A. Ronald Gallant

18.3k total citations · 7 hit papers
146 papers, 12.1k citations indexed

About

A. Ronald Gallant is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, A. Ronald Gallant has authored 146 papers receiving a total of 12.1k indexed citations (citations by other indexed papers that have themselves been cited), including 49 papers in Finance, 45 papers in Economics and Econometrics and 35 papers in Statistics and Probability. Recurrent topics in A. Ronald Gallant's 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). A. Ronald Gallant is often cited by papers focused on Financial Risk and Volatility Modeling (39 papers), Monetary Policy and Economic Impact (33 papers) and Complex Systems and Time Series Analysis (24 papers). A. Ronald Gallant collaborates with scholars based in United States, United Kingdom and Canada. A. Ronald Gallant's 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 and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Technometrics.

In The Last Decade

A. Ronald Gallant

142 papers receiving 10.8k citations

Hit Papers

5 papers align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Stock Prices and Volume

1992 998 citations A. Ronald Gallant, George Tauchen et al. Review of Financial Studies profile →
Nonlinear Statistical Models.

1989 795 citations A. Ronald Gallant et al. Journal of the American Statistical Association profile →
On the bias in flexible functional forms and an essentially unbiased form

1981 730 citations A. Ronald Gallant Journal of Econometrics profile →
Alternative models for stock price dynamics

2003 656 citations A. Ronald Gallant, George Tauchen et al. Journal of Econometrics profile →
Which Moments to Match?

1996 645 citations A. Ronald Gallant, George Tauchen profile →
Semi-Nonparametric Maximum Likelihood Estimation

1987 622 citations A. Ronald Gallant, Douglas Nychka profile →
Nonlinear Statistical Models

1987 581 citations A. Ronald Gallant profile →

Peers

A. Ronald Gallant

EE

FINAN

GEEF

SP

MSOR

Peter M. Robinson United Kingdom

J. Durbin United Kingdom

Helmut Lütkepohl Germany

Andrew Harvey United Kingdom

Ruey S. Tsay United States

Christian Gouriéroux France

Jörg Breitung Germany

George C. Tiao United States

Russell Davidson Canada

Siddhartha Chib United States

Peter M. Robinson United Kingdom

A. Ronald Gallant

7.2k ×1.2

EE

6.2k ×1.1

FINAN

3.7k ×1.2

GEEF

3.9k ×1.8

SP

871 ×0.8

MSOR

Citations per year, relative to A. Ronald Gallant A. Ronald Gallant (= 1×) peers Peter M. Robinson

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

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Jose, Subin Antony, et al.. (2025). Solid-State Lithium Batteries: Advances, Challenges, and Future Perspectives. Batteries. 11(3). 90–90. 14 indexed citations

2.

Gallant, A. Ronald & George Tauchen. (2018). Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale. Journal of Econometrics. 205(1). 140–155. 1 indexed citations

3.

Gallant, A. Ronald, Mohammad R. Jahan‐Parvar, & Hening Liu. (2015). Measuring Ambiguity Aversion. Finance and Economics Discussion Series. 2015.0(105). 1–46. 11 indexed citations

4.

Gallant, A. Ronald, Han Hong, & Ahmed Khwaja. (2011). Bayesian Estimation of a Dynamic Game with Endogenous, Partially Observed, Serially Correlated State. RePEc: Research Papers in Economics. 5 indexed citations

5.

Ahn, Dong‐Hyun, et al.. (2011). Can We Explain the Sign-Switching Behavior of Cross-Country Interest Rate Correlations?. SSRN Electronic Journal.

6.

Ahn, Dong-Hyun, Robert F. Dittmar, & A. Ronald Gallant. (2002). Quadratic Term Structure Models: Theory and Evidence. Review of Financial Studies. 15(1). 243–288. 312 indexed citations

7.

Gallant, A. Ronald & George Tauchen. (1998). Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions. Journal of the American Statistical Association. 93(441). 10–24. 147 indexed citations

8.

Ellner, Stephen P., et al.. (1998). Noise and Nonlinearity in Measles Epidemics: Combining Mechanistic and Statistical Approaches to Population Modeling. The American Naturalist. 151(5). 425–440. 102 indexed citations

9.

Gallant, A. Ronald. (1997). Chinge - Murder, Greed, Dumplings, and Meteorites.. Metrologia. 3. 8–10. 1 indexed citations

10.

Gallant, A. Ronald. (1996). Sikhote-Alin Revisited.. Metrologia. 2. 8–11. 1 indexed citations

11.

Gallant, A. Ronald, et al.. (1996). Qualitative and asymptotic performance of SNP density estimators. Journal of Econometrics. 74(1). 77–118. 82 indexed citations

12.

Chan, Kung‐Sik, D. R. Cox, Colleen D. Cutler, et al.. (1995). A personal overview of non-linear time series analysis from a chaos perspective. Commentary. Scandinavian Journal of Statistics. 22(4). 399–445. 30 indexed citations

13.

Davidian, Marie & A. Ronald Gallant. (1992). Smooth nonparametric maximum likelihood estimation for population pharmacokinetics, with application to quinidine. Journal of Pharmacokinetics and Biopharmaceutics. 20(5). 529–556. 98 indexed citations

14.

Nychka, Douglas, Daniel F. McCaffrey, Stephen P. Ellner, & A. Ronald Gallant. (1990). Estimating Lyapunov exponents with nonparametric regression. NCSU Libraries Repository (North Carolina State University Libraries). 17 indexed citations

15.

Barnett, William A. & A. Ronald Gallant. (1989). New approaches to modeling, specification selection, and econometric inference : proceedings of the First International Symposium in Economic Theory and Econometrics. Cambridge University Press eBooks. 1 indexed citations

16.

Hawkins, D.L., A. Ronald Gallant, & Wayne A. Fuller. (1986). A simple least squares method for estimating a change in mean. Communications in Statistics - Simulation and Computation. 15(3). 523–530. 12 indexed citations

17.

Gallant, A. Ronald & Thomas M. Gerig. (1980). Computations for constrained linear models. Journal of Econometrics. 12(1). 59–84. 7 indexed citations

18.

Souza, Geraldo da Silva e & A. Ronald Gallant. (1979). Statistical inference based on m-estimators for the multivariate nonlinear regression model in implicit form. NCSU Libraries Repository (North Carolina State University Libraries). 9 indexed citations

19.

Gallant, A. Ronald. (1975). Inference for nonlinear models. NCSU Libraries Repository (North Carolina State University Libraries). 17 indexed citations

20.

Gallant, A. Ronald. (1973). Nonlinear regression methods. NCSU Libraries Repository (North Carolina State University Libraries). 6 indexed citations

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.

Explore authors with similar magnitude of impact