Simulation estimation of time-series models

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

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1984 • 2,013 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1982 • 1,846 citations

Formulating and estimating dynamic linear rational expectations models

1980 • 845 citations

Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectations Models

1983 • 397 citations

Equilibrium Modeling of Asset Prices: Rationality Versus Rules of Thumb

1990 • 20 citations