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Citations	Article
134	The Biggest Myth in Spatial Econometrics by James P. LeSage and R. Kelley Pace
49	Ten Things You Should Know about the Dynamic Conditional Correlation Representation by Massimiliano Caporin and Michael McAleer
43	Detecting Location Shifts during Model Selection by Step-Indicator Saturation by Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry and Felix Pretis
41	Asymmetry and Leverage in Conditional Volatility Models by Michael McAleer
40	Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
39	A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts by Hossein Hassani and Emmanuel Sirimal Silva
36	A One Line Derivation of EGARCH by Michael McAleer and Christian M. Hafner
31	Academic Rankings with RePEc by Christian Zimmermann
23	Structural Panel VARs by Peter Pedroni
21	Regime Switching Vine Copula Models for Global Equity and Volatility Indices by Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber

Citations	Article
1	Macroeconomic Forecasting with Factor-Augmented Adjusted Band Regression by Marek Chudý and Erhard Reschenhofer
1	Generalized Binary Time Series Models by Carsten Jentsch and Lena Reichmann
1	A Review of the ‘BMS’ Package for R with Focus on Jointness by Shahram Amini and Christopher F. Parmeter

Citations	Article
7	A Frequentist Alternative to Significance Testing, p-Values, and Confidence Intervals by David Trafimow
2	Bivariate Volatility Modeling with High-Frequency Data by Marius Matei, Xari Rovira and Núria Agell
1	Macroeconomic Forecasting with Factor-Augmented Adjusted Band Regression by Marek Chudý and Erhard Reschenhofer
1	Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components by Franz Ramsauer, Aleksey Min and Michael Lingauer
1	Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data by Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner
1	Generalized Binary Time Series Models by Carsten Jentsch and Lena Reichmann
1	A Review of the ‘BMS’ Package for R with Focus on Jointness by Shahram Amini and Christopher F. Parmeter
1	Likelihood Inference for Generalized Integer Autoregressive Time Series Models by Harry Joe

Citations	Article
7	A Frequentist Alternative to Significance Testing, p-Values, and Confidence Intervals by David Trafimow
6	Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series by Miguel Henry and George Judge
4	Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal? by Chung Choe and Philippe Van Kerm
3	Covariance Prediction in Large Portfolio Allocation by Carlos Trucíos, Mauricio Zevallos, Luiz K. Hotta and André A. P. Santos
2	The Relation between Monetary Policy and the Stock Market in Europe by Helmut Lütkepohl and Aleksei Netšunajev
2	Structural Panel Bayesian VAR Model to Deal with Model Misspecification and Unobserved Heterogeneity Problems by Antonio Pacifico
2	Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data? by Gulasekaran Rajaguru, Michael O’Neill and Tilak Abeysinghe
2	Important Issues in Statistical Testing and Recommended Improvements in Accounting Research by Thomas R. Dyckman and Stephen A. Zeff
2	Detecting and Measuring Nonlinearity by Rachidi Kotchoni
2	Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model by Pierre Perron and Yohei Yamamoto

Citations	Article
40	Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
11	Synthetic Control and Inference by Jinyong Hahn and Ruoyao Shi
10	Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels by Jae H. Kim and In Choi
9	From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective by Francesca Greselin and Ričardas Zitikis
9	Polarization and Rising Wage Inequality: Comparing the U.S. and Germany by Dirk Antonczyk, Thomas DeLeire and Bernd Fitzenberger
8	Building News Measures from Textual Data and an Application to Volatility Forecasting by Massimiliano Caporin and Francesco Poli
7	A Frequentist Alternative to Significance Testing, p-Values, and Confidence Intervals by David Trafimow
6	Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series by Miguel Henry and George Judge
6	A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade by Rodolfo Metulini, Roberto Patuelli and Daniel A. Griffith
5	Do Seasonal Adjustments Induce Noncausal Dynamics in Inflation Rates? by Alain Hecq, Sean Telg and Lenard Lieb

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Views	Article
13109	From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective by Francesca Greselin and Ričardas Zitikis
7280	Academic Rankings with RePEc by Christian Zimmermann
6933	Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
6822	Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels by Jae H. Kim and In Choi
6820	Structural Panel VARs by Peter Pedroni
6714	Generalized Information Matrix Tests for Detecting Model Misspecification by Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner
6620	Detecting Location Shifts during Model Selection by Step-Indicator Saturation by Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry and Felix Pretis
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1705	Generalized Binary Time Series Models by Carsten Jentsch and Lena Reichmann
1665	Macroeconomic Forecasting with Factor-Augmented Adjusted Band Regression by Marek Chudý and Erhard Reschenhofer
1663	Representation of Japanese Candlesticks by Oriented Fuzzy Numbers by Krzysztof Piasecki and Anna Łyczkowska-Hanćkowiak
1643	HAR Testing for Spurious Regression in Trend by Peter C. B. Phillips, Xiaohu Wang and Yonghui Zhang
1496	Jointly Modeling Autoregressive Conditional Mean and Variance of Non-Negative Valued Time Series by Hiroyuki Kawakatsu
1259	Testing for Stochastic Dominance up to a Common Relative Poverty Line by Tahsin Mehdi
1204	Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors by Matteo Barigozzi, Marco Lippi and Matteo Luciani
1171	*Acknowledgement to Reviewers of Econometrics* in 2019** by Econometrics Editorial Office
1113	*Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics* 2016, 4, 14** by David Ardia, Lukasz T. Gatarek, Lennart Hoogerheide and Herman K. Van Dijk

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3056	A Semi-Parametric Approach to the Oaxaca–Blinder Decomposition with Continuous Group Variable and Self-Selection by Fernando Rios-Avila
2531	Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components by Franz Ramsauer, Aleksey Min and Michael Lingauer
2524	Looking Backward and Looking Forward by Zhengyuan Gao and Christian M. Hafner
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4649	A Review on Variable Selection in Regression Analysis by Loann David Denis Desboulets
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4448	State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering by Yukai Yang and Luc Bauwens
4384	The Relation between Monetary Policy and the Stock Market in Europe by Helmut Lütkepohl and Aleksei Netšunajev
4322	Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data? by Gulasekaran Rajaguru, Michael O’Neill and Tilak Abeysinghe
4304	On the Stock–Yogo Tables by Christopher L. Skeels and Frank Windmeijer
4254	Econometrics Best Paper Award 2018 by In Choi, Steve Cook, Marc S. Paolella and Jeffrey S. Racine

Views	Article
13109	From the Classical Gini Index of Income Inequality to a New Zenga-Type Relative Measure of Risk: A Modeller’s Perspective by Francesca Greselin and Ričardas Zitikis
6933	Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
6822	Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels by Jae H. Kim and In Choi
6391	Synthetic Control and Inference by Jinyong Hahn and Ruoyao Shi
6016	Assessing News Contagion in Finance by Paola Cerchiello and Giancarlo Nicola
5794	Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development by P. Dorian Owen
5634	Polarization and Rising Wage Inequality: Comparing the U.S. and Germany by Dirk Antonczyk, Thomas DeLeire and Bernd Fitzenberger
5487	A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade by Rodolfo Metulini, Roberto Patuelli and Daniel A. Griffith
5447	Building News Measures from Textual Data and an Application to Volatility Forecasting by Massimiliano Caporin and Francesco Poli
5418	Inequality and Poverty When Effort Matters by Martin Ravallion

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