Combining Micro and Macro Data in Microeconometric Models

Specification Tests in Econometrics

1978 • 17,234 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

The Estimation of Choice Probabilities from Choice Based Samples

1977 • 1,234 citations

Asymptotic efficiency in estimation with conditional moment restrictions

1987 • 761 citations

What do we Learn About Consumer Demand Patterns from Micro Data

1993 • 629 citations

Maximum Likelihood Specification Testing and Conditional Moment Tests

1985 • 538 citations

Semiparametric efficiency bounds

1990 • 536 citations

On Pure and Mixed Statistical Estimation in Economics

1992 • 418 citations

Information and Asymptotic Efficiency in Parametric-Nonparametric Models

1983 • 376 citations

Female Labour Supply and On-the-Job Search: An Empirical Model Estimated Using Complementary Data Sets

1992 • 277 citations

The Transcendental Logarithmic Model of Aggregate Consumer Behavior

1982 • 239 citations

Testing for Neglected Heterogeneity

1984 • 206 citations

An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling

1992 • 177 citations

Missing Data and Self-Selection in Large Panels

1978 • 120 citations

Asymptotic Expansions of the Information Matrix Test Statistic

1991 • 100 citations

Efficient estimation and stratified sampling

1996 • 96 citations

Semiparametric Efficient Estimation of a Conditional Density with Missing or Mismeasured Covariates

1995 • 94 citations

On the Problem of Missing Data in Linear Models

1981 • 92 citations

Forecasting Aggregate Period-Specific Birth Rates: The Time Series Properties of a Microdynamic Neoclassical Model of Fertility

1989 • 25 citations

Aggregation, Structural Change, and Cross-Section Estimation

1985 • 19 citations

Choice-based sampling Inference and optimality

1991 • 13 citations

Euler Equations in Micro Data: Merging Data from Two Samples

1993 • 9 citations