Inference in Econometric Models with Structural Change

The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model

1977 • 415 citations

The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors

1970 • 411 citations

Misspecified models with dependent observations

1982 • 256 citations

Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers

1987 • 249 citations

New Ways to Prove Central Limit Theorems

1985 • 159 citations

Asymptotic Results for Generalized Wald Tests

1987 • 142 citations

Models with Several Regimes and Changes in Exogeneity

1980 • 140 citations

A Unified Theory of Consistent Estimation for Parametric Models

1985 • 94 citations

Model specification testing of time series regressions

1984 • 93 citations

A large-sample chow test for the linear simultaneous equation

1985 • 29 citations

A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Process

1987 • 11 citations