACE, held at North Carolina State University, March 6 and 7, 1978 (1978) (2)
Efficient Indirect Bayesian Estimation: With Application to the Dominant Generalized Blumenthal-Getoor Index of an Ito Semimartingale (2015) (2)
A note on the interpretation of polynomial regressions (1979) (2)
I. Rates of Convergence (abbreviated Title: Varying Degree Polynomial Regression) Varying Degree Polynomial Regression I. Rates of Convergence (1989) (1)
Wiley Series in Probability and Mathematical Statistics (2008) (1)
Constrained linear models: A SAS implementation (1973) (1)
Nonlinear Simultaneous Equations Models (2008) (1)
A Statistical Inquiry into the Plausibility of (2006) (1)
Constrained linear models (1972) (1)
Comment (2007) (1)
Cash Flows Discounted Using a Model-Free SDF Extracted under a Yield Curve Prior (2021) (1)
Estimating Dynamic Games of Complete Information with an Application to the Generic Pharmaceutical Industry (2008) (1)
A continuous time model of electricity consumption which incorporates time of day pricing, a demand charge, and other commodities (1980) (1)
ESTIMATING LYAPUNOV EXPONE 0 iTS WITH NONPARAMETRIC REGRESSION (1990) (1)
Varying degree polynomial regression. II. Asymptotic normality (1989) (1)
Nonlinear statistical models, Chap. 6, Multivariate nonlinear regression. (1984) (1)
Remarks on my term at jbes (1993) (1)
- 1-Detecting nonlinearity and chaosin epidemic (2013) (0)
STATISTICAL METHOD FOR DETERMINING THE GLASS TRANSITION TEMPERATURE FROM DILATOMETRIC DATA. (1975) (0)
OF SOOJLTANEOUS, NONLINEAR, IMPLICIT EQUATIONS (1975) (0)
Nonlinear three stage least squares: A test of restrictions in the presence of a maintained hypothesis (1977) (0)
Estimating Lyapunov Exponents with Nonparametric Regression (2016) (0)
A Unified Asymptotic Theory for Dynamic Nonlinear Models (2008) (0)
Variance–covariance from a metropolis chain on a curved, singular manifold (2022) (0)
The method of moments with nonlinear statistical models (1980) (0)
Responses to question relating to statitical theory and business and economic statistics (1990) (0)
Nonlinear statistical models. Ch. 1, Univariate nonlinear regression. (1982) (0)
On the asymptotic power of the lack of fit test in non-linear regression. (1976) (0)
Testing Separate Dynamic Nonlinear Econometric Models (2007) (0)
On the Bias in Flexible FWlctional Forms and an Essentially Unbiased Form : The Fourier FWlctional Form by * (2016) (0)
Nonlinear statistical models. Ch. 4: Univariate nonlinear regression: Asymptotic theory (1985) (0)
Comment on basic structure of the asymptotic theory in dynamic nonlinear econometric models. II. Asymptotic normality (1991) (0)
Univariate Nonlinear Regression: Special Situations (2008) (0)
Univariate Nonlinear Regression: Asymptotic Theory (2008) (0)
Increases and the Minimum Eigenvalue of X'X/n Decreases (1989) (0)
Neural network representation and learning of mappings and their derivatives (1991) (0)
Sign switching behavior of cross-county interest rate correlations: Theory and Evidence (2010) (0)
Nonlinear statistical models. Ch. 8: Nonlinear simultaneous equations models (1985) (0)
On the Determination of General Scientific Models 1 (2003) (0)
A Unified Asymptotic Theory of Nonlinear Models with Regression Structure (2008) (0)
A uniform central limit theorem useful in nonlinear time series regression (1978) (0)
Nonlinear Dynamic Structures 1 (2008) (0)
Consistent Estimation of the Parameters and Error Density in a Censored Regression Model Consistent Estimation of the Parameters and Error Density in a Censored Regression Model (0)
Nonlinear Models (Vol 1 and 2) (1997) (0)

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