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Most Cited & Viewed - Econometrics

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Citations	Article
67	Article: The Biggest Myth in Spatial Econometrics by James P. LeSage and R. Kelley Pace
30	Article: Asymmetry and Leverage in Conditional Volatility Models by Michael McAleer
26	Article: A One Line Derivation of EGARCH by Michael McAleer and Christian M. Hafner
25	Article: Detecting Location Shifts during Model Selection by Step-Indicator Saturation by Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry and Felix Pretis
25	Article: Ten Things You Should Know about the Dynamic Conditional Correlation Representation by Massimiliano Caporin and Michael McAleer
20	Article: A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts by Hossein Hassani and Emmanuel Sirimal Silva
17	Article: Academic Rankings with RePEc by Christian Zimmermann
15	Article: Structural Panel VARs by Peter Pedroni
11	Article: A Fast, Accurate Method for Value-at-Risk and Expected Shortfall by Jochen Krause and Marc S. Paolella
9	Article: Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach by Richard A. Ashley and Kwok Ping Tsang

No cited articles available for this period.

Citations	Article

Citations	Article
2	Article: Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
2	Article: Jackknife Bias Reduction in the Presence of a Near-Unit Root by Marcus J. Chambers and Maria Kyriacou
2	Article: 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
2	Article: Polarization and Rising Wage Inequality: Comparing the U.S. and Germany by Dirk Antonczyk, Thomas DeLeire and Bernd Fitzenberger
1	Article: Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data? by Gulasekaran Rajaguru, Michael O’Neill and Tilak Abeysinghe
1	Review: Using the GB2 Income Distribution by Duangkamon Chotikapanich, William E. Griffiths, Gholamreza Hajargasht, Wasana Karunarathne and D. S. Prasada Rao
1	Article: A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade by Rodolfo Metulini, Roberto Patuelli and Daniel A. Griffith

Citations	Article
6	Article: A Simple Test for Causality in Volatility by Chia-Lin Chang and Michael McAleer
6	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard
5	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
4	Article: Regime Switching Vine Copula Models for Global Equity and Volatility Indices by Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
3	Article: Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models by Jan Kiviet, Milan Pleus and Rutger Poldermans
3	Article: Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels by Jae H. Kim and In Choi
2	Article: Synthetic Control and Inference by Jinyong Hahn and Ruoyao Shi
2	Article: Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
2	Article: Non-Causality Due to Included Variables by Umberto Triacca
2	Article: Jackknife Bias Reduction in the Presence of a Near-Unit Root by Marcus J. Chambers and Maria Kyriacou

Citations	Article
6	Article: A Simple Test for Causality in Volatility by Chia-Lin Chang and Michael McAleer
6	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard
5	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
5	Article: Forecasting Value-at-Risk under Different Distributional Assumptions by Manuela Braione and Nicolas K. Scholtes
5	Article: Volatility Forecasting: Downside Risk, Jumps and Leverage Effect by Francesco Audrino and Yujia Hu
4	Article: Regime Switching Vine Copula Models for Global Equity and Volatility Indices by Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
4	Review: Pair-Copula Constructions for Financial Applications: A Review by Kjersti Aas
4	Article: Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability by Marc S. Paolella
4	Article: Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables by Daniel A. Griffith and Yongwan Chun
3	Article: Estimation of Gini Index within Pre-Specified Error Bound by Bhargab Chattopadhyay and Shyamal Krishna De

» More Articles

Views	Article
5797	Article: Academic Rankings with RePEc by Christian Zimmermann
5739	Article: Generalized Information Matrix Tests for Detecting Model Misspecification by Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner
5525	Article: Detecting Location Shifts during Model Selection by Step-Indicator Saturation by Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry and Felix Pretis
5304	Article: Structural Panel VARs by Peter Pedroni
4987	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
4475	Article: Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels by Jae H. Kim and In Choi
4441	Article: Regime Switching Vine Copula Models for Global Equity and Volatility Indices by Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
4325	Article: A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators by Jochen Heberle and Cristina Sattarhoff
4205	Review: Pair-Copula Constructions for Financial Applications: A Review by Kjersti Aas
4181	Article: Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation by Ragnar Nymoen

