| Weak instrument robust tests in GMM and the new Keynesian Phillips curve F Kleibergen, S Mavroeidis Journal of Business & Economic Statistics 27 (3), 293-311, 2009 | 244 | 2009 |
| Uniform inference in autoregressive models A Mikusheva Econometrica 75 (5), 1411-1452, 2007 | 221 | 2007 |
| Tests and confidence sets with correct size when instruments are potentially weak A Mikusheva, BP Poi The Stata Journal 6 (3), 335-347, 2006 | 131 | 2006 |
| Robust confidence sets in the presence of weak instruments A Mikusheva Journal of Econometrics 157 (2), 236-247, 2010 | 108 | 2010 |
| Conditional inference with a functional nuisance parameter I Andrews, A Mikusheva Econometrica 84 (4), 1571-1612, 2016 | 80 | 2016 |
| Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models I Andrews, A Mikusheva Quantitative Economics 6 (1), 123-152, 2015 | 72 | 2015 |
| Factor models with many assets: strong factors, weak factors, and the two-pass procedure S Anatolyev, A Mikusheva Journal of Econometrics 229 (1), 103-126, 2022 | 48 | 2022 |
| Inference with many weak instruments A Mikusheva, L Sun The Review of Economic Studies 89 (5), 2663-2686, 2022 | 46 | 2022 |
| Survey on statistical inferences in weakly-identified instrumental variable models M Anna Прикладная эконометрика, 117-131, 2013 | 46 | 2013 |
| A geometric approach to nonlinear econometric models I Andrews, A Mikusheva Econometrica 84 (3), 1249-1264, 2016 | 45* | 2016 |
| One‐dimensional inference in autoregressive models with the potential presence of a unit root A Mikusheva Econometrica 80 (1), 173-212, 2012 | 44 | 2012 |
| Maximum likelihood inference in weakly identified DSGE models I Andrews, A Mikusheva MIT Department of Economics Working Paper, 2011 | 21 | 2011 |
| Optimal decision rules for weak GMM I Andrews, A Mikusheva Econometrica 90 (2), 715-748, 2022 | 19 | 2022 |
| Second Order Expansion of the t-statistic in AR (1) Models A Mikusheva Econometric Theory 31 (3), 426-448, 2015 | 14 | 2015 |
| Second Order Expansion of the t-statistic in AR (1) Models A Mikusheva Econometric Theory 31 (3), 426-448, 2015 | 14 | 2015 |
| Estimators for persistent and possibly nonstationary data with classical properties Y Gorodnichenko, A Mikusheva, S Ng Econometric Theory 28 (5), 1003-1036, 2012 | 13 | 2012 |
| Weak identification in maximum likelihood: A question of information I Andrews, A Mikusheva American Economic Review 104 (5), 195-199, 2014 | 12 | 2014 |
| course materials for 14.384 Time Series Analysis, Fall 2007 A Mikusheva MIT Opencourseware, 2007 | 8 | 2007 |
| Many weak instruments in time series econometrics A Mikusheva Unpublished manuscript, 2021 | 7 | 2021 |
| On the complete convergence of sums of negatively associated random variables AE Mikusheva Mathematical Notes 68, 355-362, 2000 | 4 | 2000 |
