Estimating Models with Intertemporal Substitution Using Aggregate Time Series Data

Testing for a unit root in time series regression

1988 • 17,004 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Distribution of the Estimators for Autoregressive Time Series With a Unit Root

1979 • 8,550 citations

A New Approach to Consumer Theory

1966 • 7,454 citations

Some properties of time series data and their use in econometric model specification

1981 • 2,283 citations

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

1983 • 1,611 citations

The Adjustment of Consumption to Changing Expectations About Future Income

1981 • 1,326 citations

The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models

1987 • 1,016 citations

Habit Formation and Dynamic Demand Functions

1970 • 851 citations

Tests of Separate Families of Hypotheses

1961 • 844 citations

Community Preference Fields

1953 • 737 citations

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

1979 • 455 citations

Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation

1979 • 360 citations

Consumer Demand in the United States

2009 • 328 citations

Hall's consumption hypothesis and durable goods

1982 • 316 citations

The S-Branch Utility Tree: A Generalization of the Linear Expenditure System

1972 • 164 citations

Time-to-Build and Aggregate Fluctuations

1998 • 108 citations

Stocks, bonds, bills, and inflation : historical returns (1926-1987)

1989 • 97 citations

Seasonal Fluctuations and the Life Cycle-Permanent Income Model of Consumption

1986 • 72 citations

Calculating asset prices in three example economies

2008 • 45 citations

Rational Expectations, Econometric Exogeneity and Consumption

1977 • 25 citations

Testing neoclassical models of the demand for consumer durables

1981 • 19 citations

International Evidence on Monetary Factors in Macroeconomic Fluctuations

1980 • 14 citations

Estimation of Dynamic Gorman Polar Form Utility Functions

1975 • 7 citations