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Least-squares estimation of autoregressions with some unit roots
Sims, Christopher A., (1978)
Missing variables and two-stage least-squares estimation from more than one data set
Klevmarken, Anders, (1982)
Least squares theory and the Hausman specification test
Fisher, Gordon, (1985)
Identification and asymptotic approximations : three examples of progress in econometric theory
Powell, James, (2017)
Estimation of semiparametric models
Powell, James, (1994)
Discussion of "What is a standard error?"
Powell, James, (2023)