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Most Cited & Viewed - Econometrics

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Citations	Article
79	Article: The Biggest Myth in Spatial Econometrics by James P. LeSage and R. Kelley Pace
32	Article: Asymmetry and Leverage in Conditional Volatility Models by Michael McAleer
27	Article: A One Line Derivation of EGARCH by Michael McAleer and Christian M. Hafner
27	Article: Detecting Location Shifts during Model Selection by Step-Indicator Saturation by Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry and Felix Pretis
26	Article: Ten Things You Should Know about the Dynamic Conditional Correlation Representation by Massimiliano Caporin and Michael McAleer
21	Article: A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts by Hossein Hassani and Emmanuel Sirimal Silva
18	Article: Academic Rankings with RePEc by Christian Zimmermann
16	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
4	Article: Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
2	Article: Response-Based Sampling for Binary Choice Models With Sample Selection by Maria Felice Arezzo and Giuseppina Guagnano
2	Article: Jackknife Bias Reduction in the Presence of a Near-Unit Root by Marcus J. Chambers and Maria Kyriacou
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

Citations	Article
7	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard
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: Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models by Jan Kiviet, Milan Pleus and Rutger Poldermans
4	Article: Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
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: Response-Based Sampling for Binary Choice Models With Sample Selection by Maria Felice Arezzo and Giuseppina Guagnano
2	Article: Synthetic Control and Inference by Jinyong Hahn and Ruoyao Shi
2	Article: Sustainable Financial Obligations and Crisis Cycles by Mikael Juselius and Moshe Kim
2	Article: Non-Causality Due to Included Variables by Umberto Triacca

Citations	Article
7	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard
6	Article: Regime Switching Vine Copula Models for Global Equity and Volatility Indices by Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
6	Review: Pair-Copula Constructions for Financial Applications: A Review by Kjersti Aas
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: Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models by Jan Kiviet, Milan Pleus and Rutger Poldermans
4	Article: Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
4	Article: Stable-GARCH Models for Financial Returns: Fast Estimation and Tests for Stability by Marc S. Paolella
4	Editorial: Spatial Econometrics: A Rapidly Evolving Discipline by Giuseppe Arbia
4	Article: Evaluating Eigenvector Spatial Filter Corrections for Omitted Georeferenced Variables by Daniel A. Griffith and Yongwan Chun

» More Articles

Views	Article
5954	Article: Academic Rankings with RePEc by Christian Zimmermann
5862	Article: Generalized Information Matrix Tests for Detecting Model Misspecification by Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner
5654	Article: Detecting Location Shifts during Model Selection by Step-Indicator Saturation by Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry and Felix Pretis
5523	Article: Structural Panel VARs by Peter Pedroni
5407	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
4850	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
4543	Article: Regime Switching Vine Copula Models for Global Equity and Volatility Indices by Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
4451	Article: Copula-Based Factor Models for Multivariate Asset Returns by Eugen Ivanov, Aleksey Min and Franz Ramsauer
4445	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard
4421	Article: A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators by Jochen Heberle and Cristina Sattarhoff

Views	Article
1352	Article: Foreign Workers and the Wage Distribution: What Does the Influence Function Reveal? by Chung Choe and Philippe Van Kerm
1255	Review: A Review on Variable Selection in Regression Analysis by Loann David Denis Desboulets
1187	Article: On the Stock–Yogo Tables by Christopher L. Skeels and Frank Windmeijer
997	Article: Interval Estimation of Value-at-Risk Based on Nonparametric Models by Hussein Khraibani, Bilal Nehme and Olivier Strauss
957	Article: State-Space Models on the Stiefel Manifold with a New Approach to Nonlinear Filtering by Yukai Yang and Luc Bauwens
907	Editorial: Econometrics and Income Inequality by Martin Biewen and Emmanuel Flachaire
840	Article: Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient by David H. Bernstein and Bent Nielsen
785	Article: Gini Regressions and Heteroskedasticity by Arthur Charpentier, Ndéné Ka, Stéphane Mussard and Oumar Hamady Ndiaye
744	Article: Estimation of Treatment Effects in Repeated Public Goods Experiments by Jianning Kong and Donggyu Sul
700	Article: Panel Data Estimation for Correlated Random Coefficients Models by Cheng Hsiao, Qi Li, Zhongwen Liang and Wei Xie

Views	Article
2636	Article: Decomposing Wage Distributions Using Recentered Influence Function Regressions by Sergio P. Firpo, Nicole M. Fortin and Thomas Lemieux
2499	Article: Polarization and Rising Wage Inequality: Comparing the U.S. and Germany by Dirk Antonczyk, Thomas DeLeire and Bernd Fitzenberger
2458	Article: Jackknife Bias Reduction in the Presence of a Near-Unit Root by Marcus J. Chambers and Maria Kyriacou
2428	Article: Structural Break Tests Robust to Regression Misspecification by Alaa Abi Morshed, Elena Andreou and Otilia Boldea
2380	Review: Using the GB2 Income Distribution by Duangkamon Chotikapanich, William E. Griffiths, Gholamreza Hajargasht, Wasana Karunarathne and D. S. Prasada Rao
2377	Article: Data-Driven Jump Detection Thresholds for Application in Jump Regressions by Robert Davies and George Tauchen
2339	Article: Response-Based Sampling for Binary Choice Models With Sample Selection by Maria Felice Arezzo and Giuseppina Guagnano
2240	Article: Top Incomes, Heavy Tails, and Rank-Size Regressions by Christian Schluter
2238	Article: An Overview of Modified Semiparametric Memory Estimation Methods by Marie Busch and Philipp Sibbertsen
2208	Article: Decomposing the Bonferroni Inequality Index by Subgroups: Shapley Value and Balance of Inequality by Giovanni M. Giorgi and Alessio Guandalini

Views	Article
5407	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
4850	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
4451	Article: Copula-Based Factor Models for Multivariate Asset Returns by Eugen Ivanov, Aleksey Min and Franz Ramsauer
4445	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard
4411	Article: Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models by Jan Kiviet, Milan Pleus and Rutger Poldermans
4317	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
4213	Article: The Univariate Collapsing Method for Portfolio Optimization by Marc S. Paolella
4208	Article: A Simple Test for Causality in Volatility by Chia-Lin Chang and Michael McAleer
4188	Article: Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting by Benedikt Schamberger, Lutz F. Gruber and Claudia Czado
4155	Article: Modeling Real Exchange Rate Persistence in Chile by Leonardo Salazar

Views	Article
5862	Article: Generalized Information Matrix Tests for Detecting Model Misspecification by Richard M. Golden, Steven S. Henley, Halbert White and T. Michael Kashner
5407	Article: Maximum Likelihood Estimation of the I(2) Model under Linear Restrictions by Jurgen A. Doornik
4850	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
4543	Article: Regime Switching Vine Copula Models for Global Equity and Volatility Indices by Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
4451	Article: Copula-Based Factor Models for Multivariate Asset Returns by Eugen Ivanov, Aleksey Min and Franz Ramsauer
4445	Article: Goodness-of-Fit Tests for Copulas of Multivariate Time Series by Bruno Rémillard
4421	Article: A Fast Algorithm for the Computation of HAC Covariance Matrix Estimators by Jochen Heberle and Cristina Sattarhoff
4411	Article: Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models by Jan Kiviet, Milan Pleus and Rutger Poldermans
4328	Review: Pair-Copula Constructions for Financial Applications: A Review by Kjersti Aas
4317	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

» More Articles

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