Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses

Convergence of Probability Measures

1999 • 14,297 citations

Linear Statistical Inference and its Applications

1973 • 10,599 citations

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

1951 • 3,595 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

Multiple time series

1970 • 1,885 citations

Several Tests for Model Specification in the Presence of Alternative Hypotheses

1981 • 1,821 citations

Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

1978 • 1,632 citations

Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

1949 • 1,471 citations

Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables

1970 • 1,179 citations

Further Results on Tests of Separate Families of Hypotheses

1962 • 996 citations

Tests of Separate Families of Hypotheses

1961 • 844 citations

On the formulation of empirical models in dynamic econometrics

1982 • 617 citations

The non-central chi2- and F-distributions and their applications.

1949 • 567 citations

Nonlinear Regression with Dependent Observations

1984 • 465 citations

Statistical inference

1970 • 463 citations

On the General Problem of Model Selection

1974 • 458 citations

On Stochastic Limit and Order Relationships

1943 • 388 citations

Testing Non-Nested Nonlinear Regression Models

1978 • 385 citations

Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation

1979 • 360 citations

Stochastic Comparison of Tests

1960 • 354 citations

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

1950 • 334 citations

A Method for Discriminating between Models

1970 • 330 citations

On a Theorem of Pitman

1955 • 280 citations

Maximum Likelihood Estimation for Dependent Observations

1976 • 255 citations

Alternative procedures and associated tests of significance for non-nested hypotheses

1981 • 241 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

Non-parametric Statistical Inference

1949 • 175 citations

The Advanced Theory of Statistics. Volume 2: Inference and Relationship.

1962 • 154 citations

ON THE ASYMPTOTIC EFFICIENCY OF TESTS AND ESTIMATES

2016 • 131 citations

The Maximum Likelihood Estimation of Economic Relationships with Autoregressive Residuals

1961 • 123 citations

Some aspects of testing non-nested hypotheses

1983 • 111 citations

The Asymptotic Distribution of Serial Covariances

1976 • 109 citations

An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification

2000 • 104 citations

Comparison of Local Power of Alternative Tests of Non-Nested Regression Models

1982 • 101 citations

Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares

1983 • 99 citations

Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T²-Test

1974 • 98 citations

Three-Stage Least-Squares and Full Maximum Likelihood Estimates

1964 • 94 citations

The Approximate Slopes of Econometric Tests

1981 • 82 citations

Some tests of separate families of hypotheses in time series analysis.

1967 • 49 citations

ON AN EXTENSION OF THE CONNEXION BETWEEN POISSON AND X² DISTRIBUTIONS

1959 • 47 citations

On the comprehensive method of testing non-nested regression models

1982 • 46 citations

Asymptotic Properties of the Wald-Wolfowitz Test of Randomness

1950 • 36 citations

On the interpretation of the cox test in econometrics

1979 • 34 citations

Empirical comparisons of some tests of separate families of hypotheses

1978 • 34 citations

‘A note on the consistency and on the finite sample comparisons of some tests of separate families of hypotheses’

1977 • 31 citations

Tests and efficiencies of separate regression models

1978 • 20 citations

A note on the interpretation of the Cox procedure for non-nested hypotheses

1981 • 18 citations