# | Title | Journal | Year | Citations |
---|
1 | Initial conditions and moment restrictions in dynamic panel data models | Journal of Econometrics | 1998 | 15,755 |
2 | Generalized autoregressive conditional heteroskedasticity | Journal of Econometrics | 1986 | 15,494 |
3 | Another look at the instrumental variable estimation of error-components models | Journal of Econometrics | 1995 | 12,990 |
4 | Testing for unit roots in heterogeneous panels | Journal of Econometrics | 2003 | 9,755 |
5 | Testing the null hypothesis of stationarity against the alternative of a unit root | Journal of Econometrics | 1992 | 8,906 |
6 | Unit root tests in panel data: asymptotic and finite-sample properties | Journal of Econometrics | 2002 | 8,238 |
7 | Formulation and estimation of stochastic frontier production function models | Journal of Econometrics | 1977 | 6,772 |
8 | Spurious regressions in econometrics | Journal of Econometrics | 1974 | 4,250 |
9 | A finite sample correction for the variance of linear efficient two-step GMM estimators | Journal of Econometrics | 2005 | 4,043 |
10 | Statistical inference in vector autoregressions with possibly integrated processes | Journal of Econometrics | 1995 | 3,788 |
11 | Estimating long-run relationships from dynamic heterogeneous panels | Journal of Econometrics | 1995 | 3,555 |
12 | ARCH modeling in finance | Journal of Econometrics | 1992 | 3,530 |
13 | Spurious regression and residual-based tests for cointegration in panel data | Journal of Econometrics | 1999 | 3,377 |
14 | Impulse response analysis in nonlinear multivariate models | Journal of Econometrics | 1996 | 3,253 |
15 | Threshold effects in non-dynamic panels: Estimation, testing, and inference | Journal of Econometrics | 1999 | 2,875 |
16 | Testing slope homogeneity in large panels | Journal of Econometrics | 2008 | 2,666 |
17 | Manipulation of the running variable in the regression discontinuity design: A density test | Journal of Econometrics | 2008 | 2,650 |
18 | Regression discontinuity designs: A guide to practice | Journal of Econometrics | 2008 | 2,617 |
19 | On the network topology of variance decompositions: Measuring the connectedness of financial firms | Journal of Econometrics | 2014 | 2,572 |
20 | Estimation and inference in two-stage, semi-parametric models of production processes | Journal of Econometrics | 2007 | 2,389 |
21 | On the estimation of technical inefficiency in the stochastic frontier production function model | Journal of Econometrics | 1982 | 2,326 |
22 | Some recent development in a concept of causality | Journal of Econometrics | 1988 | 2,245 |
23 | Does matching overcome LaLonde's critique of nonexperimental estimators? | Journal of Econometrics | 2005 | 2,144 |
24 | Difference-in-differences with variation in treatment timing | Journal of Econometrics | 2021 | 1,984 |
25 | Formulation and estimation of dynamic models using panel data | Journal of Econometrics | 1982 | 1,889 |
26 | Difference-in-Differences with multiple time periods | Journal of Econometrics | 2021 | 1,867 |
27 | Generalized reduced rank tests using the singular value decomposition | Journal of Econometrics | 2006 | 1,832 |
28 | Some properties of time series data and their use in econometric model specification | Journal of Econometrics | 1981 | 1,817 |
29 | Approximately normal tests for equal predictive accuracy in nested models | Journal of Econometrics | 2007 | 1,751 |
30 | General purpose technologies ‘Engines of growth’? | Journal of Econometrics | 1995 | 1,733 |
31 | Fractionally integrated generalized autoregressive conditional heteroskedasticity | Journal of Econometrics | 1996 | 1,695 |
32 | Residual-based tests for cointegration in models with regime shifts | Journal of Econometrics | 1996 | 1,682 |
33 | GMM estimation with cross sectional dependence | Journal of Econometrics | 1999 | 1,627 |
34 | Forecasting and testing in co-integrated systems | Journal of Econometrics | 1987 | 1,615 |
35 | What is an oil shock? | Journal of Econometrics | 2003 | 1,533 |
36 | Exact and superlative index numbers | Journal of Econometrics | 1976 | 1,518 |
37 | Analysis of time series subject to changes in regime | Journal of Econometrics | 1990 | 1,443 |
38 | Long memory processes and fractional integration in econometrics | Journal of Econometrics | 1996 | 1,399 |
39 | Autoregressive conditional heteroskedasticity and changes in regime | Journal of Econometrics | 1994 | 1,389 |
40 | Further evidence on breaking trend functions in macroeconomic variables | Journal of Econometrics | 1997 | 1,363 |
41 | Global optimization of statistical functions with simulated annealing | Journal of Econometrics | 1994 | 1,359 |
42 | Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions | Journal of Econometrics | 1985 | 1,358 |
43 | On bias, inconsistency, and efficiency of various estimators in dynamic panel data models | Journal of Econometrics | 1995 | 1,335 |
44 | Understanding spurious regressions in econometrics | Journal of Econometrics | 1986 | 1,328 |
45 | Specification and testing of some modified count data models | Journal of Econometrics | 1986 | 1,322 |
46 | Post-'87 crash fears in the S&P 500 futures option market | Journal of Econometrics | 2000 | 1,297 |
47 | Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors | Journal of Econometrics | 2015 | 1,295 |
48 | Recent developments in DEA | Journal of Econometrics | 1990 | 1,292 |
49 | Prediction of firm-level technical efficiencies with a generalized frontier production function and panel data | Journal of Econometrics | 1988 | 1,288 |
50 | Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK | Journal of Econometrics | 1992 | 1,260 |