The relationship between interest rate differentials and macroeconomic variables: a panel data study for European countries

Estimation and Inference in Econometrics.

Marcus J. Chambers, Russell Davidson, James G. MacKinnon · The Economic Journal · 1994 · 5.6K citations

Natural Sciences, Economics, Econometrics +16

Estimating long-run relationships from dynamic heterogeneous panels

M. Hashem Pesaran, Ron Smith · Journal of Econometrics · 1995 · 5.4K citations

Business, Biostatistics, Causal Inference +11

Estimation and Inference in Econometrics.

Andrew Levin, Russell Davidson, James G. MacKinnon · Journal of the American Statistical Association · 1994 · 2.4K citations

Natural Sciences, Economics, Econometrics +16

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

Lars Peter Hansen, Robert J. Hodrick · Journal of Political Economy · 1980 · 2.2K citations

Social Sciences, Economics, Finance +16

Bootstrapping: A Nonparametric Approach to Statistical Inference.

Aa, Christopher Z. Mooney, Robert D. Duval · Journal of the American Statistical Association · 1994 · 1.4K citations

Natural Sciences, Biostatistics, Mathematics +13