Generalized method of moments specification testing

Specification Tests in Econometrics

Jerry A. Hausman · Econometrica · 1978 · 18.4K citations

Social Sciences, Economics, Causal Inference +15

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

Natural Sciences, Mathematics, Probability Theory +15

Linear Statistical Inference and Its Applications.

Craig Robertson, C. Mallikarjuna Rao · Biometrics · 1975 · 3.6K citations

Natural Sciences, Biostatistics, Mathematics +11

The Estimation of Economic Relationships using Instrumental Variables

J. D. Sargan · Econometrica · 1958 · 3.4K citations

Social Sciences, Economics, Econometrics +16

Regression Analysis when the Dependent Variable Is Truncated Normal

Takeshi Amemiya · Econometrica · 1973 · 1.1K citations

Business, Biostatistics, Econometrics +9