The Lucas critique revisited assessing the stability of empirical Euler equations for investment

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

1987 • 15,268 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

Econometric policy evaluation: A critique

1976 • 5,457 citations

Techniques for Testing the Constancy of Regression Relationships Over Time

1975 • 4,552 citations

Tests for Parameter Instability and Structural Change With Unknown Change Point

1993 • 4,272 citations

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

1978 • 3,343 citations

Automatic Lag Selection in Covariance Matrix Estimation

1994 • 3,132 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1984 • 2,013 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1982 • 1,846 citations

Tax Policy and Investment Behavior

1967 • 1,812 citations

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis

1991 • 1,765 citations

Hypothesis Testing with Efficient Method of Moments Estimation

1987 • 1,674 citations

Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

1992 • 1,559 citations

NBER macroeconomics annual 1987

1989 • 969 citations

Formulating and estimating dynamic linear rational expectations models

1980 • 845 citations

The Phillips curve and labor markets

1976 • 634 citations

Generalized method of moments specification testing

1985 • 624 citations

Economic Policy: Principles and Design

1959 • 624 citations

Financial Markets and Financial Crises

1992 • 521 citations

After Keynesian Macroeconomics

1979 • 492 citations

Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

1992 • 486 citations

Econometric Implications of the Rational Expectations Hypothesis

1980 • 436 citations

Rational Expectations and Econometric Practice

1984 • 380 citations

Dividend Innovations and Stock Price Volatility

1988 • 363 citations

The Dynamic Demand for Capital and Labor

1986 • 357 citations

Internal Net Worth and the Investment Process: An Application to U.S. Agriculture

1992 • 227 citations

Studies in Econometric Method

1954 • 223 citations

Testing the lucas critique: A review

1992 • 216 citations

Inference in Nonlinear Econometric Models with Structural Change

1988 • 214 citations

Financial Markets and Financial Crises.

1994 • 191 citations

New and Old Models of Business Investment: A Comparison of Forecasting Performance

1995 • 161 citations

EMPIRICAL INVESTMENT EQUATIONS. AN INTEGRATIVE FRAMEWORK

1980 • 148 citations

Statistical Analysis and Forecasting of Economic Structural Change

1989 • 143 citations

Recursive stability analysis of linear regression relationships

1982 • 128 citations

A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator

1990 • 117 citations

The federal reserve board MPS quarterly econometric model of the US economy

1985 • 111 citations

Alternative non-nested specification tests of time-series investment models

1988 • 97 citations

Beyond Demand and Supply Curves in Macroeconomics

1982 • 84 citations

After Keynesian macroeconomics

1997 • 83 citations

Dynamic Factor Demands under Rational Expectations

1984 • 79 citations

Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions

1988 • 78 citations

Are consumption-based intertemporal capital asset pricing models structural?

1990 • 78 citations

Capital utilization and capital accumulation: Theory and evidence

1986 • 74 citations

Prices, competition, and equilibrium

1986 • 65 citations

Dynamic Factor Demands under Rational Expectations

1983 • 54 citations

Generalized Predictive Tests and Structural Change Analysis in Econometrics

1994 • 50 citations

PRACTITIONERS CORNER: Post‐Sample Prediction Tests for Generalized Method of Moments Estimators

1989 • 42 citations

Deep Structral Excavation? A Critique of Euler Equation Methods

1983 • 36 citations

Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions

1988 • 21 citations

Business Tax Policy, the Lucas Critique, and Lessons from the 1980's

1988 • 11 citations

A Skeptical Note on the New Econometrics

1983 • 10 citations

Investment, Taxation, and Econometric Policy Evaluation: Some Evidence on the Lucas Critique

1989 • 3 citations

Asymmetric adjustment costs, capital longevity, and investment

1991 • 3 citations

Investments Under Uncertainty and Irreversibility

1990 • 1 citations