ON THE EFFECTS OF MISSPECIFICATION ERRORS IN MODELS WITH GENERATED REGRESSORS†

Sample Selection Bias as a Specification Error

1979 • 27,564 citations

Limited-dependent and qualitative variables in econometrics

1983 • 13,615 citations

Estimation and Inference in Econometrics.

1994 • 5,846 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

Econometric Issues in the Analysis of Regressions with Generated Regressors

1984 • 2,277 citations

Unanticipated Money Growth and Unemployment in the United States

1977 • 841 citations

Advanced Econometrics

1987 • 592 citations

The Limits to Rational Expectations.

1988 • 417 citations

What Economics Is Most Important to Teach: The Hansen Committee Report

1977 • 382 citations

Sample Selection Bias as a Specification Error: A Comment

1981 • 368 citations

Two Stage and Related Estimators and Their Applications

1985 • 270 citations

The Efficient Estimation of Econometric Models with Rational Expectations

1982 • 251 citations

Federal Taxes and Homeownership: Evidence from Time Series

1980 • 233 citations

Rational Expectations and the Estimation of Econometric Models: An Alternative Procedure

1976 • 139 citations

An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy

1983 • 114 citations

Housing Tenure, Uncertainty, and Taxation

1984 • 79 citations

Rational Expectations and the Estimation of Econometric Models

1975 • 66 citations

When are two step estimators efficient?

1991 • 54 citations

Estimating limited-dependent rational expectations models with an application to exchange rate determination in a target zone

1992 • 36 citations

A unified approach to estimation and orthogonality tests in linear single-equation econometric models

1990 • 36 citations

Unbiasedness of Predictions from Estimated Autoregressions when the True Order is Unknown

1984 • 31 citations

Keynesian and New Classical Models of Unemployment Revisited

1991 • 28 citations

ANTICIPATED AND UNANTICIPATED VARIABLES IN THE DEMAND FOR Ml IN THE U.K. *

1989 • 24 citations

A Note on Two-Stage Least Squares, Three-Stage Least Squares and Maximum Likelihood Estimation in an Expectations Model

1985 • 19 citations

The Relationship Between Wage Inflation and Excess Demand — New Estimates Using Optimal Extrapolative Wage Expectations*

1977 • 17 citations

On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach

1990 • 15 citations

Monetary anticipations and the demand for money: Some evidence for the U.K.

1987 • 14 citations

Generalized Least Squares Estimation of Linear Models Containing Rational Future Expectations

1991 • 10 citations

AN ECONOMETRIC ANALYSIS OF A CAPITAL GAINS TAX ON LAND

1987 • 7 citations

An Examination of Econometric Tests of the Propositions Central to the New Classical Macroeconomics

1985 • 3 citations

An analysis of the implications of omitting variables from the monetary growth equation in a model of real output and unanticipated money growth

1983 • 3 citations