Which banks are more risky? The impact of business models on bank stability

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

Initial conditions and moment restrictions in dynamic panel data models

Richard Blundell, Stephen Bond · Journal of Econometrics · 1998 · 21.8K citations

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Another look at the instrumental variable estimation of error-components models

Manuel Arellano, Olympia Bover · Journal of Econometrics · 1995 · 19.6K citations

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How to do Xtabond2: An Introduction to Difference and System GMM in Stata

David Roodman · The Stata Journal Promoting communications on statistics and Stata · 2009 · 9.4K citations · Full text

Social Sciences, Economics, Econometrics +13

A finite sample correction for the variance of linear efficient two-step GMM estimators

Frank Windmeijer · Journal of Econometrics · 2004 · 5.8K citations

Social Sciences, Biostatistics, Economics +17