Estimating Models With Intertemporal Substitution Using Aggregate Time Series Data

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Testing for a unit root in time series regression

1988 • 17,004 citations

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

1981 • 14,059 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

A New Approach to Consumer Theory

1966 • 7,454 citations

A New Approach to Consumer Theory

1976 • 7,247 citations

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

The American Economic Review

2011 • 5,693 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Journal of the American Statistical Association

1989 • 3,796 citations

Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence

1978 • 3,343 citations

The journal of financial economics

1993 • 2,535 citations

Introduction to Statistical Time Series.

1977 • 2,373 citations

Some properties of time series data and their use in econometric model specification

1981 • 2,283 citations

Survey of current business

1921 • 2,225 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1982 • 1,846 citations

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

1983 • 1,611 citations

Intertemporal Substitution in Consumption

1988 • 1,533 citations

The Adjustment of Consumption to Changing Expectations About Future Income

1981 • 1,326 citations

The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models

1987 • 1,016 citations

Investment Under Uncertainty

1971 • 925 citations

Habit Formation and Dynamic Demand Functions

1970 • 851 citations

Community Preference Fields

1953 • 737 citations

The Determinants of the Variability of Stock Market Prices

1981 • 624 citations

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

1988 • 621 citations

Optimal Growth with Intertemporally Dependent Preferences

1973 • 614 citations

An Introduction to the Theory of Rational Expectations Under Asymmetric Information

1981 • 434 citations

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

1979 • 360 citations

Consumer Demand in the United States

2009 • 328 citations

A Possible Procedure for Analysing Quality Differentials in the Egg Market

1980 • 326 citations

Hall's consumption hypothesis and durable goods

1982 • 316 citations

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data

1986 • 313 citations

The Interaction Between Time-Nonseparable Preferences and Time Aggregation

1993 • 256 citations

Adjustment costs, durables, and aggregate consumption

1985 • 195 citations

Rational Expectations, Econometric Exogeneity, and Consumption

1978 • 190 citations

Habit formation: a resolution of the equity premium puzzle?

2002 • 167 citations

The S-Branch Utility Tree: A Generalization of the Linear Expenditure System

1972 • 164 citations

Consumer Demand in the United States 1929-1970

1968 • 127 citations

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data

1986 • 117 citations

Stocks, bonds, bills, and inflation : historical returns (1926-1987)

1989 • 97 citations

Money in the utility function: an empirical implementation

1987 • 93 citations

Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption

1986 • 72 citations

Estimating the Continuous-Time Consumption-Based Asset-Pricing Model

1987 • 68 citations

Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models

1985 • 60 citations

Calculating asset prices in three example economies

2008 • 45 citations

The Permanent Income Hypothesis Revisited

1990 • 20 citations

Postwar U. S. Consumption, Consumer Expenditures, and Saving

1975 • 19 citations

Testing neoclassical models of the demand for consumer durables

1981 • 19 citations

International Evidence on Monetary Factors in Macroeconomic Fluctuations

1980 • 14 citations

Estimation of Dynamic Gorman Polar Form Utility Functions

1975 • 7 citations