Assessing the Variability of Inflation

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 Simple Test for Heteroscedasticity and Random Coefficient Variation

1979 • 4,713 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

Nobel Lecture: Inflation and Unemployment

1977 • 1,776 citations

Testing Non-Nested Nonlinear Regression Models

1978 • 385 citations

The Relationship between Relative Prices and the General Price Level

2016 • 338 citations

Differential Inflationary Expectations and the Variability of the Rate of Inflation: Theory and Evidence

1979 • 196 citations

Heteroscedasticity in Models with Lagged Dependent Variables

1983 • 97 citations

The Welfare Implications of Uneven Inflation

1977 • 54 citations

Rational Expectations and the Defris‐Williams Inflationary Expectations Series*

1981 • 10 citations