Asset Holding and Consumption Volatility

The equity premium: A puzzle

1985 • 5,686 citations

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

1989 • 4,242 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1984 • 2,013 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1982 • 1,846 citations

Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns

1983 • 1,611 citations

The consumption of stockholders and nonstockholders

1991 • 1,223 citations

Why do so Few Hold Stocks?

1995 • 1,060 citations

The Equity Premium: It's Still a Puzzle

1996 • 882 citations

A Profitable Approach to Labor Supply and Commodity Demands over the Life-Cycle

1985 • 757 citations

Consumption Growth, the Interest Rate and Aggregation

1993 • 563 citations

Identification and estimation of dynamic models with a time series of repeated cross-sections

1993 • 351 citations

Consumer Demand and the Life-Cycle Allocation of Household Expenditures

1994 • 348 citations

Intertemporal Substitution, Risk Aversion and the Euler Equation for Consumption

1989 • 255 citations

Efficient Estimation of Linear Asset-Pricing Models With Moving Average Errors

1996 • 37 citations