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

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

Practical optimization

1982 • 4,208 citations

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

1991 • 4,036 citations

Automatic Lag Selection in Covariance Matrix Estimation

1994 • 3,132 citations

Matrix Differential Calculus with Applications in Statistics and Econometrics.

1988 • 2,781 citations

Matrix Differential Calculus with Applications in Statistics and Econometrics

1989 • 1,396 citations

An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

1992 • 1,119 citations

Planning Production, Inventories, and Work Force.

1962 • 930 citations

Analysis and control of dynamic economic systems

1975 • 848 citations

Taking Stock: A Critical Assessment of Recent Research on Inventories

1991 • 574 citations

Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

1990 • 393 citations

A linear algebraic procedure for solving linear perfect foresight models

1985 • 376 citations

Planning Production, Inventories, and Work Force

1962 • 367 citations

The Distribution of the Instrumental Variables Estimator and Its $t$-Ratio When the Instrument is a Poor One

1990 • 363 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

Nonconvex Costs and the Behavior of Inventories

1991 • 237 citations

A Variance Bounds Test of the Linear Quadratic Inventory Model

1986 • 145 citations

Production Smoothing Evidence from Physical-Product Data

1991 • 112 citations

The production-smoothing model is alive and well

1989 • 78 citations

15 Some aspects of generalized method of moments estimation

1993 • 59 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

A note on the econometric use of constant dollar inventory series

1983 • 47 citations

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

1986 • 27 citations

Inventories, orders, temporary and permanent layoffs: An econometric analysis

1989 • 17 citations

Full-versus limited-information estimation of a rational-expectations model

1986 • 14 citations

Instrument Relevance in Linear Models: A Simple Measure

1993 • 12 citations

Inventories, orders, temporary and permanent layoffs: An econometric analysis

1989 • 4 citations

Measuring Noise in Inventory Models

1993 • 3 citations