Generalized method of moments specification testing

Specification Tests in Econometrics

1978 • 17,234 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Linear Statistical Inference and Its Applications.

1975 • 3,726 citations

The Estimation of Economic Relationships using Instrumental Variables

1958 • 3,174 citations

Theory of matrices

1969 • 2,748 citations

Regression Analysis when the Dependent Variable Is Truncated Normal

1973 • 1,147 citations

Handbook of Econometrics.

1985 • 815 citations

A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty

1988 • 621 citations

Wald, likelihood ratio, and Lagrange multiplier tests in econometrics

1984 • 547 citations

LINEAR STATISTICAL INFERENCE AND ITS APPLICATION

1967 • 486 citations

Nonlinear Regression with Dependent Observations

1984 • 465 citations

Consistent model specification tests

1982 • 457 citations

The nonlinear two-stage least-squares estimator

1974 • 361 citations

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

1979 • 360 citations

Intertemporal Substitution in Macroeconomics

1985 • 341 citations

Instrumental Variables Regression with Independent Observations

1982 • 339 citations

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

1950 • 334 citations

Chapter 13 Wald, likelihood ratio, and Lagrange multiplier tests in econometrics

1984 • 318 citations

Two-step two-stage least squares estimation in models with rational expectations

1983 • 259 citations

Misspecified models with dependent observations

1982 • 256 citations

A Remark on Hausman's Specification Test

1982 • 164 citations

On unification of the asymptotic theory of nonlinear econometric models

1982 • 156 citations

A Limited Information Specification Test

1981 • 149 citations

Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions

1987 • 78 citations

Notes on non-parametric statistical inference

1949 • 50 citations

Comparing specification tests and classical tests

1980 • 25 citations

Indeterminacy of the Chow Test when the Number of Observations Is Insufficient

1978 • 13 citations

A simple procedure for testing whether a subset of endogenous variables is independent of the disturbance term in a structural equation

1983 • 7 citations

Specification testing and estimation using a generalized method of moments

1983 • 6 citations