Concepedia
Journal of International Money and Finance · 2012 · 78 citations · 34 references
International FinanceInternational InvestmentBusinessBond MarketInternational BusinessFinanceForeign Holdings
34
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Halbert White · Econometrica · 1980 · 25.8K citations
Empirical Finance, Econometric Model, Volatility Modeling +13
Statistical analysis of cointegration vectors
Søren Johansen · Journal of Economic Dynamics and Control · 1988 · 16.6K citations
Financial Time Series Analysis, Cointegration Vectors, Business +3
Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.7K citations
Large Sample Properties, Engineering, Estimation Statistic +4
Instrumental Variables Regression with Weak Instruments
Douglas O. Staiger, James H. Stock · Econometrica · 1997 · 7.1K citations
Econometric Model, Economics, Instrumental Variables Regression +15
Spurious regressions in econometrics
Clive W. J. Granger, Paul Newbold · Journal of Econometrics · 1974 · 6.1K citations
Econometric Model, Economics, Spurious Regressions +5