Some Evidence on the Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadratic Inventory Model

American economic review

1992 • 16,670 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

American Economic Review

2019 • 12,528 citations

Continuous Univariate Distributions.

1995 • 9,403 citations

Principles of Econometrics

1973 • 3,349 citations

Automatic Lag Selection in Covariance Matrix Estimation

1994 • 3,132 citations

Principles of Econometrics.

1972 • 2,215 citations

Planning Production, Inventories, and Work Force.

1962 • 930 citations

Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models

1989 • 587 citations

Taking Stock: A Critical Assessment of Recent Research on Inventories

1991 • 574 citations

Finite sample properties of the generalized method of moments in tests of conditional asset pricing models

1994 • 376 citations

Asymptotic Normality, When Regressors Have a Unit Root

1988 • 342 citations

Can the Production Smoothing Model of Inventory Behavior be Saved?

1986 • 332 citations

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data

1986 • 313 citations

The Production and Inventory Behavior of the American Automobile Industry

1983 • 255 citations

Formulating Wald Tests of Nonlinear Restrictions

1985 • 241 citations

Nonconvex Costs and the Behavior of Inventories

1991 • 237 citations

On tests of representative consumer asset pricing models

1990 • 215 citations

A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators

1985 • 184 citations

Exact Small Sample Theory in the Simultaneous Equations Model

1982 • 168 citations

On the Formulation of Wald Tests of Nonlinear Restrictions

1988 • 161 citations

A Variance Bounds Test of the Linear Quadratic Inventory Model

1986 • 145 citations

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data

1986 • 117 citations

Production Smoothing Evidence from Physical-Product Data

1991 • 112 citations

Chapter 8 Exact small sample theory in the simultaneous equations model

1983 • 112 citations

The Sources of Fluctuations in Aggregate Inventories and GNP

1990 • 58 citations

Production and Inventory Control at the General Motors Corporation During the 1920's and 1930's

1993 • 48 citations

The cyclical behavior of prices and quantities: The case of the automobile market

1986 • 27 citations

Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model

1993 • 5 citations