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

Citations	Article
1	Regularized Maximum Diversification Investment Strategy by N’Golo Koné

Citations	Article
4	Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment by C. Vladimir Rodríguez-Caballero and J. Eduardo Vera-Valdés
2	Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models by Annalisa Cadonna, Sylvia Frühwirth-Schnatter and Peter Knaus
1	Maximum Likelihood Estimation for the Fractional Vasicek Model by Katsuto Tanaka, Weilin Xiao and Jun Yu
1	Frequency-Domain Evidence for Climate Change by Manveer Kaur Mangat and Erhard Reschenhofer
1	Indirect Inference Estimation of Spatial Autoregressions by Yong Bao, Xiaotian Liu and Lihong Yang
1	Gini Index Estimation within Pre-Specified Error Bound: Application to Indian Household Survey Data by Francis Bilson Darku, Frank Konietschke and Bhargab Chattopadhyay
1	Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? by Michael P. Clements
1	Bayesian Model Averaging with the Integrated Nested Laplace Approximation by Virgilio Gómez-Rubio, Roger S. Bivand and Håvard Rue
1	Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model by Stefan Mittnik, Willi Semmler and Alexander Haider
1	The Discovery of Long-Run Causal Order: A Preliminary Investigation by Kevin D. Hoover

Citations	Article
11	A Frequentist Alternative to Significance Testing, p-Values, and Confidence Intervals by David Trafimow
6	Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model by Pierre Perron and Yohei Yamamoto
6	Covariance Prediction in Large Portfolio Allocation by Carlos Trucíos, Mauricio Zevallos, Luiz K. Hotta and André A. P. Santos
5	Evaluating Approximate Point Forecasting of Count Processes by Annika Homburg, Christian H. Weiß, Layth C. Alwan, Gabriel Frahm and Rainer Göb
5	Important Issues in Statistical Testing and Recommended Improvements in Accounting Research by Thomas R. Dyckman and Stephen A. Zeff
5	Representation of Japanese Candlesticks by Oriented Fuzzy Numbers by Krzysztof Piasecki and Anna Łyczkowska-Hanćkowiak
4	Cointegration and Error Correction Mechanisms for Singular Stochastic Vectors by Matteo Barigozzi, Marco Lippi and Matteo Luciani
4	Causal Random Forests Model Using Instrumental Variable Quantile Regression by Jau-er Chen and Chen-Wei Hsiang
4	Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment by C. Vladimir Rodríguez-Caballero and J. Eduardo Vera-Valdés
3	Forecast Bitcoin Volatility with Least Squares Model Averaging by Tian Xie

Citations	Article
72	Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
13	Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series by Miguel Henry and George Judge
12	A Review on Variable Selection in Regression Analysis by Loann David Denis Desboulets
11	A Frequentist Alternative to Significance Testing, p-Values, and Confidence Intervals by David Trafimow
9	Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal? by Chung Choe and Philippe Van Kerm
6	Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model by Pierre Perron and Yohei Yamamoto
6	Covariance Prediction in Large Portfolio Allocation by Carlos Trucíos, Mauricio Zevallos, Luiz K. Hotta and André A. P. Santos
5	Evaluating Approximate Point Forecasting of Count Processes by Annika Homburg, Christian H. Weiß, Layth C. Alwan, Gabriel Frahm and Rainer Göb
5	Important Issues in Statistical Testing and Recommended Improvements in Accounting Research by Thomas R. Dyckman and Stephen A. Zeff
5	Representation of Japanese Candlesticks by Oriented Fuzzy Numbers by Krzysztof Piasecki and Anna Łyczkowska-Hanćkowiak

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9300	Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
8240	Academic Rankings with RePEc by Christian Zimmermann
8139	Structural Panel VARs by Peter Pedroni
7644	Synthetic Control and Inference by Jinyong Hahn and Ruoyao Shi
7590	Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels by Jae H. Kim and In Choi
7437	Generalized Information Matrix Tests for Detecting Model Misspecification by Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner
7367	Detecting Location Shifts during Model Selection by Step-Indicator Saturation by Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry and Felix Pretis
6958	Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
6667	Assessing News Contagion in Finance by Paola Cerchiello and Giancarlo Nicola

