Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

Convergence of Probability Measures

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Linear Statistical Inference and its Applications

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An Introduction to Multivariate Statistical Analysis

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Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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Five alternative methods of estimating long-run equilibrium relationships

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Some Problems in Interval Estimation

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Identification in Parametric Models

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Identification of the long-run and the short-run structure an application to the ISLM model

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The Identification Problem in Econometrics.

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Two new properties of mathematical likelihood

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Judging Instrument Relevance in Instrumental Variables Estimation

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A critique of the application of unit root tests

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Estimating the autocorrelated error model with trended data

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The relationship between power and level for generic unit root tests in finite samples

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Exact Small Sample Theory in the Simultaneous Equations Model

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The Nonexistence of 100$(1 - \alpha)$% Confidence Sets of Finite Expected Diameter in Errors-in-Variables and Related Models

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Identification and Lack of Identification

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The Bias of Instrumental Variable Estimators

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The Theory of Parametric Identification

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Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors

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Invariance, Nonlinear Models, and Asymptotic Tests

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Identifiability in Stochastic Models: Characterization of Probability Distributions.

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On the Exact Small Sample Distribution of the Instrumental Variable Estimator

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Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations

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Exact Inference Methods for First-Order Autoregressive Distributed Lag Models

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Valid Confidence Intervals and Inference in the Presence of Weak Instruments

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Hypothesis Testing in Unidentified Models

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On the Normalization of Structural Equations: Properties of Direction Estimators

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Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models

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Identifiability and Consistent Estimability in Econometric Models

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A Characterization of the Fieller Solution

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The Danger of Extrapolating Asymptotic Local Power

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Multiple optima and asymptotic approximations in the partial adjustment model

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Alternative forms of the wald test: how long is a piece of string?

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Split Sample Instrumental Variables

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Finite Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

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Deleted Work

1955 • 0 citations