Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors

Maximum Likelihood Estimation of Misspecified Models

1983 • 3,727 citations

The Estimation of Economic Relationships using Instrumental Variables

1958 • 3,174 citations

Tests of statistical hypotheses concerning several parameters when the number of observations is large

1943 • 2,079 citations

The Fitting of Time-Series Models

1960 • 1,043 citations

Statistical inference

1970 • 463 citations

On Stochastic Limit and Order Relationships

1943 • 388 citations

The nonlinear two-stage least-squares estimator

1974 • 361 citations

Time Series Modelling and Interpretation

1976 • 325 citations

An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models

1975 • 229 citations

The structure of simultaneous equations estimators

1976 • 229 citations

Some Tests of Dynamic Specification for a Single Equation

1980 • 221 citations

The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables

1959 • 200 citations

Estimation of vector ARMAX models

1980 • 117 citations

The Asymptotic Distribution of Serial Covariances

1976 • 109 citations

Efficient Estimation of Nonlinear Simultaneous Equations with Additive Disturbances

2000 • 101 citations

Missing Data in an Autoregressive Model

1974 • 76 citations

Exact and Approximate Maximum Likelihood Estimators for Vector Moving Average Processes

1977 • 66 citations

The Choice of Instrumental Variables in the Estimation of Economy-Wide * Econometric Models

2017 • 58 citations

Errors in variables in simultaneous equation models

1977 • 57 citations

The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables

1977 • 47 citations

On Obtaining Large-Sample Tests from Asymptotically Normal Estimators

1971 • 45 citations

Exercises in Econometrics

1978 • 35 citations

On the Consistency of Nonlinear FIML

1982 • 26 citations

FIML estimation of the dynamic simultaneous equations model with ARMA disturbances

1979 • 22 citations

The LIML and Related Estimators of an Equation with Moving Average Disturbances

1981 • 7 citations