bq.ps bq.pdf
Gallant, A. Ronald, and Han Hong (2006), "A Statistical Inquiry into the Plausibility of Recursive Utility," Working paper, Fuqua School of Business, Duke University, Durham NC Durham NC 27708-0120 USA. Download: ps pdf

calib.ps
Gallant, A. Ronald (1995), "Comments on Calibration," Panel Disscussion, Seventh World Congress of the Econometric Society, Keio University, Tokyo, Japan, 22-29 August 1995. Download.

cmm.ps
Gallant, A. Ronald, and George Tauchen (1997), "The Relative Efficiency of EMM Estimators," Journal of Econometrics, forthcoming. Download.

cmmtab.ps
Tables that present the data of the figures in Gallant, A. Ronald, and George Tauchen (1997), "The Relative Efficiency of EMM Estimators," Journal of Econometrics, forthcoming. Download.

ct.ps
Gallant, A. Ronald, and George Tauchen (1997), "Estimation of Continuous Time Models for Stock Returns and Interest Rates," Macroeconomic Dynamics, forthcoming. Download.

decline.ps
Gallant, A. Ronald (1989), "On Asymptotic Normality when the Number of Regressors Increases and the Minimum Eigenvalue of X'X/n Decreases," Class notes, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. Download.

djia.ps djia.pdf
Chernov, Mikhail, A. Ronald Gallant, Eric Ghysels, and George Tauchen (2000), "Alternative Models for Stock Price Dynamics," Working paper, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. Download: ps pdf

edf.ps edf.pdf
Gallant, A. Ronald (2001), "Effective Calibration," Working paper, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. Download: ps pdf

edfsld4.ps edfsld4.pdf
Gallant, A. Ronald (2001), Slides for "Effective Calibration," Working paper, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. Download: ps pdf

ee.ps ee.pdf
Gallant, A. Ronald, and George Tauchen (2000), "Efficient Method of Moments," Working paper, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. Download: ps pdf

gsm.ps gsm.pdf
Gallant, A. Ronald and Robert E. McCulloch (2008), "On the Determination of General Scientific Models," Working paper, Fuqua School of Business, Duke University, Durham NC Durham NC 27708-0120 USA. Forthcoming, Journal of the American Statistical Associateion. Download: ps pdf

ghk.ps ghk.pdf
Gallant, A. Ronald, Han Hong, and Ahmed Khwaja (2008), "Estimating a Dynamic Oligopolistic Game with Serially Correlated Unobserved Production Costs," Working paper, Fuqua School of Business, Duke University, Durham NC Durham NC 27708-0120 USA. Download: ps pdf

hilo.ps
Gallant, A. Ronald, Chien-Te Hsu, and George Tauchen (1998), "Using Daily Range Data to Calibrate Volatility Diffusions and Extract the Forward Integrated Variance," The Review of Economics and Statistics, forthcoming. Download.

htsm.ps htsm.pdf
Ahn, Dong-Hyun, Robert F. Dittmar, A. Ronald Gallant, and Bin Gao (2000), "Hybrid Term Structure Models, Working paper, Department of Finance, Kenan-Flagler Business School, University of North Carolina, Chapel Hill NC 27599 USA. Download: ps pdf

lv.ps
Gallant, A. Ronald, and George Tauchen (1996),"Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions from January 5, 1992, to March 31, 1995," Working paper, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. Download.

mcclr.ps mcclr.pdf
Bansal, Ravi, A. Ronald Gallant, and George Tauchen (2002), Slides for "Rational Pessimism and Exuberance," Working paper, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. Download: ps pdf,

mc.ps mc.pdf
Bansal, Ravi, A. Ronald Gallant, and George Tauchen (2002), "Rational Pessimism and Exuberance," Working paper, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. Download: ps pdf,

ee.ps ee.pdf
Gallant, A. Ronald, and George Tauchen (2000), "Efficient Method of Moments," Working paper, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. Download: ps pdf,

msv.ps
Gallant, A. Ronald, David Hsieh, George Tauchen (1994), "Estimation of Stochastic Volatility Models with Diagnostics," Journal of Econometrics, forthcoming. Download.

mwsuite.ps mwsuite.pdf
Figures that were omitted from Gallant, A. Ronald, and Mark Coppejans (2000), "Cross Validated SNP Density Estimates," Working paper, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. Download: ps pdf,

newt0.ps newt1.ps
Ellner, Stephen, A. Ronald Gallant, and James Theiler (1993), "Detecting Nonlinearity and Chaos in Epidemic Data," in Dennis Mollison (ed.), Epidemic Models: Their Structure and Relation to Data, Cambridge University Press, Cambridge, UK, forthcoming. Download newt0 newt1

nv.ps
Gallant, A. Ronald, and George Tauchen (1996), "Specification Analysis of Continuous Time Models in Finance," in Rossi, Peter, ed. (1996) "Modeling Stock Market Volatility: Bridging the Gap to Continuous Time," Academic Press, New York, forthcoming. Download.

qmle.ps qmle.pdf
Gallant, A. Ronald and Halbert White (1998), "Finite Lag Estimation of Non-Markovian Processes," Working paper, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. Download: ps pdf

qtsm.ps qtsm.pdf
Ahn, Dong-Hyun, Robert F. Dittmar, and A. Ronald Gallant (2000), "Quadratic Term Structure Models: Theory and Evidence," Working paper, Department of Finance,Kenan-Flagler Business School, University of North Carolina, Chapel Hill NC 27599 USA. Download: ps pdf

rudiment.ps rudiment.pdf
Gallant, A. Ronald (1992), "Nonlinear Regression Asymptotics," Class notes, Department of Economics, University of North Carolina, Chapel Hill NC. Download: ps pdf

sde.ps
Proofs of theorems for Gallant, A. Ronald Gallant, Jonathan R. Long (1997), "Estimating Stochastic Differential Equations Efficiently by Minimum Chi-Square," Biometrika 84, 125-141. Download.

smle.pdf
Durham, Garland B., and A. Ronald Gallant (2002), "Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes," Journal of Business and Economic Statistics, forthcoming. Download.

testing.ps
Aguirre-Torres, Victor, and A. Ronald Gallant (1999), "Testing Separate Dynamic Nonlinear Econometric Models," Working paper, Department of Economics, University of North Carolina, Chapel Hill NC 27599-3305 USA. Download.

tm.ps tm.pdf
Aldrich, Eric M., and A. Ronald Gallant (2009), "Habit, Long Run Risks, Prospect? A Statistical Inquiry," Working paper, Fuqua School of Business, Duke University, Durham NC 27708-0120 USA. Download: ps pdf