Choosing the Number of Instruments

The American Economic Review

2012 • 7,538 citations

Instrumental Variables Regression with Weak Instruments

1997 • 6,543 citations

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

1991 • 4,036 citations

Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak

1995 • 3,855 citations

Does Compulsory School Attendance Affect Schooling and Earnings?

1991 • 2,360 citations

Some comments on C_p

1973 • 1,423 citations

VARIETIES OF SELECTION BIAS

1990 • 1,255 citations

Journal of the American Statistical Association

1995 • 953 citations

Handbook of Econometrics.

1985 • 815 citations

Convergence rates and asymptotic normality for series estimators

1997 • 744 citations

Handbook of econometrics

1988 • 645 citations

The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations

1959 • 583 citations

Efficient Instrumental Variables Estimation of Nonlinear Models

1990 • 339 citations

Consistent Moment Selection Procedures for Generalized Method of Moments Estimation

1999 • 334 citations

Jackknife instrumental variables estimation

1999 • 322 citations

Studies in Econometrics, Time Series, and Multivariate Statistics

1983 • 307 citations

Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size

1983 • 143 citations

Second Order Approximation in the Partially Linear Regression Model

1995 • 136 citations

Optimal bandwidth choice for density-weighted averages

1996 • 105 citations

Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate

1979 • 101 citations

Jackknife instrumental variables estimation

1999 • 66 citations