One-Step Estimators for Over-Identified Generalized Method of Moments Models

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

1991 • 4,036 citations

Maximum Likelihood Estimation of Misspecified Models

1983 • 3,727 citations

Time Series Analysis

1997 • 3,571 citations

The Estimation of Economic Relationships using Instrumental Variables

1958 • 3,174 citations

Automatic Lag Selection in Covariance Matrix Estimation

1994 • 3,132 citations

Finite-Sample Properties of Some Alternative GMM Estimators

1996 • 1,156 citations

Nonlinear Statistical Models.

1989 • 1,147 citations

An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator

1992 • 1,119 citations

Saddlepoint Approximations in Statistics

1954 • 1,079 citations

Asymptotic efficiency in estimation with conditional moment restrictions

1987 • 761 citations

Asymptotic Techniques for Use in Statistics

1989 • 725 citations

Nonparametric standard errors and confidence intervals

1981 • 673 citations

Generalized method of moments specification testing

1985 • 624 citations

Maximum Likelihood Specification Testing and Conditional Moment Tests

1985 • 538 citations

Empirical Likelihood is Bartlett-Correctable

1991 • 400 citations

Contingency tables with given marginals

1968 • 355 citations

Saddlepoint Methods and Statistical Inference

1988 • 339 citations

Information Theoretic Approaches to Inference in Moment Condition Models

1998 • 327 citations

Combining Micro and Macro Data in Microeconometric Models

1994 • 251 citations

Analog estimation methods in econometrics

1988 • 243 citations

Maximum Likelihood Estimator for Choice-Based Samples

1981 • 241 citations

An Efficient Method of Moments Estimator for Discrete Choice Models With Choice-Based Sampling

1992 • 177 citations

Imposing Moment Restrictions from Auxiliary Data by Weighting

1999 • 170 citations

On unification of the asymptotic theory of nonlinear econometric models

1982 • 156 citations

Implied Probabilities in GMM Estimators

1993 • 110 citations

Nonparametric Confidence Limits by Resampling Methods and Least Favorable Families

1990 • 97 citations

Adjustment by Minimum Discriminant Information

1984 • 95 citations

Saddlepoint approximations for estimating equations

1983 • 88 citations

On adjustments based on the signed root of the empirical likelihood ratio statistic

1989 • 57 citations

Closest Empirical Distribution Estimation

1983 • 47 citations

Saddlepoint approximations for regression models

1991 • 24 citations