statistics faculty at unc
_______________ ron_gallant@unc.edu

6F Gardner Hall
919 966-5338

A. Ronald Gallant

Adjunct Professor and Henry A. Latané Professor of Economics
Education

A.B. (1965), San Diego State University; M.B.A. (1967), University of California at Los Angeles; Ph.D. (1971), Iowa State University.

Faculty Positions

North Carolina State University (1971-1993), UNC-Chapel Hill (1993 -).

Honors and Awards

Fellow, ASA; Fellow, Econometric Society.

Research Interests

Gallant is interested in fitting models from the sciences to data for the purpose of statistical inference. Typically these models will involve a nonlinear parametric component that describes features of the model where the underlying scientific theory is explicit and a nonparametric component that accounts for features where the scientific theory is vague. Appropriate statistical methods for these problems are usually computationally intensive. Methodological interests are in developing statistical methods and numerical algorithms for fitting these models. Theoretical interests are in deriving the statistical properties of proposed methods, particularly the asymptotic properties of estimators of functionals of the nonparametric component. Applied interests are primarily within economics and finance.

Selected Publications

Stock prices and volume (with P.E. Rossi and G.E. Tauchen), Review of Financial. Studies, 5 (1992), 199-242.

The nonlinear mixed effects model with a smooth random effects density (with M. Davidian), Biometrika, 80 (1993), 475-488.

Convergence rates for single hidden layer feedforward networks (with D.F. McCaffrey), Neural Networks, 7 (1993), 147-158.

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