A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 citations

The theory and practice of econometrics

1986 • 4,551 citations

Introduction to Statistical Time Series

1978 • 4,545 citations

Principles of Econometrics

1973 • 3,349 citations

Formulation and estimation of dynamic models using panel data

1982 • 2,840 citations

The Statistical Analysis of Time Series.

1995 • 2,128 citations

Asymptotic Theory for Econometricians.

1988 • 1,473 citations

A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model

1999 • 1,440 citations

Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated

1967 • 1,019 citations

Estimating Regression Models with Multiplicative Heteroscedasticity

1976 • 905 citations

IV.—On Least Squares and Linear Combination of Observations

1936 • 840 citations

Nonlinear Methods in Econometrics.

1973 • 675 citations

Some Estimators for a Linear Model With Random Coefficients

1968 • 504 citations

Estimation of Parameters in Time-Series Regression Models

1960 • 480 citations

Estimation with Heteroscedastic Error Terms

1966 • 411 citations

Further Properties of Efficient Estimators for Seemingly Unrelated Regression Equations

1962 • 294 citations

Robust Estimation in Heteroscedastic Linear Models

1982 • 270 citations

Transformations for Estimation of Linear Models with Nested-Error Structure

1973 • 250 citations

The Effect of Two-Stage Sampling on Ordinary Least Squares Methods

1982 • 229 citations

Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix

1978 • 181 citations

The Asymptotic Distribution of Serial Covariances

1976 • 109 citations

Least squares estimation in the regression model with autoregressive-moving average errors

1971 • 103 citations

Generalized Least Squares with an Estimated Autocovariance Matrix

1973 • 96 citations

On the inverses of some patterned matrices arising in the theory of stationary time series

1974 • 95 citations

On the Inversion of the Sample Covariance Matrix in a Stationary Autoregressive Process

1958 • 93 citations

Estimation of Seemingly Unrelated Regressions with Vector Autoregressive Errors

1973 • 63 citations

Small Sample Properties of a Class of Two Stage Aitken Estimators

1977 • 58 citations

Estimation of Linear Models with Time and Cross-Sectionally Varying Coefficients

1977 • 48 citations

An Approximate Inverse for the Covariance Matrix of Moving Average and Autoregressive Processes

1975 • 45 citations

Estimation of Seemingly Unrelated Regressions with Random Coefficients

1974 • 41 citations

Estimation of a linear regression model with stationary ARMA(p, q) errors

1991 • 31 citations

A useful central limit theorem for m-dependent variables

1971 • 15 citations

Asymptotic Distribution of the Hildreth—Houck Estimator

1985 • 10 citations

Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients

1980 • 9 citations

Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors

1986 • 6 citations