Disequilibrium, self-selection, and switching models

Maximum Likelihood from Incomplete Data Via the EM Algorithm

1977 • 46,601 citations

Sample Selection Bias as a Specification Error

1979 • 27,564 citations

Specification Tests in Econometrics

1978 • 17,234 citations

The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models

1976 • 5,019 citations

SOME THOUGHTS ON THE DISTRIBUTION OF EARNINGS 1

1951 • 2,981 citations

Shadow Prices, Market Wages, and Labor Supply

1974 • 1,862 citations

Estimation and Inference in Nonlinear Structural Models

1974 • 1,759 citations

Distributions in Statistics: Continuous Multivariate Distributions.

1973 • 1,629 citations

Generalized Econometric Models with Selectivity

1983 • 1,473 citations

Alternative Tests of Independence between Stochastic Regressors and Disturbances

1973 • 1,263 citations

Unionism and Wage Rates: A Simultaneous Equations Model with Qualitative and Limited Dependent Variables

1978 • 1,222 citations

Regression Analysis when the Dependent Variable Is Truncated Normal

1973 • 1,147 citations

Note on the Consistency of the Maximum Likelihood Estimate

1949 • 1,114 citations

The Theory of Unemployment Reconsidered

1978 • 974 citations

Partial observability in bivariate probit models

1980 • 549 citations

Methods of Estimation for Markets in Disequilibrium

1972 • 511 citations

Multivariate Regression and Simultaneous Equation Models when the Dependent Variables Are Truncated Normal

1974 • 494 citations

Econometric Implications of the Rational Expectations Hypothesis

1980 • 436 citations

Maximum Likelihood Methods for Models of Markets in Disequilibrium

1974 • 399 citations

A Least Squares Correction for Selectivity Bias

1980 • 373 citations

Estimation of some limited dependent variable models with application to housing demand

1978 • 327 citations

Asymptotic Covariance Matrices of Two-Stage Probit and Two-Stage Tobit Methods for Simultaneous Equations Models with Selectivity

1980 • 291 citations

Identification and Estimation in Binary Choice Models with Limited (Censored) Dependent Variables

1979 • 262 citations

Discrete Parameter Variation: Efficient Estimation of a Switching Regression Model

1978 • 262 citations

Disequilibrium Estimates for Consumption Goods Markets in Centrally Planned Economies

1980 • 209 citations

Disequilibrium Econometrics for Business Loans

1977 • 200 citations

Comments on Selectivity Biases in Wage Comparisons

1974 • 176 citations

A partition theorem for Euclidean 𝑛-space

1958 • 175 citations

Linear regression after selection

1981 • 171 citations

Censored regression models with unobserved, stochastic censoring thresholds

1977 • 167 citations

Estimation of a Disequilibrium Aggregate Labor Market

1978 • 144 citations

The Measurement and Prediction of Judgement and Choice

1971 • 136 citations

Sample Selectivity and the Estimation of Labor Supply Functions

1980 • 126 citations

Estimation in a disequilibrium model and the value of information

1975 • 125 citations

Missing Data and Self-Selection in Large Panels

1978 • 120 citations

Methods of Estimation for Models of Markets with Bounded Price Variation

1983 • 108 citations

Returns to College Education: An Investigation of Self-Selection Bias Based on the Project Talent Data

1979 • 104 citations

Methods of Estimation for Markets in Disequilibrium: A Further Study

1974 • 97 citations

Credit Rationing in the Commercial Loan Market: Estimates of a Structural Model Under Conditions of Disequilibrium

1979 • 97 citations

Labor force earnings and college choice of young women: An examination of selectivity bias and comparative advantage

1981 • 95 citations

A Note on a Fair and Jaffee Model

1974 • 86 citations

Recursive Models with Qualitative Endogenous Variables

1976 • 80 citations

The Demand for Money and For Consumption Goods in Centrally Planned Economies

1978 • 77 citations

Methods of Estimation for Multi-Market Disequilibrium Models

1980 • 74 citations

Tests of the Equilibrium vs. Disequilibrium Hypotheses

1978 • 73 citations

Sample selection bias with multiple selection rules

1982 • 71 citations

Tests of the Equilibrium Hypothesis in Disequilibrium Econometrics: An International Comparison of Credit Rationing

1981 • 68 citations

The Asymptotic Properties of a Maximum Likelihood Estimator for a Model of Markets in Disequilibrium

1977 • 67 citations

Disequilibrium econometrics in dynamic models

1979 • 64 citations

On the appropriateness of endogenous switching

1981 • 58 citations

Disequilibrium dynamics with inventories and anticipatory price-setting

1981 • 51 citations

Classification probabilities for the disequilibrium model

1980 • 48 citations

Unemployment, employment and exports in British manufacturing

1980 • 46 citations

Theory and Estimation of Macroeconomic Rationing Models

1981 • 44 citations

The Econometrics of Disequilibrium.

1980 • 44 citations

Test scores, educational opportunities, and individual choice

1982 • 39 citations

A switching regression method using inequality conditions

1979 • 38 citations

Disequilibrium Estimation of the Demand for Copper

1980 • 34 citations

A Note on Regime Classification in Disequilibrium Models

1980 • 33 citations

Some properties of the simple disequilibrium model with covariance

1978 • 26 citations

Autocorrelated errors in simple disequilibrium models

1981 • 25 citations

A Disequilibrium Model of Demand for Factors of Production

1974 • 24 citations

On the Value of Sample Separation Information

1979 • 24 citations

A test of a disequilibrium model

1980 • 24 citations

Identification and estimation problems in limited dependent variable models

1977 • 18 citations

A Variable-Parameter Model of Exporting Behaviour

1977 • 18 citations

A Model of FHLBB Advances: Rationing or Market Clearing?

1980 • 17 citations

Alternative formulations of the Nerlove-Press models

1981 • 12 citations

PROLEGOMENA TO A PRESSURE‐ANALYSIS OF ECONOMIC PHENOMENA

1949 • 6 citations

Specification and Estimation of a Dynamic Disequilibrium Model

1980 • 5 citations

Theory and applications of disequilibrium econometrics

1980 • 5 citations

Modelling a Market Which is Sometimes in Disequilibrium

1978 • 4 citations

Modelling Monetary Disequilibrium

1977 • 4 citations

A disequilibrium econometric analysis of interest rate futures markets

1981 • 2 citations