Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

Asset Prices in an Exchange Economy

1978 • 5,134 citations

Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence

1978 • 3,343 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 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

Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability

1963 • 1,043 citations

Formulating and estimating dynamic linear rational expectations models

1980 • 845 citations

Tests of Separate Families of Hypotheses

1961 • 844 citations

Generalized method of moments specification testing

1985 • 624 citations

The Determinants of the Variability of Stock Market Prices

1981 • 624 citations

A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty

1988 • 621 citations

Testing Non-Nested Nonlinear Regression Models

1978 • 385 citations

Tests for model specification in the presence of alternative hypotheses

1983 • 355 citations

Modeling the term structure of interest rates under non-separable utility and durability of goods

1986 • 315 citations

Interpreting Economic Time Series

1981 • 235 citations

Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses

1983 • 122 citations

Money in a theory of finance

1984 • 120 citations

Instrumental variables procedures for estimating linear rational expectations models

1982 • 108 citations

Some Non-Nested Hypothesis Tests and the Relations Among Them

1982 • 107 citations

Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares

1983 • 99 citations

Empirical investment equations

1980 • 98 citations

The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression

1983 • 24 citations

Interpreting Economic Time Series

1980 • 17 citations

Linear-quadratic games of resource depletion

1983 • 5 citations

Adjustment Costs, Durables, and Aggregate Consumption

1982 • 2 citations