On the premiums of iShares

Co-Integration and Error Correction: Representation, Estimation, and Testing

Robert F. Engle, C. W. J. Granger · Econometrica · 1987 · 31.6K citations

Error Analysis, Engineering, Finance +15

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 16.8K citations

Empirical Finance, Volatility Modeling, Economics +13

The General Theory of Employment, Interest and Money.

Joseph A. Schumpeter, John Maynard Keynes · Journal of the American Statistical Association · 1936 · 14.6K citations

Economics, Monetary Theory, Macroeconomics +5

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.7K citations

Large Sample Properties, Engineering, Estimation Statistic +4

The General Theory of Employment, Interest and Money.

A. W. F., John Maynard Keynes · Journal Of The Royal Statistical Society · 1936 · 12.8K citations

Economics, Monetary Theory, Macroeconomics +5