An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models

Specification Tests in Econometrics

1978 • 17,234 citations

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

1962 • 7,696 citations

Statistical Methods of Econometrics

1970 • 828 citations

Efficient Estimation of Simultaneous Equations by Instrumental Variables

1971 • 185 citations

Efficient Estimation of Simultaneous Equation Systems

1964 • 183 citations

Estimation of Interdependent Systems in Macroeconometrics

1969 • 107 citations

Three-Stage Least-Squares and Full Maximum Likelihood Estimates

1964 • 94 citations

On the Efficiency of Three-Stage Least-Squares Estimation

1964 • 79 citations

Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares Estimators

1973 • 68 citations

A Simplified Structural Estimator for Large‐Scale Econometric Models¹

1971 • 27 citations