Nonlinear Regression with Dependent Observations

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Convergence of Probability Measures

1999 • 14,297 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

An Introduction to Multivariate Statistical Analysis

1986 • 9,529 citations

Stochastic processes

1953 • 9,312 citations

Maximum Likelihood Estimation of Misspecified Models

1983 • 3,727 citations

Principles of Econometrics

1973 • 3,349 citations

Asymptotic Theory for Econometricians.

1988 • 1,473 citations

A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION

1956 • 1,340 citations

Asymptotic Properties of Non-Linear Least Squares Estimators

1969 • 1,334 citations

Asymptotic Theory of Nonlinear Least Squares Estimation

1981 • 540 citations

On Conditional Least Squares Estimation for Stochastic Processes

1978 • 451 citations

A Maximal Inequality and Dependent Strong Laws

1975 • 437 citations

Tests for model specification in the presence of alternative hypotheses

1983 • 355 citations

Estimating the Parameters of the Markov Probability Model from Aggregate Time Series Data.

1971 • 309 citations

Consequences and Detection of Misspecified Nonlinear Regression Models

1981 • 289 citations

Asymptotic Properties of Maximum Likelihood Estimators for the Independent Not Identically Distributed Case

1971 • 243 citations

Asymptotic normality for sums of dependent random variables

1972 • 174 citations

On unification of the asymptotic theory of nonlinear econometric models

1982 • 156 citations

Contributions to Central Limit Theory for Dependent Variables

1968 • 156 citations

Linear Regression Analysis of Economic Time Series.

1938 • 115 citations

The Power of the Likelihood Ratio Test of Location in Nonlinear Regression Models

1975 • 56 citations

Non-linear regression for multiple time-series

1972 • 52 citations

A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation

1982 • 21 citations

Asymptotic Distribution Theory for a Class of Nonlinear Estimation Methods

1976 • 5 citations

Deleted Work

1955 • 0 citations