WorldCat Identities

Gallant, A. Ronald 1942-

Overview
Works: 68 works in 174 publications in 1 language and 1,935 library holdings
Genres: Conference papers and proceedings 
Roles: Author, Editor, Other, ed, Honoree
Classifications: QA278.2, 330.015195
Publication Timeline
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Most widely held works by A. Ronald Gallant
Nonlinear statistical models by A. Ronald Gallant( Book )

17 editions published between 1982 and 2008 in English and Undetermined and held by 624 WorldCat member libraries worldwide

Univariate nonlinear regression; Univariate nonlinear regression: special situations; A unified asymptotic theory of nonlinear models with regression structure; Univariate nonlinear regression: asymptotic theory; Multivariate nonlinear regression; Nonlinear simultaneus equations models; A unified asymptotic theory for dynamic nonlinear models
An introduction to econometric theory : measure-theoretic probability and statistics with applications to economics by A. Ronald Gallant( Book )

10 editions published in 1997 in English and held by 372 WorldCat member libraries worldwide

Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure-theoretic probability to statistics. A Ronald Gallant covers these topics at an introductory level and develops the ideas to the point where they can be applied. He thereby provides the reader not only with a basic grasp of the key empirical tools but with sound intuition as well
A unified theory of estimation and inference for nonlinear dynamic models by A. Ronald Gallant( Book )

11 editions published in 1988 in English and held by 293 WorldCat member libraries worldwide

New approaches to modeling, specification selection, and econometric inference : proceedings of the First International Symposium in Economic Theory and Econometrics by International Symposium in Economic Theory and Econometrics( Book )

18 editions published between 1984 and 1989 in English and Undetermined and held by 216 WorldCat member libraries worldwide

Nonlinear models( Book )

12 editions published between 1994 and 1997 in English and Undetermined and held by 92 WorldCat member libraries worldwide

Proceedings of the Computer Science and Statistics: eleventh annual Symposium on the Interface : held at the North Carolina State University, Raleigh, N.C., March 6 and 7, 1978 by Computer Science and Statistics: Symposium on the Interface( Book )

2 editions published in 1978 in English and held by 21 WorldCat member libraries worldwide

Rational pessimism, rational exuberance, and asset pricing models by Ravi Bansal( Book )

9 editions published in 2007 in English and held by 20 WorldCat member libraries worldwide

The paper estimates and examines the empirical plausibiltiy of asset pricing models that attempt to explain features of financial markets such as the size of the equity premium and the volatility of the stock market. In one model, the long run risks model of Bansal and Yaron (2004), low frequency movements and time varying uncertainty in aggregate consumption growth are the key channels for understanding asset prices. In another, as typified by Campbell and Cochrane (1999), habit formation, which generates time-varying risk-aversion and consequently time-variation in risk-premia, is the key channel. These models are fitted to data using simulation estimators. Both models are found to fit the data equally well at conventional significance levels, and they can track quite closely a new measure of realized annual volatility. Further scrutiny using a rich array of diagnostics suggests that the long run risk model is preferred
Proceedings of the Computer Science and Statistics eleventh Annual Symposium on the Interface, held at North Carolina State University, Raleigh, N.C., March 6 and 7, 1978 by Computer Science and Statistics: Symposium on the Interface( Book )

8 editions published in 1978 in English and Undetermined and held by 11 WorldCat member libraries worldwide

Artificial neural networks : approximation and learning theory by Halbert White( Book )

2 editions published in 1992 in English and held by 8 WorldCat member libraries worldwide

Generalized method of moments with latent variables by A. Ronald Gallant( Book )

4 editions published in 2013 in English and held by 7 WorldCat member libraries worldwide

The contribution of generalized method of moments (Hansen and Singleton, 1982) was to allow frequentist inference regarding the parameters of a nonlinear structural model without having to solve the model. Provided there were no latent variables. The contribution of this paper is the same. With latent variables
Adaptive truncation rules for seminonparametric estimators that achieve asymptotic normality by B. J Eastwood( Book )

4 editions published between 1987 and 1988 in English and held by 6 WorldCat member libraries worldwide

Stock prices and volume by A. Ronald Gallant( Book )

4 editions published in 1990 in English and held by 5 WorldCat member libraries worldwide

Statistical inference for nonlinear regression models by A. Ronald Gallant( )

2 editions published in 1971 in English and held by 4 WorldCat member libraries worldwide

Nonlinear models( Book )

2 editions published in 1997 in English and held by 4 WorldCat member libraries worldwide

Nonlinear models by Herman J Bierens( Book )

2 editions published in 1997 in English and held by 4 WorldCat member libraries worldwide

Computer science and statistics : proceedings by Symposium on the Interface( Book )

4 editions published in 1978 in English and held by 3 WorldCat member libraries worldwide

Tapping the supercomputer under your desk solving dynamic equilibrium models with graphics processors( )

2 editions published in 2010 in English and held by 3 WorldCat member libraries worldwide

Dynamic entry with cross product spillovers : an application to the generic drug industry by A. Ronald Gallant( )

1 edition published in 2010 in English and held by 2 WorldCat member libraries worldwide

Inference for nonlinear models by A. Ronald Gallant( Book )

2 editions published between 1973 and 1975 in English and held by 2 WorldCat member libraries worldwide

 
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Nonlinear statistical models
Alternative Names
A. Ronald Gallant American econometrician

A. Ronald Gallant Amerikaans econoom

Gallant, A. R.

Gallant, A. R. 1942-

Languages
English (113)

Covers
An introduction to econometric theory : measure-theoretic probability and statistics with applications to economicsNonlinear modelsNonlinear modelsNonlinear models