Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

1982 • 19,770 citations

The equity premium: A puzzle

1985 • 5,686 citations

A Capital Asset Pricing Model with Time-Varying Covariances

1988 • 3,189 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1984 • 2,013 citations

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

1983 • 1,611 citations

Approximate Calculation of Multiple Integrals

1973 • 1,544 citations

Nonlinear Statistical Models.

1989 • 1,147 citations

The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models

1987 • 1,016 citations

Community Preference Fields

1953 • 737 citations

Statistical inference

1970 • 463 citations

Unbiased determination of production technologies

1982 • 322 citations

Modeling the term structure of interest rates under non-separable utility and durability of goods

1986 • 315 citations

User's Guide for SOL/NPSOL: A Fortran Package for Nonlinear Programming.

1983 • 267 citations

An Elasticity can be Estimated Consistently without a Priori Knowledge of Functional Form

1983 • 147 citations

Specification and estimation of intertemporal asset pricing models

1990 • 59 citations

Identification and consistency in semi-nonparametric regression

2008 • 50 citations

Habit formation: a resolution of the equity premium puzzle

1990 • 20 citations

International Evidence on Monetary Factors in Macroeconomic Fluctuations

1980 • 14 citations

Empirical tests of the utility-based asset pricing model using temporally aggregated twentieth century data

1988 • 3 citations

Deleted Work

1955 • 0 citations