Models with Several Regimes and Changes in Exogeneity

MONEY, INCOME, AND CAUSALITY

1972 • 3,059 citations

The Identification Problem in Econometrics.

1967 • 581 citations

Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England

2000 • 439 citations

The structure of simultaneous equations estimators

1976 • 229 citations

The Estimation of Structural Shifts by Switching Regressions

1973 • 224 citations

Testing the exogeneity specification in the complete dynamic simultaneous equation model

1978 • 169 citations

Bayesian Limited Information Analysis of the Simultaneous Equations Model

1976 • 104 citations

Bayesian inference in error-in-variables models

1974 • 43 citations

Two-Stage Least-Squares Estimation with Shifts in the Structural Form

1970 • 19 citations

Deleted Work

1955 • 0 citations