The numerical delta method

Advanced econometrics

Journal of Macroeconomics · 1988 · 853 citations

Weak Convergence and Empirical Processes

Thomas Mikosch, Aad van der Vaart, Jon A. Wellner · Journal of the American Statistical Association · 1997 · 775 citations

Natural Sciences, Mathematics, Stochastic Processes +10

An MCMC approach to classical estimation

Victor Chernozhukov, Han Hong · Journal of Econometrics · 2003 · 720 citations · Full text

Natural Sciences, Economics, Statistical Modeling +14

Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection

Donald W. K. Andrews, Gustavo Soares · Econometrica · 2010 · 479 citations

Natural Sciences, Biostatistics, Econometrics +15

Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space

Donald W. K. Andrews · Econometrica · 2000 · 360 citations

Computing, Higher Education, Compartmental Analysis +6