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

Simultaneous Statistical Inference

1981 • 5,665 citations

A General Equilibrium Approach To Monetary Theory

1969 • 5,176 citations

Nonlinear Regression Analysis and Its Applications

1988 • 3,881 citations

Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak

1995 • 3,855 citations

Measurement Error Models

1988 • 2,947 citations

Tobin's Marginal q and Average q: A Neoclassical Interpretation

1982 • 2,664 citations

Econometric Issues in the Analysis of Regressions with Generated Regressors

1984 • 2,277 citations

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

1949 • 1,471 citations

Estimation and Inference in Two-Step Econometric Models

2002 • 1,315 citations

Some Problems in Interval Estimation

1954 • 1,042 citations

Instrument Relevance in Multivariate Linear Models: A Simple Measure

1997 • 879 citations

Unanticipated Money Growth and Unemployment in the United States

1977 • 841 citations

The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations

1959 • 583 citations

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

1997 • 573 citations

Split-Sample Instrumental Variables Estimates of the Return to Schooling

1995 • 360 citations

Judging Instrument Relevance in Instrumental Variables Estimation

1996 • 346 citations

Teaching about Approximate Confidence Regions Based on Maximum Likelihood Estimation

1995 • 266 citations

Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments

1998 • 183 citations

Investment and the Value of Capital

1979 • 163 citations

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

1987 • 161 citations

ECONOMETRIC ISSUES IN MACROECONOMIC MODELS WITH GENERATED REGRESSORS

1993 • 158 citations

The Bias of Instrumental Variable Estimators

1992 • 150 citations

Multiple Hypothesis Testing

2018 • 127 citations

The Exact Distribution of a Structural Coefficient Estimator

1968 • 127 citations

The Exact Sampling Distribution of Ordinary Least Squares and Two-Stage Least Squares Estimators

1969 • 124 citations

Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors

1990 • 123 citations

Invariance, Nonlinear Models, and Asymptotic Tests

1991 • 121 citations

The Cure Can Be Worse than the Disease: A Cautionary Tale Regarding Instrumental Variables

1993 • 117 citations

On the Exact Small Sample Distribution of the Instrumental Variable Estimator

1992 • 115 citations

Exact tests for structural change in first-order dynamic models

1996 • 103 citations

Exact Inference Methods for First-Order Autoregressive Distributed Lag Models

1998 • 100 citations

A Unified Model of Investment Under Uncertainty

1993 • 64 citations

Exact tests in single equation autoregressive distributed lag models

1997 • 63 citations

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

1974 • 53 citations

The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis

1996 • 31 citations

Split Sample Instrumental Variables

1993 • 26 citations

Could teacher grading practices account for unexplained variation in school achievements?

1989 • 14 citations

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

2000 • 8 citations

The Power of an F-Test in the Context of a Structural Equation

1972 • 7 citations

Les interventions scolaires en milieu défavorisé: Estimation et évaluation

1991 • 4 citations