Estimating Vector Autoregressions with Panel Data

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

Biases in Dynamic Models with Fixed Effects

1981 • 8,018 citations

Formulation and estimation of dynamic models using panel data

1982 • 2,840 citations

A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle

1985 • 757 citations

Intertemporal Substitution in Labor Supply: Evidence from Micro Data

1986 • 637 citations

The Identification Problem in Econometrics.

1967 • 581 citations

Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation

1979 • 360 citations

Instrumental Variables Regression with Independent Observations

1982 • 339 citations

Some Tests of Dynamic Specification for a Single Equation

1980 • 221 citations

Time Series Representations of Economic Variables and Alternative Models of the Labour Market

1982 • 101 citations