Estimating the impact of refinery outages on petroleum product prices

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

Specification Tests in Econometrics

Jerry A. Hausman · Econometrica · 1978 · 18K citations

Applied Economics, Time Series Econometrics, Instrumental Variable Test +17

Testing for unit roots in heterogeneous panels

Kyung So Im, M. Hashem Pesaran, Yongcheol Shin · Journal of Econometrics · 2003 · 14.7K citations

Engineering, Unit Roots, Numerical Simulation +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

A Simple Test for Heteroscedasticity and Random Coefficient Variation

Trevor Breusch, A. R. Pagan · Econometrica · 1979 · 5.2K citations

Econometric Model, Volatility Modeling, Economics +15