Liquidity constraints and the permanent-income hypothesis

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

1991 • 30,298 citations

Specification Tests in Econometrics

1978 • 17,234 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Panel data and unobservable individual effects

1981 • 2,311 citations

Panel Data and Unobservable Individual Effects

1981 • 2,028 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1984 • 2,013 citations

Consumption and Liquidity Constraints: An Empirical Investigation

1989 • 1,944 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1982 • 1,846 citations

Asymptotic Theory for Econometricians.

1988 • 1,473 citations

Optimal Consumption with Stochastic Income: Deviations from Certainty Equivalence

1989 • 925 citations

The Sensitivity of Consumption to Transitory Income: Estimates from Panel Data on Households

1982 • 671 citations

The Determinants of the Variability of Stock Market Prices

1981 • 624 citations

A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty

1988 • 621 citations

Asymptotic Theory for Econometricians

1984 • 602 citations

Maximum Likelihood Specification Testing and Conditional Moment Tests

1985 • 538 citations

Testing the Rationality of Price Forecasts: New Evidence from Panel Data

1990 • 528 citations

An aggregation theorem for securities markets

1974 • 507 citations

Can Cohort Data be Treated as Genuine Panel Data?

1992 • 281 citations

Asset Holdings and the Life-Cycle

1982 • 267 citations

Testing the Response of Consumption to Income Changes with (Noisy) Panel Data

1987 • 266 citations

Two-step two-stage least squares estimation in models with rational expectations

1983 • 259 citations

The permanent income hypothesis and the real interest rate

1981 • 171 citations

The Costs of Worker Displacement

1987 • 138 citations

The permanent income hypothesis and the real interest rate

1984 • 82 citations

The Design of Economic Accounts

1973 • 61 citations

INTERTEMPORAL SUBSTITUTION AND CONSTRAINTS ON LABOR SUPPLY: EVIDENCE FROM PANEL DATA

1990 • 51 citations

Permanent income in general equilibrium

1984 • 50 citations