Misspecified models with dependent observations

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

Specification Tests in Econometrics

1978 • 17,234 citations

Probability and Measure.

1996 • 6,988 citations

The behavior of maximum likelihood estimates under nonstandard conditions

1967 • 4,602 citations

Maximum Likelihood Estimation of Misspecified Models

1982 • 3,838 citations

Maximum Likelihood Estimation of Misspecified Models

1983 • 3,727 citations

Proceedings of the fifth Berkeley symposium on mathematical statistics and probability.

1969 • 3,180 citations

Independent and stationary sequences of random variables

1971 • 2,159 citations

Several Tests for Model Specification in the Presence of Alternative Hypotheses

1981 • 1,821 citations

A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION

1956 • 1,340 citations

Asymptotic Properties of Non-Linear Least Squares Estimators

1969 • 1,334 citations

Regression Analysis when the Dependent Variable Is Truncated Normal

1973 • 1,147 citations

Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability

1963 • 1,043 citations

Tests of Separate Families of Hypotheses

1961 • 844 citations

Using Least Squares to Approximate Unknown Regression Functions

1980 • 571 citations

Approximation of functions

2006 • 553 citations

Asymptotic Theory of Nonlinear Least Squares Estimation

1981 • 540 citations

System Identification Advances and Case Studies

1976 • 491 citations

Probability and Measure.

1980 • 475 citations

Consistent model specification tests

1982 • 457 citations

Information Criteria for Discriminating Among Alternative Regression Models

1978 • 400 citations

Nonlinear Regression on Cross-Section Data

1980 • 375 citations

Handbook of Econometrics

1983 • 322 citations

Consequences and Detection of Misspecified Nonlinear Regression Models

1981 • 289 citations

The Consistency of Nonlinear Regressions

1970 • 225 citations

Non-linear time series regression

1971 • 191 citations

Methods of Real Analysis

1964 • 159 citations

On unification of the asymptotic theory of nonlinear econometric models

1982 • 156 citations

Approximation of Functions.

1968 • 153 citations

Large-Scale Macro-Econometric Models.

1983 • 146 citations

On The Consistency of Prediction Error Identification Methods

1976 • 124 citations

The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors

1979 • 108 citations

Consequences and Detection of Misspecified Nonlinear Regression Models

1981 • 73 citations

Uniform ergodicity and strong mixing

1972 • 66 citations

Proceedings of the Econometric Society European Meeting 1979.

1983 • 63 citations

Inference for nonlinear models

1975 • 22 citations

Asymptotic Distribution Theory for a Class of Nonlinear Estimation Methods

1976 • 5 citations