You seem to have javascript disabled. Please note that many of the page functionalities won't work as expected without javascript enabled.

MDPI — Econometrics

Econometrics

Log in

Title / Keyword

Author / Affiliation

Journal

Article Type

Advanced

Advanced

Indexed in:
Scopus

Journal Menu

E-Mail Alert

Journal Browser

▼ Journal Browser

Most Cited & Viewed - Econometrics

Most Cited
Most Viewed

Citations	Article
64	Article: The Biggest Myth in Spatial Econometrics by James P. LeSage and R. Kelley Pace
26	Article: Asymmetry and Leverage in Conditional Volatility Models by Michael McAleer
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
24	Article: A One Line Derivation of EGARCH by Michael McAleer and Christian M. Hafner
18	Article: A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts by Hossein Hassani and Emmanuel Sirimal Silva
16	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
8	Article: Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator by Søren Johansen and Bent Nielsen

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

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
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	Article: Synthetic Control and Inference by Jinyong Hahn and Ruoyao Shi
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
1	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
1	Article: Polarization and Rising Wage Inequality: Comparing the U.S. and Germany by Dirk Antonczyk, Thomas DeLeire and Bernd Fitzenberger

Citations	Article
6	Article: A Simple Test for Causality in Volatility by Chia-Lin Chang and Michael McAleer
5	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
5	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard
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: Higher Order Bias Correcting Moment Equation for M-Estimation and Its Higher Order Efficiency by Kyoo il Kim
2	Article: Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
2	Article: Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models by Jan Kiviet, Milan Pleus and Rutger Poldermans
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
2	Article: Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity by Fabrizio Cipollini, Robert F. Engle and Giampiero M. Gallo

Citations	Article
6	Article: A Simple Test for Causality in Volatility by Chia-Lin Chang and Michael McAleer
5	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
5	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard
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	Article: Forecasting Value-at-Risk under Different Distributional Assumptions by Manuela Braione and Nicolas K. Scholtes
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
5623	Article: Academic Rankings with RePEc by Christian Zimmermann
5594	Article: Generalized Information Matrix Tests for Detecting Model Misspecification by Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner
5368	Article: Detecting Location Shifts during Model Selection by Step-Indicator Saturation by Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry and Felix Pretis
5070	Article: Structural Panel VARs by Peter Pedroni
4792	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
4353	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
4287	Article: Regime Switching Vine Copula Models for Global Equity and Volatility Indices by Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
4177	Article: A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators by Jochen Heberle and Cristina Sattarhoff
4051	Review: Pair-Copula Constructions for Financial Applications: A Review by Kjersti Aas
4028	Article: Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation by Ragnar Nymoen

Views	Article
1927	Article: Structural Break Tests Robust to Regression Misspecification by Alaa Abi Morshed, Elena Andreou and Otilia Boldea
1868	Article: Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
1538	Article: Johansen’s Reduced Rank Estimator Is GMM by Bruce E. Hansen
1531	Editorial: Recent Developments in Macro-Econometric Modeling: Theory and Applications by Gilles Dufrénot, Fredj Jawadi and Alexander Mihailov
1513	Article: A Hybrid MCMC Sampler for Unconditional Quantile Based on Influence Function by El Moctar Laghlal and Abdoul Aziz Junior Ndoye
1330	Article: Top Incomes and Inequality Measurement: A Comparative Analysis of Correction Methods Using the EU SILC Data by Vladimir Hlasny and Paolo Verme
1236	Article: The Wall’s Impact in the Occupied West Bank: A Bayesian Approach to Poverty Dynamics Using Repeated Cross-Sections by Tareq Sadeq and Michel Lubrano
1083	Article: Does Systematic Sampling Preserve Granger Causality with an Application to High Frequency Financial Data? by Gulasekaran Rajaguru, Michael O’Neill and Tilak Abeysinghe
1058	Article: Econometric Fine Art Valuation by Combining Hedonic and Repeat-Sales Information by John W. Galbraith and Douglas J. Hodgson
988	Article: Financial Big Data Solutions for State Space Panel Regression in Interest Rate Dynamics by Dorota Toczydlowska and Gareth W. Peters

Views	Article
3123	Article: Synthetic Control and Inference by Jinyong Hahn and Ruoyao Shi
2945	Article: Inequality and Poverty When Effort Matters by Martin Ravallion
2870	Article: Assessing News Contagion in Finance by Paola Cerchiello and Giancarlo Nicola
2752	Article: Formula I(1) and I(2): Race Tracks for Likelihood Maximization Algorithms of I(1) and I(2) Cointegrated VAR Models by Jurgen A. Doornik, Rocco Mosconi and Paolo Paruolo
2598	Article: Reducing Approximation Error in the Fourier Flexible Functional Form by Tristan D. Skolrud
2537	Article: Time-Varying Window Length for Correlation Forecasts by Yoontae Jeon and Thomas H. McCurdy
2477	Article: Business Time Sampling Scheme with Applications to Testing Semi-Martingale Hypothesis and Estimating Integrated Volatility by Yingjie Dong and Yiu-Kuen Tse
2389	Article: Estimating Unobservable Inflation Expectations in the New Keynesian Phillips Curve by Francesca Rondina
2257	Article: Spurious Seasonality Detection: A Non-Parametric Test Proposal by Aurelio F. Bariviera, Angelo Plastino and George Judge
2234	Editorial: Recent Developments in Cointegration by Katarina Juselius

Views	Article
5594	Article: Generalized Information Matrix Tests for Detecting Model Misspecification by Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner
4792	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
4353	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
4287	Article: Regime Switching Vine Copula Models for Global Equity and Volatility Indices by Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
4177	Article: A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators by Jochen Heberle and Cristina Sattarhoff
4028	Article: Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation by Ragnar Nymoen
3995	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
3948	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard
3895	Article: Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models by Jan Kiviet, Milan Pleus and Rutger Poldermans
3885	Article: Copula-Based Factor Models for Multivariate Asset Returns by Eugen Ivanov, Aleksey Min and Franz Ramsauer

Views	Article
5594	Article: Generalized Information Matrix Tests for Detecting Model Misspecification by Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner
4792	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
4353	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
4287	Article: Regime Switching Vine Copula Models for Global Equity and Volatility Indices by Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
4177	Article: A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators by Jochen Heberle and Cristina Sattarhoff
4051	Review: Pair-Copula Constructions for Financial Applications: A Review by Kjersti Aas
4028	Article: Between Institutions and Global Forces: Norwegian Wage Formation Since Industrialisation by Ragnar Nymoen
3995	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
3983	Article: Oil Price and Economic Growth: A Long Story? by María Dolores Gadea, Ana Gómez-Loscos and Antonio Montañés
3948	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard

» More Articles

Submit to Econometrics Review for Econometrics

Back to Top