Inference Concerning the Number of Factors in a Multivariate Nonparametric Relationship

Linear Statistical Inference and its Applications

1973 • 10,599 citations

Linear Statistical Inference and Its Applications.

1975 • 3,726 citations

Root-N-Consistent Semiparametric Regression

1988 • 2,390 citations

Semiparametric Estimation of Index Coefficients

1989 • 946 citations

Kernel Estimation of Partial Means and a General Variance Estimator

1994 • 395 citations

Regression Theory for Near-Integrated Time Series

1988 • 359 citations

Asymptotic Normality of Series Estimators for Nonparametric and Semiparametric Regression Models

1991 • 339 citations

Efficient Instrumental Variables Estimation of Nonlinear Models

1990 • 339 citations

Nonlinear errors in variables Estimation of some Engel curves

1995 • 294 citations

Inferring the rank of a matrix

1997 • 272 citations

Consistent Specification Testing Via Nonparametric Series Regression

1995 • 212 citations

On the asymptotic normality of Fourier flexible form estimates

1991 • 156 citations

Variance Function Estimation in Regression: The Effect of Estimating the Mean

1989 • 147 citations

A Test for Functional Form Against Nonparametric Alternatives

1992 • 145 citations

Nonparametric Regression Tests Based on Least Squares

1992 • 144 citations

Testing the Rank and Definiteness of Estimated Matrices with Applications to Factor, State-Space and ARMA Models

1992 • 90 citations

Order Estimation in ARMA-Models by Lagrangian Multiplier Tests

1983 • 85 citations

Convergence rates for series estimators

1993 • 39 citations