Views	Article
1184	Article: Financial Big Data Solutions for State Space Panel Regression in Interest Rate Dynamics by Dorota Toczydlowska and Gareth W. Peters
1121	Article: The Relation between Monetary Policy and the Stock Market in Europe by Helmut Lütkepohl and Aleksei Netšunajev
1112	Article: Some Results on ℓ₁ Polynomial Trend Filtering by Hiroshi Yamada and Ruixue Du
1029	Article: Filters, Waves and Spectra by D. Stephen G. Pollock
1006	Editorial: Econometrics Best Paper Award 2018 by In Choi, Steve Cook, Marc S. Paolella and Jeffrey S. Racine
978	Article: Detecting and Measuring Nonlinearity by Rachidi Kotchoni
942	Article: Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal? by Chung Choe and Philippe Van Kerm
843	Article: Using the Entire Yield Curve in Forecasting Output and Inflation by Eric Hillebrand, Huiyu Huang, Tae-Hwy Lee and Canlin Li
781	Article: The Stochastic Stationary Root Model by Andreas Hetland
710	Article: On the Stock–Yogo Tables by Christopher L. Skeels and Frank Windmeijer

Views	Article
3034	Article: Assessing News Contagion in Finance by Paola Cerchiello and Giancarlo Nicola
2518	Article: Estimating Unobservable Inflation Expectations in the New Keynesian Phillips Curve by Francesca Rondina
2364	Article: Spurious Seasonality Detection: A Non-Parametric Test Proposal by Aurelio F. Bariviera, Angelo Plastino and George Judge
2357	Article: A Spatial-Filtering Zero-Inflated Approach to the Estimation of the Gravity Model of Trade by Rodolfo Metulini, Roberto Patuelli and Daniel A. Griffith
2306	Article: 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
2180	Article: A Multivariate Kernel Approach to Forecasting the Variance Covariance of Stock Market Returns by Ralf Becker, Adam Clements and Robert O'Neill
2156	Article: Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
2120	Article: Jackknife Bias Reduction in the Presence of a Near-Unit Root by Marcus J. Chambers and Maria Kyriacou
2105	Article: Polarization and Rising Wage Inequality: Comparing the U.S. and Germany by Dirk Antonczyk, Thomas DeLeire and Bernd Fitzenberger
2037	Article: Structural Break Tests Robust to Regression Misspecification by Alaa Abi Morshed, Elena Andreou and Otilia Boldea

Views	Article
4987	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
4475	Article: Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels by Jae H. Kim and In Choi
4441	Article: Regime Switching Vine Copula Models for Global Equity and Volatility Indices by Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
4325	Article: A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators by Jochen Heberle and Cristina Sattarhoff
4181	Article: Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation by Ragnar Nymoen
4126	Article: Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses by Seong Yeon Chang and Pierre Perron
4085	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard
4069	Article: Copula-Based Factor Models for Multivariate Asset Returns by Eugen Ivanov, Aleksey Min and Franz Ramsauer
4055	Article: Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models by Jan Kiviet, Milan Pleus and Rutger Poldermans
3973	Article: Selecting the Lag Length for the M^GLS Unit Root Tests with Structural Change: A Warning Note for Practitioners Based on Simulations by Ricardo Quineche and Gabriel Rodríguez

Views	Article
5739	Article: Generalized Information Matrix Tests for Detecting Model Misspecification by Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner
4987	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
4475	Article: Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels by Jae H. Kim and In Choi
4441	Article: Regime Switching Vine Copula Models for Global Equity and Volatility Indices by Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
4325	Article: A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators by Jochen Heberle and Cristina Sattarhoff
4205	Review: Pair-Copula Constructions for Financial Applications: A Review by Kjersti Aas
4181	Article: Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation by Ragnar Nymoen
4126	Article: Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses by Seong Yeon Chang and Pierre Perron
4125	Article: Oil Price and Economic Growth: A Long Story? by María Dolores Gadea, Ana Gómez-Loscos and Antonio Montañés
4085	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard

» More Articles

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