Citation Impact
Citing Papers
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
1993 Standout
MONEY AND OUTPUT: A TEST OF REVERSE CAUSATION
1996
Dynamic Economics: Quantitative Methods and Applications
2003
Health, economic resources and the work decisions of older men
2009
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk
2007 StandoutNobel
Illiquidity and stock returns: cross-section and time-series effects
2002 Standout
Optimal Taxation without State‐Contingent Debt
2002 StandoutNobel
Choosing instrumental variables in conditional moment restriction models
2009 StandoutNobel
An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
1995
A Comparison of Unit-Root Test Criteria
1994
The Empirical Foundations of Calibration
1996 StandoutNobel
Portfolio choice with internal habit formation: a life-cycle model with uninsurable labor income risk
2003
The Distribution of Wealth and Fiscal Policy in Economies With Finitely Lived Agents
2011
Transition to Clean Technology
2016 StandoutNobel
A simple panel unit root test in the presence of cross‐section dependence
2007 Standout
Regime Shifts, Risk Premiums in the Term Structure, and the Business Cycle
2004
Extreme Correlation of International Equity Markets
2001 Standout
Econometric issues in the analysis of equilibrium business cycle models
1988
The Cyclical Behavior of Equilibrium Unemployment and Vacancies
2005 Standout
Why Stocks May Disappoint
2000
Empirical likelihood estimation and consistent tests with conditional moment restrictions
2003 StandoutNobel
Asset pricing with liquidity risk
2005 Standout
Intertemporal Asset Pricing Without Consumption Data
1992
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
2007 Standout
Estimation by Simulation
1994 StandoutNobel
Econometric Evaluation of Asset Pricing Models
1995 StandoutNobel
Is the ex ante risk premium always positive?
1993
Liquidity Risk and Expected Stock Returns
2003 Standout
A finite sample correction for the variance of linear efficient two-step GMM estimators
2004 Standout
Small noise methods for risk-sensitive/robust economies
2011 StandoutNobel
Equilibrium Forward Curves for Commodities
2000
The Conditional CAPM and the Cross‐Section of Expected Returns
1996 Standout
Underidentification?
2012 StandoutNobel
Investor Psychology and Asset Pricing
2001 Standout
Seasonality and approximation errors in rational expectations models
1993 StandoutNobel
Consumption and Portfolio Choice over the Life Cycle
2005
The Rise and Decline of General Laws of Capitalism
2015 StandoutNobel
GMM with Weak Identification
2000
Evaluating the effects of incomplete markets on risk sharing nad asset pricing
2010
Portfolio Choice in the Presence of Housing
2004
Managerial incentives, capital reallocation, and the business cycle
2007
Common Persistence in Conditional Variances
1993 StandoutNobel
Stock Prices and Volume
1992
Finite-Sample Properties of Some Alternative GMM Estimators
1996 StandoutNobel
Annuities and Individual Welfare
2005 StandoutNobel
One-Step Estimators for Over-Identified Generalized Method of Moments Models
1997 StandoutNobel
Confidence intervals in generalized method of moments models
2002 StandoutNobel
Conditional Skewness in Asset Pricing Tests
2000 Standout
Borrowing Costs and the Demand for Equity over the Life Cycle
2006
Short-Term Interest Rates as Subordinated Diffusions
1997 StandoutNobel
Estimating continuous-time stochastic volatility models of the short-term interest rate
1997
Estimating a nonlinear rational expectations commodity price model with unobservable state variables
1995 StandoutNobel
Accounting for the Changing Role of Family Income in Determining College Entry
2014
Asymmetric correlations of equity portfolios
2002
Asymmetries in the Cyclical Behaviour of UK Labour Markets
1994 StandoutNobel
Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets
2002 Standout
Equilibrium unemployment
2001
Interpreting Tests of School VAM Validity
2016 StandoutNobel
Forecasting Volatility in Financial Markets: A Review
2003 StandoutNobel
DETECTING LACK OF IDENTIFICATION IN GMM
2003
Which Moments to Match?
1996
Liquidity, pledgeability, and the nature of lending
2021 StandoutNobel
Asymmetric business cycle turning points
1993
The Technology of Skill Formation
2007 Standout
Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
2006 StandoutNobel
Serially correlated variables in dynamic, discrete choice models
2000
Consumption Strikes Back? Measuring Long‐Run Risk
2008 StandoutNobel
Which Moments to Match?
1998
Incentives Work: Getting Teachers to Come to School
2012 StandoutNobel
Pledgeability, Industry Liquidity, and Financing Cycles
2019 StandoutNobel
The distribution of realized stock return volatility
2001 Standout
Robust Permanent Income and Pricing
1999 StandoutNobel
Finite-Sample Properties of Some Alternative GMM Estimators
1996 StandoutNobel
Diverse Beliefs, Survival and the Market Price of Risk
2009 StandoutNobel
Monetary Aggregates and Output
2000 StandoutNobel
Evolution and Intelligent Design
2008 StandoutNobel
Household Risk Management and Optimal Mortgage Choice
2003
World Income Components: Measuring and Exploiting Risk-Sharing Opportunities
2001 StandoutNobel
Accuracy in Simulations
1994
International Asset Allocation with Time-Varying Correlations
1999
Hansen–Jagannathan Bounds as Classical Tests of Asset-Pricing Models
1994
Volatility puzzles: a simple framework for gauging return-volatility regressions
2005
Asymmetric Correlations of Equity Portfolios
2000
The Cross‐Section of Volatility and Expected Returns
2006 Standout
Household Finance
2006 Standout
Works of Robert Hussey being referenced
Nonparametric evidence on asymmetry in business cycles using aggregate employment time series
1992
Nonparametric estimation of structural models for high-frequency currency market data
1995
Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
1991