Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances

Multiple time series

1970 • 1,885 citations

Identification in Parametric Models

1971 • 1,021 citations

The Identification Problem in Econometrics.

1967 • 581 citations

The Identification Problem in Econometrics

1967 • 318 citations

The structure of simultaneous equations estimators

1976 • 229 citations

An efficient two-step estimator for the dynamic adjustment model with autoregressive errors

1974 • 217 citations

Efficient Estimation of Simultaneous Equations by Instrumental Variables

1971 • 185 citations

Efficient Estimation of Simultaneous Equation Systems

1964 • 183 citations

The Theory of Parametric Identification

1973 • 130 citations

The Maximum Likelihood Estimation of Economic Relationships with Autoregressive Residuals

1961 • 123 citations

Specification Analysis in the Estimation of Parameters of a Simultaneous Equation Model with Autoregressive Residuals

1966 • 62 citations

Stochastic Specification in an Aggregate Demand Model of the United Kingdom

2000 • 56 citations

Efficient Estimation of Simultaneous Equations with Auto-Regressive Errors by Instrumental Variables

1972 • 45 citations

Interdependent Systems: Structure and Estimation.

1973 • 40 citations

Multiple Equation Systems with Stationary Errors

1973 • 36 citations

A Simplified Structural Estimator for Large‐Scale Econometric Models¹

1971 • 27 citations

Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models

1974 • 24 citations

A Comparison of Some Limited Information Estimators for Dynamic Simultaneous Equations Models with Autocorrelated Errors

1974 • 16 citations

Iterative Instrumental Variables Method and Estimation of a Large Simultaneous System

1974 • 15 citations

The structure of simultaneous equations estimators

1980 • 11 citations

Iterative Instrumental Variables Method and Estimation of a Large Simultaneous System

1974 • 8 citations

Maximum Likelihood Estimation of Systems of Simultaneous Regression Equations with Errors Generated by a Vector Autoregressive Process: A Correction

1974 • 8 citations

The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems

1974 • 7 citations