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1011	Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature by Eric Hillebrand, Søren Johansen and Torben Schmith
918	Direct and Indirect Effects under Sample Selection and Outcome Attrition by Martin Huber and Anna Solovyeva
795	Searching for a Theory That Fits the Data: A Personal Research Odyssey by Katarina Juselius
767	Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational by Michael D. Goldberg, Olesia Kozlova and Deniz Ozabaci
739	Enhanced Methods of Seasonal Adjustment by D. Stephen G. Pollock
699	Towards a New Paradigm for Statistical Evidence in the Use of p-Value by Muhammad Ishaq Bhatti and Jae H. Kim
667	A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing by Dietmar Bauer, Lukas Matuschek, Patrick de Matos Ribeiro and Martin Wagner
610	Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing by Kyungsik Nam
602	Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions by Jau-er Chen, Chien-Hsun Huang and Jia-Jyun Tien
566	*Erratum: Hoover, K.D. 2020. The Discovery of Long-Run Causal Order: A Preliminary Investigation. Econometrics* 8: 31** by Kevin D. Hoover

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2489	Forecast Accuracy Matters for Hurricane Damage by Andrew B. Martinez
2455	Gini Index Estimation within Pre-Specified Error Bound: Application to Indian Household Survey Data by Francis Bilson Darku, Frank Konietschke and Bhargab Chattopadhyay
2342	Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment by C. Vladimir Rodríguez-Caballero and J. Eduardo Vera-Valdés
2024	Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models by Annalisa Cadonna, Sylvia Frühwirth-Schnatter and Peter Knaus
1904	Bayesian Model Averaging with the Integrated Nested Laplace Approximation by Virgilio Gómez-Rubio, Roger S. Bivand and Håvard Rue
1858	Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others? by Michael P. Clements
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1795	New Evidence of the Marginal Predictive Content of Small and Large Jumps in the Cross-Section by Bo Yu, Bruce Mizrach and Norman R. Swanson
1725	Bayesian Model Averaging Using Power-Expected-Posterior Priors by Dimitris Fouskakis and Ioannis Ntzoufras
1702	Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach by Fernanda Valente and Márcio Laurini

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5111	A Frequentist Alternative to Significance Testing, p-Values, and Confidence Intervals by David Trafimow
4513	Interval-Based Hypothesis Testing and Its Applications to Economics and Finance by Jae H. Kim and Andrew P. Robinson
4427	A Semi-Parametric Approach to the Oaxaca–Blinder Decomposition with Continuous Group Variable and Self-Selection by Fernando Rios-Avila
4423	Causal Random Forests Model Using Instrumental Variable Quantile Regression by Jau-er Chen and Chen-Wei Hsiang
4362	Covariance Prediction in Large Portfolio Allocation by Carlos Trucíos, Mauricio Zevallos, Luiz K. Hotta and André A. P. Santos
4277	Important Issues in Statistical Testing and Recommended Improvements in Accounting Research by Thomas R. Dyckman and Stephen A. Zeff
3991	Pitfalls of Two-Step Testing for Changes in the Error Variance and Coefficients of a Linear Regression Model by Pierre Perron and Yohei Yamamoto
3918	Threshold Regression with Endogeneity for Short Panels by Tue Gørgens and Allan H. Würtz
3870	Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components by Franz Ramsauer, Aleksey Min and Michael Lingauer
3812	Efficiency of Average Treatment Effect Estimation When the True Propensity Is Parametric by Kyoo il Kim

