Do Firms Manage Fair Value Estimates? An Examination of SFAS 142 Goodwill Impairments

Sample Selection Bias as a Specification Error

James J. Heckman · Econometrica · 1979 · 28.4K citations

Econometric Model, Economics, Bias Detection +13

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

Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

Mitchell A. Petersen · Review of Financial Studies · 2008 · 10.9K citations · Full text

Regression Diagnostics -- Identifying Influential Data and Sources of Collinearity

Chris Beaumont, D. A. Belsley, E. Kuh et al. · Journal of the Operational Research Society · 1981 · 6.5K citations

Robust Regression and Outlier Detection

Gregory F. Piepel, Peter J. Rousseeuw, Annick M. Leroy · Technometrics · 1989 · 6.2K citations

Anomaly Detection, Engineering, Data Science +13