A. Ronald Gallant

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Finansman sağlayan kuruluşun getirdiği zorunluluğa dayalı olarak

Katkıda bulunan yazarlar

George TauchenProfessor of Economicsduke.edu üzerinde doğrulanmış e-posta adresine sahip
Douglas NychkaProfessor, Applied Mathematics and Statistics, Colorado School of Minesmines.edu üzerinde doğrulanmış e-posta adresine sahip
Stephen EllnerCornell Universitycornell.edu üzerinde doğrulanmış e-posta adresine sahip
William A. BarnettProfessor of Economics, University of Kansas; and Director, Center for Financial Stabilityku.edu üzerinde doğrulanmış e-posta adresine sahip
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel Hillunc.edu üzerinde doğrulanmış e-posta adresine sahip
Peter E. RossiJames Collins Professor of Economics, Marketing, and Statisticsanderson.ucla.edu üzerinde doğrulanmış e-posta adresine sahip
Han HongStanford Universitystanford.edu üzerinde doğrulanmış e-posta adresine sahip
Daniel F. McCaffreyETSets.org üzerinde doğrulanmış e-posta adresine sahip
Ravi BansalJ B Fuqua Professor, Duke Universityduke.edu üzerinde doğrulanmış e-posta adresine sahip

Takip et

A. Ronald Gallant

Professor of Economics, Penn State University

psu.edu üzerinde doğrulanmış e-posta adresine sahip

Statistics econometrics


Başlık Alıntılara göre sırala Yıla göre sırala Başlığa göre sırala	Alıntı yapanlar Alıntı yapanlar	Yıl
Nonlinear statistical models AR Gallant John Wiley & Sons, 2009	2227	2009
Stock prices and volume AR Gallant, PE Rossi, G Tauchen The Review of Financial Studies 5 (2), 199-242, 1992	2119	1992
Which moments to match? AR Gallant, G Tauchen Econometric theory 12 (4), 657-681, 1996	1632	1996
On the bias in flexible functional forms and an essentially unbiased form: the Fourier flexible form AR Gallant Journal of Econometrics 15 (2), 211-245, 1981	1341	1981
Semi-nonparametric maximum likelihood estimation AR Gallant, DW Nychka Econometrica: Journal of the econometric society, 363-390, 1987	1312	1987
Alternative models for stock price dynamics M Chernov, AR Gallant, E Ghysels, G Tauchen Journal of Econometrics 116 (1-2), 225-257, 2003	1174	2003
A unified theory of estimation and inference for nonlinear dynamic models AR Gallant, H White (No Title), 1988	764	1988
Seminonparametric estimation of conditionally constrained heterogeneous processes: Asset pricing applications AR Gallant, G Tauchen Econometrica: Journal of the Econometric Society, 1091-1120, 1989	608	1989
Quadratic term structure models: Theory and evidence DH Ahn, RF Dittmar, AR Gallant The Review of financial studies 15 (1), 243-288, 2002	606	2002
Numerical techniques for maximum likelihood estimation of continuous-time diffusion processes GB Durham, AR Gallant Journal of Business & Economic Statistics 20 (3), 297-338, 2002	603	2002
Nonlinear dynamic structures AR Gallant, PE Rossi, G Tauchen Econometrica: Journal of the Econometric Society, 871-907, 1993	593	1993
Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation AR Gallant, DW Jorgenson Journal of Econometrics 11 (2-3), 275-302, 1979	522	1979
Finding chaos in noisy systems D Nychka, S Ellner, AR Gallant, D McCaffrey Journal of the Royal Statistical Society: Series B (Methodological) 54 (2 …, 1992	478	1992
Estimation of stochastic volatility models with diagnostics AR Gallant, D Hsieh, G Tauchen Journal of econometrics 81 (1), 159-192, 1997	476	1997
Unbiased determination of production technologies AR Gallant Journal of Econometrics 20 (2), 285-323, 1982	462	1982
Nonlinear regression Gallant The American Statistician 29 (2), 73-81, 1975	452	1975
On learning the derivatives of an unknown mapping with multilayer feedforward networks AR Gallant, H White Neural Networks 5 (1), 129-138, 1992	431	1992
Fitting segmented polynomial regression models whose join points have to be estimated AR Gallant, WA Fuller Journal of the American Statistical Association 68 (341), 144-147, 1973	397	1973
A single-blind controlled competition among tests for nonlinearity and chaos WA Barnett, AR Gallant, MJ Hinich, JA Jungeilges, DT Kaplan, MJ Jensen Journal of econometrics 82 (1), 157-192, 1997	367	1997
The nonlinear mixed effects model with a smooth random effects density M Davidian, AR Gallant Biometrika 80 (3), 475-488, 1993	348	1993

Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.

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