Faculty

Institution

Unit

Venue

Ronald Gallant

Liberal Arts Professor of Economics

Pennsylvania State University

Ronald Gallant is currently serving as a Liberal Arts Professor of Economics at Pennsylvania State University.

Honors

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Experiences

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Education

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Ronald Gallant

Pennsylvania State University

Liberal Arts Professor of Economics

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statistics econometrics economics applied mathematics finance applied statistics estimation theory empirical finance financial econometrics time series financial economics nonlinear dynamics asset pricing machine learning nonlinear science nonlinear systems dynamical systems statistical methodology social science research econometric methods nonlinear analysis bibliometrics regression analysis nonlinear regression bayesian analysis nonlinear phenomena high-dimensional chaos nonlinear time series chaos theory bayesian econometrics nonlinear process econometric models moment conditions mathematical bioscience semi-nonparametric estimation econodynamics regression testing lyapunov analysis bayesian inference flexible functional forms nonlinear regression models generic drug industry continuous time models statistical inquiry probability space policy modeling economic research economic modelling economic analysis theoretical economics statistical mechanics economic behavior scientific computing nonlinear system identification computational learning theory supervised learning curve fitting elasticity (physics) elasticity (economics) pharmacokinetics agricultural sciences economic control location estimation parameter identification computational economics behavioral finance statistical analysis chaotic mixing stock prices stock price dynamics alternative models nonlinear dynamic models unified theory nonlinear dynamic structures heterogeneous processes seminonparametric estimation

Notable Scholarly Works

Notable Federal Grants

Collaborators

Finite Lag Estimation of Non-Markovian Processes. Journal of Financial Econometrics (2024)

A Ronald GallantHalbert L White

financial economicseconometricsmathematical financenon-markovian processesfinancial econometricsfinite lag estimationfinanceempirical finance

Variance–Covariance From a Metropolis Chain on a Curved, Singular Manifold. Journal of Econometrics (2022)

A. Ronald Gallant

econometric methodssingular manifoldalgebraic geometryecologydifferential geometrysource apportionmentmarkov chain monte carlometropolis chainstochastic geometrygeometric topologygeometric analysiseconomicsgeometry and topologynonlinear analysisspectral theoryapplied mathematicseconometric modelseconometricsgeneral systems

Cash Flows Discounted Using a Model-Free Sdf Extracted Under a Yield Curve Prior. Journal of risk and financial management (2021)

A. Ronald GallantGeorge Tauchen

risk managementyield curvemodel-free sdffinanceempirical finance

Constrained Estimation Using Penalization and Mcmc. Journal of Econometrics (2021)

A. Ronald GallantHan HongMichael P. LeungJessie Li

economicseconometrics

Nonparametric Bayes Subject to Overidentified Moment Conditions. Journal of Econometrics (2021)

A. Ronald Gallant

overidentified moment conditionsnonparametric bayeseconometricseconometric methods

References. Edward Elgar Publishing eBooks (2021)

Andrew JohnstonRobert Huggins

strategic managemententrepreneurshipmanagementsocial innovationuniversity knowledgeinterorganizational relationshipsbusinesstechnology transfercollaboration processinter-firm coordinationuniversity collaborationsmall business managementindustrial collaboration

Complementary Bayesian Method of Moments Strategies. Journal of Applied Econometrics (2020)

A. Ronald Gallant

complementary bayesian methodeconometric methodseconometricsbayesian econometricsbayesian analysismoments strategiesapplied mathematics

Does Smooth Ambiguity Matter for Asset Pricing?. Review of Financial Studies (2018)

A Ronald GallantMohammad R Jahan-ParvarHening Liu

asset pricingfinance

Exact Bayesian Moment Based Inference for the Distribution of the Small-Time Movements of an Itô Semimartingale. Journal of Econometrics (2018)

A. Ronald GallantGeorge Tauchen

econometricsexact bayesian momentito semimartingalesmall-time movementsbayesian econometricsstatistical inferencedata science

A Bayesian Approach to Estimation of Dynamic Models With Small and Large Number of Heterogeneous Players and Latent Serially Correlated States. Journal of Econometrics (2017)

A. Ronald GallantHan HongAhmed Khwaja

dynamic modelseconometricsheterogeneous playersbayesian econometricsbayesian analysisstatistics

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Ronald Gallant

Liberal Arts Professor of Economics

Pennsylvania State University

Ronald Gallant is currently serving as a Liberal Arts Professor of Economics at Pennsylvania State University.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Ronald Gallant

Pennsylvania State University

Liberal Arts Professor of Economics

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Finite Lag Estimation of Non-Markovian Processes. Journal of Financial Econometrics (2024)

A Ronald GallantHalbert L White

financial economicseconometricsmathematical financenon-markovian processesfinancial econometricsfinite lag estimationfinanceempirical finance

Variance–Covariance From a Metropolis Chain on a Curved, Singular Manifold. Journal of Econometrics (2022)

A. Ronald Gallant

Cash Flows Discounted Using a Model-Free Sdf Extracted Under a Yield Curve Prior. Journal of risk and financial management (2021)

A. Ronald GallantGeorge Tauchen

risk managementyield curvemodel-free sdffinanceempirical finance

Constrained Estimation Using Penalization and Mcmc. Journal of Econometrics (2021)

A. Ronald GallantHan HongMichael P. LeungJessie Li

economicseconometrics

Nonparametric Bayes Subject to Overidentified Moment Conditions. Journal of Econometrics (2021)

A. Ronald Gallant

overidentified moment conditionsnonparametric bayeseconometricseconometric methods

References. Edward Elgar Publishing eBooks (2021)

Andrew JohnstonRobert Huggins

Complementary Bayesian Method of Moments Strategies. Journal of Applied Econometrics (2020)

A. Ronald Gallant

complementary bayesian methodeconometric methodseconometricsbayesian econometricsbayesian analysismoments strategiesapplied mathematics

Does Smooth Ambiguity Matter for Asset Pricing?. Review of Financial Studies (2018)

A Ronald GallantMohammad R Jahan-ParvarHening Liu

asset pricingfinance

Exact Bayesian Moment Based Inference for the Distribution of the Small-Time Movements of an Itô Semimartingale. Journal of Econometrics (2018)

A. Ronald GallantGeorge Tauchen

econometricsexact bayesian momentito semimartingalesmall-time movementsbayesian econometricsstatistical inferencedata science

A Bayesian Approach to Estimation of Dynamic Models With Small and Large Number of Heterogeneous Players and Latent Serially Correlated States. Journal of Econometrics (2017)

A. Ronald GallantHan HongAhmed Khwaja

dynamic modelseconometricsheterogeneous playersbayesian econometricsbayesian analysisstatistics

1
2
3
4
5
10
10 / page

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