3.9(top 10%)
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5.1K(top 5%)
papers
418.9K(top 1%)
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260(top 1%)
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4.0(top 10%)
impact factor
6.1K
all documents
504.3K
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544(top 1%)
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Top Articles

#TitleJournalYearCitations
1Initial conditions and moment restrictions in dynamic panel data modelsJournal of Econometrics199815,755
2Generalized autoregressive conditional heteroskedasticityJournal of Econometrics198615,494
3Another look at the instrumental variable estimation of error-components modelsJournal of Econometrics199512,990
4Testing for unit roots in heterogeneous panelsJournal of Econometrics20039,755
5Testing the null hypothesis of stationarity against the alternative of a unit rootJournal of Econometrics19928,906
6Unit root tests in panel data: asymptotic and finite-sample propertiesJournal of Econometrics20028,238
7Formulation and estimation of stochastic frontier production function modelsJournal of Econometrics19776,772
8Spurious regressions in econometricsJournal of Econometrics19744,250
9A finite sample correction for the variance of linear efficient two-step GMM estimatorsJournal of Econometrics20054,043
10Statistical inference in vector autoregressions with possibly integrated processesJournal of Econometrics19953,788
11Estimating long-run relationships from dynamic heterogeneous panelsJournal of Econometrics19953,555
12ARCH modeling in financeJournal of Econometrics19923,530
13Spurious regression and residual-based tests for cointegration in panel dataJournal of Econometrics19993,377
14Impulse response analysis in nonlinear multivariate modelsJournal of Econometrics19963,253
15Threshold effects in non-dynamic panels: Estimation, testing, and inferenceJournal of Econometrics19992,875
16Testing slope homogeneity in large panelsJournal of Econometrics20082,666
17Manipulation of the running variable in the regression discontinuity design: A density testJournal of Econometrics20082,650
18Regression discontinuity designs: A guide to practiceJournal of Econometrics20082,617
19On the network topology of variance decompositions: Measuring the connectedness of financial firmsJournal of Econometrics20142,572
20Estimation and inference in two-stage, semi-parametric models of production processesJournal of Econometrics20072,389
21On the estimation of technical inefficiency in the stochastic frontier production function modelJournal of Econometrics19822,326
22Some recent development in a concept of causalityJournal of Econometrics19882,245
23Does matching overcome LaLonde's critique of nonexperimental estimators?Journal of Econometrics20052,144
24Difference-in-differences with variation in treatment timingJournal of Econometrics20211,984
25Formulation and estimation of dynamic models using panel dataJournal of Econometrics19821,889
26Difference-in-Differences with multiple time periodsJournal of Econometrics20211,867
27Generalized reduced rank tests using the singular value decompositionJournal of Econometrics20061,832
28Some properties of time series data and their use in econometric model specificationJournal of Econometrics19811,817
29Approximately normal tests for equal predictive accuracy in nested modelsJournal of Econometrics20071,751
30General purpose technologies ‘Engines of growth’?Journal of Econometrics19951,733
31Fractionally integrated generalized autoregressive conditional heteroskedasticityJournal of Econometrics19961,695
32Residual-based tests for cointegration in models with regime shiftsJournal of Econometrics19961,682
33GMM estimation with cross sectional dependenceJournal of Econometrics19991,627
34Forecasting and testing in co-integrated systemsJournal of Econometrics19871,615
35What is an oil shock?Journal of Econometrics20031,533
36Exact and superlative index numbersJournal of Econometrics19761,518
37Analysis of time series subject to changes in regimeJournal of Econometrics19901,443
38Long memory processes and fractional integration in econometricsJournal of Econometrics19961,399
39Autoregressive conditional heteroskedasticity and changes in regimeJournal of Econometrics19941,389
40Further evidence on breaking trend functions in macroeconomic variablesJournal of Econometrics19971,363
41Global optimization of statistical functions with simulated annealingJournal of Econometrics19941,359
42Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functionsJournal of Econometrics19851,358
43On bias, inconsistency, and efficiency of various estimators in dynamic panel data modelsJournal of Econometrics19951,335
44Understanding spurious regressions in econometricsJournal of Econometrics19861,328
45Specification and testing of some modified count data modelsJournal of Econometrics19861,322
46Post-'87 crash fears in the S&P 500 futures option marketJournal of Econometrics20001,297
47Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressorsJournal of Econometrics20151,295
48Recent developments in DEAJournal of Econometrics19901,292
49Prediction of firm-level technical efficiencies with a generalized frontier production function and panel dataJournal of Econometrics19881,288
50Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UKJournal of Econometrics19921,260