| Nonlinear statistical models AR Gallant John Wiley & Sons, 2009 | 2112 | 2009 |
| Stock prices and volume AR Gallant, PE Rossi, G Tauchen The Review of Financial Studies 5 (2), 199-242, 1992 | 2026 | 1992 |
| Which moments to match? AR Gallant, G Tauchen Econometric theory 12 (4), 657-681, 1996 | 1555 | 1996 |
| Semi-nonparametric maximum likelihood estimation AR Gallant, DW Nychka Econometrica: Journal of the econometric society, 363-390, 1987 | 1242 | 1987 |
| 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 | 1238 | 1981 |
| Alternative models for stock price dynamics M Chernov, AR Gallant, E Ghysels, G Tauchen Journal of Econometrics 116 (1-2), 225-257, 2003 | 1103 | 2003 |
| A unified theory of estimation and inference for nonlinear dynamic models AR Gallant, H White Blackwell, 1988 | 745 | 1988 |
| Seminonparametric estimation of conditionally constrained heterogeneous processes: Asset pricing applications AR Gallant, G Tauchen Econometrica: Journal of the Econometric Society, 1091-1120, 1989 | 599 | 1989 |
| Quadratic term structure models: Theory and evidence DH Ahn, RF Dittmar, AR Gallant The Review of financial studies 15 (1), 243-288, 2002 | 578 | 2002 |
| Nonlinear dynamic structures AR Gallant, PE Rossi, G Tauchen Econometrica: Journal of the Econometric Society, 871-907, 1993 | 569 | 1993 |
| 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 | 556 | 2002 |
| 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 | 493 | 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 | 456 | 1992 |
| Estimation of stochastic volatility models with diagnostics AR Gallant, D Hsieh, G Tauchen Journal of econometrics 81 (1), 159-192, 1997 | 455 | 1997 |
| Unbiased determination of production technologies AR Gallant Journal of Econometrics 20 (2), 285-323, 1982 | 446 | 1982 |
| On learning the derivatives of an unknown mapping with multilayer feedforward networks AR Gallant, H White Neural Networks 5 (1), 129-138, 1992 | 390 | 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 | 373 | 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 | 351 | 1997 |
| The nonlinear mixed effects model with a smooth random effects density M Davidian, AR Gallant Biometrika 80 (3), 475-488, 1993 | 338 | 1993 |
| Seemingly unrelated nonlinear regressions AR Gallant Journal of Econometrics 3 (1), 35-50, 1975 | 333 | 1975 |
George TauchenProfessor of EconomicsVerified email at duke.edu
