A. Ronald Gallant

18.3k citations
146 papers · 12.1k indexed · 7 hit papers · h-index 47
Topics
Financial Risk and Volatility Modeling (39 papers)Monetary Policy and Economic Impact (33 papers)Complex Systems and Time Series Analysis (24 papers)

In The Last Decade

A. Ronald Gallant

142 papers receiving 10.8k citations

Hit Papers

Stock Prices and Volume198120261996201119921989198120031996250500750

Peers

A. Ronald Gallant
Comparison fields: 5 of 188
  • Economics and Econometrics 5.9k
  • Finance 5.8k
  • General Economics, Econometrics and Finance 3.2k
  • Statistics and Probability 2.2k
  • Management Science and Operations Research 1.1k
Replace Christian Gouriéroux with:
Christian Gouriéroux France
Helmut Lütkepohl Germany
Siddhartha Chib United States
Peter M. Robinson United Kingdom
Russell Davidson Canada
Andrew Harvey United Kingdom
J. Durbin United Kingdom
Henri Theil United States
Paul Newbold United Kingdom
Joseph P. Romano United States
A. Ronald Gallant relative to Christian Gouriéroux France Christian Gouriéroux's profile →
Citations per field
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Citations per year

Countries citing papers authored by A. Ronald Gallant

Since Specialization
Citations

This map shows the geographic impact of A. Ronald Gallant's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by A. Ronald Gallant with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites A. Ronald Gallant more than expected).

Fields of papers citing papers by A. Ronald Gallant

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by A. Ronald Gallant. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by A. Ronald Gallant. The network helps show where A. Ronald Gallant may publish in the future.

Co-authorship network of co-authors of A. Ronald Gallant

This figure shows the co-authorship network connecting the top 25 collaborators of A. Ronald Gallant. A scholar is included among the top collaborators of A. Ronald Gallant based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with A. Ronald Gallant. A. Ronald Gallant is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 14
2 1
3 11
4
Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State
5
5 0
6 312
7 147
8 102
9
Chinge - Murder, Greed, Dumplings, and Meteorites.
1
10
Sikhote-Alin Revisited.
1
11 82
12
A personal overview of non-linear time series analysis from a chaos perspective. Commentary
30
13 98
14
Estimating Lyapunov exponents with nonparametric regression
17
15
New approaches to modeling, specification selection, and econometric inference : proceedings of the First International Symposium in Economic Theory and Econometrics
1
16 12
17 7
18
Statistical inference based on m-estimators for the multivariate nonlinear regression model in implicit form
9
19
Inference for nonlinear models
17
20
Nonlinear regression methods
6

About A. Ronald Gallant

A. Ronald Gallant is a scholar working on Finance, Statistics and Probability and General Economics, Econometrics and Finance, having authored 146 papers that have together received 12.1k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (39 papers), Monetary Policy and Economic Impact (33 papers) and Complex Systems and Time Series Analysis (24 papers). The work is most often cited by research in Finance (5.8k citations), General Economics, Econometrics and Finance (3.2k citations) and Statistics and Probability (2.2k citations). A. Ronald Gallant has collaborated with scholars based in United States, United Kingdom and Canada. Frequent co-authors include George Tauchen, Douglas Nychka, Peter E. Rossi, Chih‐Ling Tsai, Halbert White, Éric Ghysels, Mikhail Chernov, Stephen P. Ellner, Robert F. Dittmar and Daniel F. McCaffrey. Their work appears in journals such as Journal of the American Statistical Association, Econometrica and Technometrics.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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