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A. Ronald Gallant

Global rank #1226 98%

Institution: Pennsylvania State University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.aronaldg.org/

First Publication: 1975

Most Recent: 2011

RePEc ID: pga696 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.67 25.14 2.85 0.00 55.80

Publication Statistics

Raw Publications 30
Coauthorship-Adjusted Count 28.78

Publications (30)

Year Article Journal Tier Authors
2011 Tapping the supercomputer under your desk: Solving dynamic equilibrium models with graphics processors Journal of Economic Dynamics and Control B 4
2008 A Gaussian approximation scheme for computation of option prices in stochastic volatility models Journal of Econometrics A 4
2007 Rational Pessimism, Rational Exuberance, and Asset Pricing Models Review of Economic Studies S 3
2003 Alternative models for stock price dynamics Journal of Econometrics A 4
2003 Purebred or hybrid?: Reproducing the volatility in term structure dynamics Journal of Econometrics A 4
2002 Cross-validated SNP density estimates Journal of Econometrics A 2
1999 Using Daily Range Data To Calibrate Volatility Diffusions And Extract The Forward Integrated Variance Review of Economics and Statistics A 3
1999 The relative efficiency of method of moments estimators1 Journal of Econometrics A 2
1997 A single-blind controlled competition among tests for nonlinearity and chaos Journal of Econometrics A 6
1997 Estimation of stochastic volatility models with diagnostics Journal of Econometrics A 3
1996 Qualitative and asymptotic performance of SNP density estimators Journal of Econometrics A 2
1996 Which Moments to Match? Econometric Theory B 2
1995 Robustness of nonlinearity and chaos tests to measurement error, inference method, and sample size Journal of Economic Behavior and Organization B 6
1995 Nonparametric estimation of structural models for high-frequency currency market data Journal of Econometrics A 4
1992 Stock Prices and Volume. The Review of Financial Studies A 3
1991 On the asymptotic normality of Fourier flexible form estimates Journal of Econometrics A 2
1991 Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality Econometric Theory B 2
1990 Using conditional moments of asset payoffs to infer the volatility of intertemporal marginal rates of substitution Journal of Econometrics A 3
1985 Editor's introduction Journal of Econometrics A 2
1985 Estimating substitution elasticities with the Fourier cost function : Some Monte Carlo results Journal of Econometrics A 2
1985 Explicitly infinite-dimensional Bayesian analysis of production technologies Journal of Econometrics A 2
1984 Imposing curvature restrictions on flexible functional forms Journal of Econometrics A 2
1984 Costs and benefits of peak-load pricing of electricity : A continuous-time econometric approach Journal of Econometrics A 2
1983 The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression: Alternatives and a new distribution-free Cox test Journal of Econometrics A 2
1982 Unbiased determination of production technologies Journal of Econometrics A 1
1981 On the bias in flexible functional forms and an essentially unbiased form : The fourier flexible form Journal of Econometrics A 1
1980 Computations for constrained linear models Journal of Econometrics A 2
1979 Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation Journal of Econometrics A 2
1977 Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations Journal of Econometrics A 1
1975 Seemingly unrelated nonlinear regressions Journal of Econometrics A 1