Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

1980 • 25,774 citations

Biases in Dynamic Models with Fixed Effects

1981 • 8,018 citations

What To Do (and Not to Do) with Time-Series Cross-Section Data

1995 • 6,236 citations

Analysis of Panel Data

1986 • 6,223 citations

Asymptotic Theory for Econometricians.

1988 • 1,473 citations

Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties

1985 • 1,446 citations

Elements of Econometrics.

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Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated

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Regression in Space and Time: A Statistical Essay

1985 • 927 citations

Comparative Democracy: The Economic Development Thesis

1994 • 822 citations

Long-Run Economic Relationships

1991 • 732 citations

Variable Trends in Economic Time Series

1988 • 675 citations

Asymptotic Theory for Econometricians

1984 • 602 citations

Wald, likelihood ratio, and Lagrange multiplier tests in econometrics

1984 • 547 citations

The Econometric Analysis of Time Series.

1991 • 522 citations

Statistical Inference in Dynamic Economic Models

1950 • 480 citations

Serial Correlation as a Convenient Simplification, not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England

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Bootstrapping a Regression Equation: Some Empirical Results

1984 • 406 citations

Do Parties Make a Difference? Parties and the Size of Government in Liberal Democracies

1993 • 396 citations

Racial Threat and Partisan Identification

1994 • 358 citations

Does Trade Still Follow the Flag?

1989 • 352 citations

Chapter 13 Wald, likelihood ratio, and Lagrange multiplier tests in econometrics

1984 • 318 citations

Practitioners'corner: professor Hendry's econometric methodology

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Comparing Dynamic Specifications: The Case of Presidential Approval

1991 • 213 citations

Disentangling Patterns of State Debt Financing

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On Political Methodology

1990 • 112 citations

Riding Waves or Making Waves? The Services and the U.S. Defense Budget, 1981–1993

1994 • 19 citations