Macro Stress Testing of Credit Risk Focused on the Tails

Specification Tests in Econometrics

Jerry A. Hausman · Econometrica · 1978 · 18K citations

Applied Economics, Time Series Econometrics, Instrumental Variable Test +17

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

Estimation and Inference in Econometrics.

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

Essex Search, Economics, Econometric Model +10

Inside the Black Box: The Credit Channel of Monetary Policy Transmission

Ben Bernanke, Mark Gertler · The Journal of Economic Perspectives · 1995 · 4K citations · Full text

Monetary Policy, Economics, Black Box +13

Robust Tests for Heteroscedasticity Based on Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1982 · 1.6K citations

Robust Tests, Robust Statistic, Robustness Testing +3