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6440	A Review on Variable Selection in Regression Analysis by Loann David Denis Desboulets
5987	Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal? by Chung Choe and Philippe Van Kerm
5936	State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering by Yukai Yang and Luc Bauwens
5926	Structural Break Tests Robust to Regression Misspecification by Alaa Abi Morshed, Elena Andreou and Otilia Boldea
5846	On the Stock–Yogo Tables by Christopher L. Skeels and Frank Windmeijer
5758	Johansen’s Reduced Rank Estimator Is GMM by Bruce E. Hansen
5676	Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information by John W. Galbraith and Douglas J. Hodgson
5668	Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient by David H. Bernstein and Bent Nielsen
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4978	Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States by Hassan Mohammadi and Yuting Tan
4896	A Joint Chow Test for Structural Instability by Bent Nielsen and Andrew Whitby

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451	Direct and Indirect Effects under Sample Selection and Outcome Attrition by Martin Huber and Anna Solovyeva
412	Data Revisions and the Statistical Relation of Global Mean Sea Level and Surface Temperature by Eric Hillebrand, Søren Johansen and Torben Schmith
348	Regularized Maximum Diversification Investment Strategy by N’Golo Koné
337	Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational by Michael D. Goldberg, Olesia Kozlova and Deniz Ozabaci
316	A Parameterization of Models for Unit Root Processes: Structure Theory and Hypothesis Testing by Dietmar Bauer, Lukas Matuschek, Patrick de Matos Ribeiro and Martin Wagner
300	Enhanced Methods of Seasonal Adjustment by D. Stephen G. Pollock
280	Searching for a Theory That Fits the Data: A Personal Research Odyssey by Katarina Juselius
254	Estimating Endogenous Treatment Effects Using Latent Factor Models with and without Instrumental Variables by Souvik Banerjee and Anirban Basu
251	*Acknowledgment to Reviewers of Econometrics* in 2020** by Econometrics Editorial Office
232	Nonlinear Cointegrating Regression of the Earth’s Surface Mean Temperature Anomalies on Total Radiative Forcing by Kyungsik Nam

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1473	Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment by C. Vladimir Rodríguez-Caballero and J. Eduardo Vera-Valdés
1209	The Discovery of Long-Run Causal Order: A Preliminary Investigation by Kevin D. Hoover
813	Teaching Graduate (and Undergraduate) Econometrics: Some Sensible Shifts to Improve Efficiency, Effectiveness, and Usefulness by Jeremy Arkes
749	Forecast Accuracy Matters for Hurricane Damage by Andrew B. Martinez
617	Dynamic Panel Modeling of Climate Change by Peter C. B. Phillips
579	BACE and BMA Variable Selection and Forecasting for UK Money Demand and Inflation with Gretl by Marcin Błażejowski, Jacek Kwiatkowski and Paweł Kufel
553	Linear Stochastic Models in Discrete and Continuous Time by D. Stephen G. Pollock
548	Bayesian Model Averaging with the Integrated Nested Laplace Approximation by Virgilio Gómez-Rubio, Roger S. Bivand and Håvard Rue
542	Maximum Likelihood Estimation for the Fractional Vasicek Model by Katsuto Tanaka, Weilin Xiao and Jun Yu
539	Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Model by Stefan Mittnik, Willi Semmler and Alexander Haider

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3107	Interval-Based Hypothesis Testing and Its Applications to Economics and Finance by Jae H. Kim and Andrew P. Robinson
2668	Causal Random Forests Model Using Instrumental Variable Quantile Regression by Jau-er Chen and Chen-Wei Hsiang
2511	Important Issues in Statistical Testing and Recommended Improvements in Accounting Research by Thomas R. Dyckman and Stephen A. Zeff
2320	Covariance Prediction in Large Portfolio Allocation by Carlos Trucíos, Mauricio Zevallos, Luiz K. Hotta and André A. P. Santos
2265	Consequences of Model Misspecification for Maximum Likelihood Estimation with Missing Data by Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner
2250	A Semi-Parametric Approach to the Oaxaca–Blinder Decomposition with Continuous Group Variable and Self-Selection by Fernando Rios-Avila
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1473	Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment by C. Vladimir Rodríguez-Caballero and J. Eduardo Vera-Valdés

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6426	Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
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