Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

A Note on the Generation of Random Normal Deviates

1958 • 3,337 citations

The Estimation of Economic Relationships using Instrumental Variables

1958 • 3,174 citations

Monte Carlo methods

1964 • 3,128 citations

Measurement Error Models

1988 • 2,947 citations

The Analysis of Binary Data.

1971 • 2,339 citations

Tests of statistical hypotheses concerning several parameters when the number of observations is large

1943 • 2,079 citations

Planning of Experiments

1958 • 1,040 citations

Further Results on Tests of Separate Families of Hypotheses

1962 • 996 citations

The Encompassing Principle and its Application to Testing Non-Nested Hypotheses

1986 • 619 citations

On the formulation of empirical models in dynamic econometrics

1982 • 617 citations

Using Least Squares to Approximate Unknown Regression Functions

1980 • 571 citations

Testing Non-Nested Nonlinear Regression Models

1978 • 385 citations

Tests for model specification in the presence of alternative hypotheses

1983 • 355 citations

The Goodness of Fit of Regression Formulae, and the Distribution of Regression Coefficients

1922 • 299 citations

Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation

1977 • 218 citations

Tests of non-nested regression models

1983 • 209 citations

On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships

1986 • 199 citations

Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses

1983 • 122 citations

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

1979 • 108 citations

An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification

2000 • 104 citations

On the behavior of inconsistent instrumental variable estimators

1982 • 103 citations

Model selection test procedures in a single linear equation of a dynamic simultaneous system and their defects in small samples

1985 • 94 citations

Global and Partial Non-Nested Hypotheses and Asymptotic Local Power

1987 • 92 citations

A General Approximation to the Distribution of Instrumental Variables Estimates

1971 • 87 citations

The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems

1977 • 85 citations

Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares

1974 • 85 citations

A reply to Professors Maasoumi and Phillips

1982 • 79 citations

On Using the Box-Muller Transformation with Multiplicative Congruential Pseudo-Random Number Generators

1973 • 66 citations

The Exact Distribution of the Wald Statistic

1986 • 65 citations

Stochastic Specification in an Aggregate Demand Model of the United Kingdom

2000 • 56 citations

Testing Overidentifying Restrictions When the Disturbances are Small

1970 • 53 citations

Some Approximations to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-Squared

1980 • 52 citations

Asymptotic Expansions of the Distributions of Estimates in Simultaneous Equations for Alternative Parameter Sequences

1977 • 47 citations

On Obtaining Large-Sample Tests from Asymptotically Normal Estimators

1971 • 45 citations

Empirical comparisons of some tests of separate families of hypotheses

1978 • 34 citations

The Use of Control Variates in Monte Carlo Estimation of Power

1982 • 30 citations