WorldCat Identities

Gallant, A. Ronald 1942-

Overview
Works: 77 works in 155 publications in 1 language and 1,757 library holdings
Genres: Conference proceedings 
Roles: Author, Editor, Thesis advisor, Honoree
Classifications: QA278.2, 519.54
Publication Timeline
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Most widely held works by A. Ronald Gallant
Nonlinear statistical models by A. Ronald Gallant( Book )
16 editions published between 1982 and 2008 in English and Undetermined and held by 686 WorldCat member libraries worldwide
A comprehensive text and reference bringing together advances in the theory of probability and statistics and relating them to applications. The three major categories of statistical models that relate dependent variables to explanatory variables are covered: univariate regression models, multivariate regression models, and simultaneous equations models. Methods are illustrated with worked examples, complete with figures that display code and output
An introduction to econometric theory : measure-theoretic probability and statistics with applications to economics by A. Ronald Gallant( Book )
9 editions published in 1997 in English and held by 348 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 )
8 editions published in 1988 in English and held by 276 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 )
11 editions published between 1984 and 1989 in English and held by 181 WorldCat member libraries worldwide
Nonlinear models ( Book )
8 editions published between 1994 and 1997 in English and Undetermined and held by 80 WorldCat member libraries worldwide
Rational pessimism, rational exuberance, and asset pricing models by Ravi Bansal( )
7 editions published in 2007 in English and held by 45 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 the North Carolina State University, Raleigh, N.C., March 6 and 7, 1978 by Computer Science and Statistics: Symposium on the Interface( Book )
1 edition published in 1978 in English and held by 19 WorldCat member libraries worldwide
Generalized method of moments with latent variables by A. Ronald Gallant( )
4 editions published in 2013 in English and held by 10 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
New approaches to modelling, specification selection and econometric inference ( Book )
2 editions published in 1985 in English and held by 8 WorldCat member libraries worldwide
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 )
5 editions published in 1978 in English and held by 8 WorldCat member libraries worldwide
Stock prices and volume by A. Ronald Gallant( Book )
4 editions published in 1990 in English and held by 6 WorldCat member libraries worldwide
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
Artificial neural networks : approximation and learning theory by Halbert White( Book )
2 editions published in 1992 in English and held by 6 WorldCat member libraries worldwide
New approaches to modeling, specification selection and econometric inference proceedings by International symposium in economic theory and econometrics( Book )
2 editions published in 1989 in English and held by 4 WorldCat member libraries worldwide
Statistical inference for nonlinear regression models by A. Ronald Gallant( Book )
2 editions published in 1971 in English and held by 4 WorldCat member libraries worldwide
A Unified theory of estimation and inferene for nonlinear dynamic by A. Ronald Gallant( Book )
1 edition published in 1988 in English and held by 3 WorldCat member libraries worldwide
Nonlinear models ( Book )
1 edition published in 1997 in English and held by 2 WorldCat member libraries worldwide
Statistical inference based on M-estimators for the multivariate nonlinear regression model in implicit form by Geraldo Souza( Book )
2 editions published in 1979 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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Alternative Names
Gallant, A. R.
Gallant, A. R. 1942-
Languages
English (90)
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