Intertemporal Nonseparability or Borrowing Restrictions? A Disaggregate Analysis using a U.S. Consumption Panel

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Principles of Econometrics

1973 • 3,349 citations

Habit Formation: A Resolution of the Equity Premium Puzzle

1990 • 2,223 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1984 • 2,013 citations

Consumption and Liquidity Constraints: An Empirical Investigation

1989 • 1,944 citations

The Buffer-Stock Theory of Saving: Some Macroeconomic Evidence

1992 • 1,076 citations

A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle

1985 • 757 citations

The Elements of Real Analysis

1964 • 709 citations

Consumption Growth, the Interest Rate and Aggregation

1993 • 563 citations

An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications

1995 • 423 citations

Liquidity constraints and the permanent-income hypothesis

1991 • 376 citations

Instrumental Variables Regression with Independent Observations

1982 • 339 citations

Life Cycle Consumption and Labor Supply: An Explanation of the Relationship Between Income and Consumption Over the Life Cycle

1974 • 320 citations

Modeling the term structure of interest rates under non-separable utility and durability of goods

1986 • 315 citations

Alternative Approximations to the Distributions of Instrumental Variable Estimators

1992 • 261 citations

The Permanent Income Hypothesis and Consumption Durability: Analysis Based on Japanese Panel Data

1985 • 216 citations

Intertemporal Preferences and Labor Supply

1988 • 189 citations

Rational habit formation

1981 • 161 citations

Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data

1999 • 153 citations

The Cure Can Be Worse than the Disease: A Cautionary Tale Regarding Instrumental Variables

1993 • 117 citations

The Estimation of "Surprise" Models and the "Surprise" Consumption Function

1986 • 117 citations

On the Normalization of Structural Equations: Properties of Direction Estimators

1990 • 70 citations

Simultaneous Equations Bias in Disaggregated Econometric Models

1989 • 25 citations

Tests of Dynamic Specification and Homogeneity in a Demand System

1992 • 20 citations

Consumption, leisure and earnings-related liquidity constraints

1988 • 16 citations

NP-REG : an interactive package for kernel density estimation and non- parametric regression

1992 • 9 citations