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

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Time to Build and Aggregate Fluctuations

1982 • 5,852 citations

Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis

1980 • 2,192 citations

Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

1984 • 2,013 citations

The Fitting of Time-Series Models

1960 • 1,043 citations

Real Wages, Employment, and Inflation

1969 • 1,020 citations

Habit Formation and Dynamic Demand Functions

1970 • 851 citations

An aggregation theorem for securities markets

1974 • 507 citations

Time-Separable Preferences and Intertemporal-Substitution Models of Business Cycles

1984 • 424 citations

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

1979 • 360 citations

What do Economists Know? An Empirical Study of Experts' Expectations

1981 • 313 citations

Risk Averse Speculation in the Forward Foreign Exchange Market: An Econometric Analysis of Linear Models

1983 • 294 citations

Two-step two-stage least squares estimation in models with rational expectations

1983 • 259 citations

Intertemporal Preferences and Labor Supply

1988 • 189 citations

Labor-force heterogeneity and the business cycle

1984 • 185 citations

The Intertemporal Substitution Model of Labour Market Fluctuations: An Empirical Analysis

1982 • 152 citations

Labor supply and aggregate fluctuations

1980 • 145 citations

Time Series Representations of Economic Variables and Alternative Models of the Labour Market

1982 • 101 citations

Necessary Conditions for Aggregation in Securities Markets

1978 • 71 citations

On the construction of marginal federal personal and social security tax rates in the U.S

1985 • 71 citations

An Econometric Analysis of Fluctuations in Aggregate Labor Supply and Demand

1988 • 50 citations

Linear Aggregation in Neoclassical Labour Supply

1981 • 38 citations

Comparative Advantage in Individuals

1978 • 36 citations