A. Ronald Gallant

139 papers · 11.3k indexed citations

Standout Papers

Stock Prices and Volume (1992)
A. Ronald Gallant, Peter E. Rossi et al. Review of Financial Studies
Nonlinear Statistical Models. (1989)
Chih‐Ling Tsai, A. Ronald Gallant Journal of the American Statistical Association
On the bias in flexible functional forms and an essentially unbiased form (1981)
A. Ronald Gallant Journal of Econometrics
Alternative models for stock price dynamics (2003)
Mikhail Chernov, A. Ronald Gallant et al. Journal of Econometrics
Which Moments to Match? (1996)
A. Ronald Gallant, George Tauchen Econometric Theory
Semi-Nonparametric Maximum Likelihood Estimation (1987)
A. Ronald Gallant, Douglas Nychka Econometrica
Nonlinear Statistical Models (1987)
A. Ronald Gallant Wiley series in probability and statistics

20 by Nobel laureates 2 from Science/Nature 94 standout

Sub-graph 1 of 15

Uncertainty in forecasts of long-run economic growth

2018 StandoutNobel

Recursive partitioning for heterogeneous causal effects

2016 StandoutNobel

7 intermediate papers

A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models.

1988

Semi-Nonparametric Maximum Likelihood Estimation

1987 Standout

and 7 more

Author					Papers	Cites
A. Ronald Gallant	5478	5488	2048	2982	139	11.3k
John Geweke	3966	7144	1776	4101	148	13.0k
J. Durbin	2610	4702	2810	2696	84	13.5k
Andrew Harvey	5895	9395	1765	6804	158	17.4k
Peter M. Robinson	5967	6982	3734	3588	232	13.6k
Helmut Lütkepohl	3035	7345	973	5265	150	12.2k
Russell Davidson	2335	5955	1498	2864	103	11.6k
Jushan Bai	4641	10035	1978	6848	88	14.2k
Christian Gouriéroux	3618	3931	1409	1853	224	7.7k
Ruey S. Tsay	3913	4553	1909	2708	160	9.0k
George C. Tiao	2677	3848	3716	2304	142	15.5k

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