A finite sample correction for the variance of linear efficient two-step GMM estimators

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

1991 • 30,298 citations

Initial conditions and moment restrictions in dynamic panel data models

1998 • 18,731 citations

Another look at the instrumental variable estimation of error-components models

1995 • 17,553 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Instrumental Variables Regression with Weak Instruments

1997 • 6,543 citations

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

1995 • 3,855 citations

Matrix Differential Calculus with Applications in Statistics and Econometrics.

1988 • 2,781 citations

Econometric Issues in the Analysis of Regressions with Generated Regressors

1984 • 2,277 citations

GMM Estimation with persistent panel data: an application to production functions

2000 • 1,394 citations

Estimation and Inference in Two-Step Econometric Models

2002 • 1,315 citations

Finite-Sample Properties of Some Alternative GMM Estimators

1996 • 1,156 citations

Problems with Instrumental Variables Estimation When the Correlation Between the Instruments and the Endogeneous Explanatory Variable is Weak

1995 • 979 citations

Nonstationary Panels, Panel Cointegration, and Dynamic Panels

2001 • 803 citations

On testing overidentifying restrictions in dynamic panel data models

2002 • 524 citations

Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators

1996 • 492 citations

Estimation and Inference in Two-Step Econometric Models

1985 • 448 citations

Finite-Sample Properties of Some Alternative GMM Estimators

1996 • 345 citations

Information Theoretic Approaches to Inference in Moment Condition Models

1998 • 327 citations

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained From Financial Market Data

1986 • 313 citations

Efficient Estimation With Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition Estimators

1997 • 279 citations

Graphical Methods for Investigating the Size and Power of Hypothesis Tests

1998 • 261 citations

Small-Sample Bias in GMM Estimation of Covariance Structures

1996 • 248 citations

Generalized Method of Moments, Efficient Bootstrapping, and Improved Inference

2002 • 141 citations

Statistical Properties of Generalized Method-of-Moments Estimators of Structural Parameters Obtained from Financial Market Data

1986 • 117 citations

GMM inference when the number of moment conditions is large

1999 • 113 citations

Efficient Estimation with Panel Data When Instruments Are Predetermined: An Empirical Comparison of Moment-Condition Estimators

1997 • 88 citations

Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects

2001 • 44 citations

Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation

1994 • 31 citations

Deleted Work

1955 • 0 citations