A Note on the Theme of Too Many Instruments^*

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

1991 • 30,298 citations

Econometric Analysis of Cross Section and Panel Data

2001 • 27,017 citations

Econometric Analysis of Cross Section and Panel Data

2001 • 26,861 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

Data Mining

2008 • 9,433 citations

Biases in Dynamic Models with Fixed Effects

1981 • 8,018 citations

How to do Xtabond2: An Introduction to Difference and System GMM in Stata

2009 • 7,942 citations

Instrumental Variables Regression with Weak Instruments

1997 • 6,543 citations

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

2004 • 5,232 citations

Financial intermediation and growth: Causality and causes

2000 • 4,385 citations

Estimating Vector Autoregressions with Panel Data

1988 • 4,029 citations

The Estimation of Economic Relationships using Instrumental Variables

1958 • 3,174 citations

A New Data Set Measuring Income Inequality

1996 • 3,123 citations

Formulation and estimation of dynamic models using panel data

1982 • 2,840 citations

Dynamic panel data models: a guide to micro data methods and practice

2002 • 2,435 citations

Panel Data Econometrics

2003 • 2,045 citations

A Reassessment of the Relationship Between Inequality and Growth

2000 • 1,959 citations

Stock markets, banks, and growth: Panel evidence

2003 • 1,913 citations

How to do Xtabond2: An Introduction to Difference and System GMM in Stata

2006 • 1,624 citations

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

2000 • 1,394 citations

Does Foreign Direct Investment Accelerate Economic Growth?

2002 • 1,309 citations

Publication Decisions and their Possible Effects on Inferences Drawn from Tests of Significance—or Vice Versa

1959 • 865 citations

GMM Estimation of Empirical Growth Models

2001 • 810 citations

Does foreign direct investment promote development?

2005 • 600 citations

Meta‐Regression Methods for Detecting and Estimating Empirical Effects in the Presence of Publication Selection*

2007 • 560 citations

Publication Decisions and Their Possible Effects on Inferences Drawn from Tests of Significance--Or Vice Versa

1959 • 533 citations

On testing overidentifying restrictions in dynamic panel data models

2002 • 524 citations

A Finite Sample Correction for the Variance of Linear Two-Step GMM Estimators

2000 • 500 citations

GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study

1996 • 476 citations

Data Mining

1983 • 346 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

Small-Sample Bias in GMM Estimation of Covariance Structures

1996 • 248 citations

Estimation in dynamic panel data models: Improving on the performance of the standard GMM estimator

2004 • 246 citations

Determinants of current account deficits in developing countries

1999 • 200 citations

Determinants of Current Account Deficits in Developing Countries

2002 • 156 citations

GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study

1996 • 133 citations

Data Mining as an Industry

1985 • 132 citations

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

1986 • 117 citations

The Consequences of Journal Editorial Policies and a Suggestion for Revision

1975 • 97 citations

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

1997 • 88 citations

Determinants of Current Account Deficits in Developing Countries

1999 • 57 citations

Publication Decisions and Tests of Significance—A Comment

1959 • 49 citations

Publication Decisions and Tests of Significance--A Comment

1959 • 20 citations

Data mining as a industry

2005 • 12 citations