Identification and mis-specification issues in forward-looking models

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Testing for Weak Instruments in Linear IV Regression

2005 • 6,030 citations

Econometric policy evaluation: A critique

1976 • 5,457 citations

Inflation dynamics: A structural econometric analysis

1999 • 3,079 citations

The Solution of Linear Difference Models under Rational Expectations

1980 • 2,480 citations

Monetary policy rules in practice

1998 • 2,333 citations

Prices and unit labor costs: a new test of price stickiness

2002 • 846 citations

GMM with Weak Identification

2000 • 806 citations

Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

1997 • 573 citations

Forward-Looking Rules for Monetary Policy

1999 • 515 citations

The limits to rational expectations

1989 • 505 citations

Partially Identified Econometric Models

1989 • 348 citations

The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

1950 • 334 citations

Inferring the rank of a matrix

1997 • 272 citations

THE ENCOMPASSING IMPLICATIONS OF FEEDBACK VERSUS FEEDFORWARD MECHANISMS IN ECONOMETRICS *

1988 • 224 citations

New Tests of the New-Keynesian Phillips Curve

2001 • 221 citations

STAGGERED WAGE SETTING WITH REAL WAGE RELATIVITIES: VARIATIONS ON A THEME OF TAYLOR*

1981 • 190 citations

Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments

1998 • 183 citations

European in#ation dynamics

2001 • 157 citations

Estimating the linear-quadratic inventory model maximum likelihood versus generalized method of moments

1995 • 156 citations

Rational Expectations Econometrics

2019 • 154 citations

An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy

1983 • 114 citations

Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations

1992 • 107 citations

Identification of rational expectations models

1981 • 89 citations

Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator

1997 • 77 citations

Asymptotic Expansions of the Distributions of Estimates in Simultaneous Equations for Alternative Parameter Sequences

1977 • 47 citations

Econometric issues in forward-looking monetary models

2002 • 13 citations

Asymptotics for GMM Estimators with Weak Instruments

1996 • 9 citations