| Testing identifiability and specification in instrumental variable models JG Cragg, SG Donald Econometric theory 9 (2), 222-240, 1993 | 1952 | 1993 |
| Inference with difference-in-differences and other panel data SG Donald, K Lang The review of Economics and Statistics 89 (2), 221-233, 2007 | 1893 | 2007 |
| Consistent tests for stochastic dominance GF Barrett, SG Donald Econometrica 71 (1), 71-104, 2003 | 925 | 2003 |
| Choosing the number of instruments SG Donald, WK Newey Econometrica 69 (5), 1161-1191, 2001 | 560 | 2001 |
| Inferring the rank of a matrix JG Cragg, SG Donald Journal of econometrics 76 (1-2), 223-250, 1997 | 385 | 1997 |
| Empirical likelihood estimation and consistent tests with conditional moment restrictions SG Donald, GW Imbens, WK Newey Journal of Econometrics 117 (1), 55-93, 2003 | 269 | 2003 |
| Differences in wage distributions between Canada and the United States: An application of a flexible estimator of distribution functions in the presence of covariates SG Donald, DA Green, HJ Paarsch The Review of economic studies 67 (4), 609-633, 2000 | 251 | 2000 |
| Piecewise pseudo-maximum likelihood estimation in empirical models of auctions SG Donald, HJ Paarsch International Economic Review, 121-148, 1993 | 236 | 1993 |
| Identification, estimation, and testing in parametric empirical models of auctions within the independent private values paradigm SG Donald, HJ Paarsch Econometric Theory 12 (3), 517-567, 1996 | 200 | 1996 |
| The effect of college curriculum on earnings: An affinity identifier for non-ignorable non-response bias DS Hamermesh, SG Donald Journal of Econometrics 144 (2), 479-491, 2008 | 151 | 2008 |
| Series estimation of semilinear models SG Donald, WK Newey Journal of Multivariate Analysis 50 (1), 30-40, 1994 | 151 | 1994 |
| Choosing instrumental variables in conditional moment restriction models SG Donald, GW Imbens, WK Newey Journal of Econometrics 152 (1), 28-36, 2009 | 133 | 2009 |
| Estimation and inference for distribution functions and quantile functions in treatment effect models SG Donald, YC Hsu Journal of Econometrics 178, 383-397, 2014 | 122 | 2014 |
| On the asymptotic properties of LDU-based tests of the rank of a matrix JG Cragg, SG Donald Journal of the American Statistical Association 91 (435), 1301-1309, 1996 | 120 | 1996 |
| Improving the power of tests of stochastic dominance SG Donald, YC Hsu Econometric Reviews 35 (4), 553-585, 2016 | 96 | 2016 |
| A GMM approach for dealing with missing data on regressors J Abrevaya, SG Donald Review of Economics and Statistics 99 (4), 657-662, 2017 | 92 | 2017 |
| A jackknife interpretation of the continuous updating estimator SG Donald, WK Newey Economics Letters 67 (3), 239-243, 2000 | 89 | 2000 |
| Two-step estimation of heteroskedastic sample selection models SG Donald Journal of Econometrics 65 (2), 347-380, 1995 | 81 | 1995 |
| Testing the unconfoundedness assumption via inverse probability weighted estimators of (L) ATT SG Donald, YC Hsu, RP Lieli Journal of Business & Economic Statistics 32 (3), 395-415, 2014 | 76 | 2014 |
| Inference concerning the number of factors in a multivariate nonparametric relationship SG Donald Econometrica: Journal of the Econometric Society, 103-131, 1997 | 76 | 1997 |
Harry J. PaarschProfessor of Business Analytics, University of Central FloridaVerified email at UCF.edu
