The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors

Statistical Analysis of Stationary Time Series.

1958 • 859 citations

Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations

1992 • 783 citations

The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables

1959 • 200 citations

The Maximum Likelihood Estimation of Economic Relationships with Autoregressive Residuals

1961 • 123 citations

On the Efficiency of Three-Stage Least-Squares Estimation

1964 • 79 citations