Nonresponse in panel data: The impact on estimates of a life cycle consumption function

Sample Selection Bias as a Specification Error

1979 • 27,564 citations

Analysis of Panel Data

1986 • 6,223 citations

The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models

1976 • 5,019 citations

On the Pooling of Time Series and Cross Section Data

1978 • 4,737 citations

Structural analysis of discrete data with econometric applications

1982 • 2,021 citations

Tobit models: A survey

1984 • 1,482 citations

Chapter 22 Panel data

1984 • 826 citations

An Empirical Model of Labor Supply in a Life-Cycle Setting

1981 • 709 citations

Testing for Selectivity Bias in Panel Data Models

1992 • 563 citations

Attrition Bias in Experimental and Panel Data: The Gary Income Maintenance Experiment

1979 • 509 citations

Stable equilibria and forward induction

1989 • 264 citations

Formulating Wald Tests of Nonlinear Restrictions

1985 • 241 citations

Estimation of the error-components model with incomplete panels

1989 • 227 citations

Panel data and labor market studies

1990 • 194 citations

Pollution control and the Ramsey problem

1991 • 191 citations

Simple Statistical Models for Discrete Panel Data Developed and Applied to Test the Hypothesis of True State Dependence against the Hypothesis of Spurious State Dependence

1978 • 184 citations

Habit Formation, Interdependent Preferences and Demographic Effects in the Almost Ideal Demand System

1991 • 174 citations

On the Formulation of Wald Tests of Nonlinear Restrictions

1988 • 161 citations

Renegotiation-proof equilibria in repeated prisoners' dilemma

1989 • 160 citations

Labor Supply, Income Taxes, and Hours Restrictions in the Netherlands

1990 • 150 citations

On the relation between GARCH and stable processes

1991 • 113 citations

Alternating bid bargaining with a smallest money unit

1990 • 112 citations

Pooling cross-sections with unequal time-series lengths

1985 • 97 citations

Obtaining any Wald statistic you want

1986 • 85 citations

Characterizing the Nash and Raiffa Bargaining Solutions by Disagreement Point Axioms

1991 • 81 citations

Independence of irrelevant alternatives and revealed preferences

1992 • 71 citations

The exact multi-period mean-square forecast error for the first-order autoregressive model

1988 • 50 citations

International policy coordination in interdependent monetary economies

1988 • 47 citations

On budgetary policies, growth, and external deficits in an interdependent world

1991 • 37 citations

A Precursor to Muth: Tinbergen's 1932 Model of Rational Expectations

1991 • 37 citations

A Simplicial Algorithm for Stationary Point Problems on Polytopes

1989 • 35 citations

Demand Commitment Bargaining: - The Case Of Apex Games -

1991 • 33 citations

Trade reform, policy uncertainty and the current account : A non-expected utility approach

1992 • 31 citations

Imperfect Competition, Expectations and the Multiple Effects of Monetary Growth

1992 • 29 citations

Keynesian and New Classical Models of Unemployment Revisited

1991 • 28 citations

Money and Capital in Interdependent Economies with Overlapping Generations

1991 • 26 citations

The Estimation of Mixed Demand Systems

1992 • 19 citations

The exact multi-period mean-square forecast error for the first-order autoregressive model with an intercept

1989 • 17 citations

Potentials and pitfalls of panel data The case of job mobility

1989 • 13 citations

Fair Division under Asymmetric Information

1992 • 13 citations

Simple Estimators for Dynamic Panel Data Models with Errors in Variables

1992 • 12 citations

The effects of liquidity constraints on consumption Estimation from household panel data

1989 • 12 citations

Equilibrium Selection in the Spence Signaling Game

1991 • 11 citations

On certain moments relating to ratios of quadratic forms in normal variables : Further results

1990 • 11 citations

Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations

1991 • 10 citations

Macroeconomic Policy Games with Incomplete Information: Some Extensions* *This paper was written while the author was Houblon-Norman Research Fellow at the Bank of England. The work reflects views solely of the author and not necessarily of the Bank. The paper has benefited from comments received in seminars at Aarhus, Bristol, Exeter, Hull and LSE.

1989 • 10 citations

The optimal choice of controls and pre-experimental observations

1992 • 10 citations

Disposable income, unemployment, inflation and state spending in a dynamic political-economic model

1989 • 8 citations

Signaling and Forward Induction in a Market Entry Context

1990 • 7 citations