Asymptotic efficiency in estimation with conditional moment restrictions

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

Natural Sciences, Mathematics, Probability Theory +15

Real and Complex Analysis.

G. A. Garreau, Walter Rudin · Journal of the Royal Statistical Society Series D (The Statistician) · 1987 · 11K citations

Natural Sciences, Mathematics, Probability Theory +16

The behavior of maximum likelihood estimates under nonstandard conditions

Peter J. Huber · Project Euclid (Cornell University) · 1967 · 4.8K citations

Natural Sciences, Biostatistics, Probability Theory +11

Proceedings of the fifth Berkeley symposium on mathematical statistics and probability.

Ken-Ichi Kojima · Europe PMC (PubMed Central) · 1969 · 3.7K citations · Full text

Natural Sciences, Mathematics, Probability Theory +13