Inverse probability weighted M-estimators for sample selection, attrition, and stratification

The Common Structure of Statistical Models of Truncation, Sample Selection and Limited Dependent Variables and a Simple Estimator for Such Models

James J. Heckman · Annals of Economic and Social Measurement · 1976 · 5.1K citations

Econometric Model, Economics, Estimation Statistic +10

The behavior of maximum likelihood estimates under nonstandard conditions

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

Parameter Estimation, Engineering, Nonstandard Conditions +4

Maximum Likelihood Estimation of Misspecified Models

Halbert White · Econometrica · 1983 · 3.8K citations

Maximum Likelihood Techniques, Parameter Estimation, Engineering +12

Large sample estimation and hypothesis testing

Whitney K. Newey, Daniel McFadden · RePEc: Research Papers in Economics · 1986 · 2.2K citations

Economics, Large Sample Estimation, Engineering +14

Analysis of Semiparametric Regression Models for Repeated Outcomes in the Presence of Missing Data

James M. Robins, Andrea Rotnitzky, Lue Ping Zhao · Journal of the American Statistical Association · 1995 · 1.5K citations

Equations Estimators, Treatment Effect, Latent Modeling +18