Handbook of Econometrics

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#	Title	Journal	Year	Citations
1	Chapter 36 Large sample estimation and hypothesis testing	Handbook of Econometrics	1994	1,219
2	Chapter 22 Panel data	Handbook of Econometrics	1984	774
3	Chapter 49 Arch models	Handbook of Econometrics	1994	582
4	Measurement Error in Survey Data	Handbook of Econometrics	2001	582
5	Duration Models: Specification, Identification and Multiple Durations	Handbook of Econometrics	2001	398
6	Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models	Handbook of Econometrics	2007	385
7	The Bootstrap	Handbook of Econometrics	2001	378
8	Chapter 24 Econometric analysis of qualitative response models	Handbook of Econometrics	1984	363
9	Chapter 70 Econometric Evaluation of Social Programs, Part I: Causal Models, Structural Models and Econometric Policy Evaluation	Handbook of Econometrics	2007	332
10	Chapter 63 Econometric Tools for Analyzing Market Outcomes	Handbook of Econometrics	2007	302
11	Chapter 13 Wald, likelihood ratio, and Lagrange multiplier tests in econometrics	Handbook of Econometrics	1984	290
12	Interactions-Based Models	Handbook of Econometrics	2001	288
13	Panel Data Models: Some Recent Developments	Handbook of Econometrics	2001	265
14	Chapter 51 Structural estimation of markov decision processes	Handbook of Econometrics	1994	240
15	Markov Chain Monte Carlo Methods: Computation and Inference	Handbook of Econometrics	2001	217
16	Chapter 7 Specification and estimation of simultaneous equation models	Handbook of Econometrics	1983	215
17	Chapter 71 Econometric Evaluation of Social Programs, Part II: Using the Marginal Treatment Effect to Organize Alternative Econometric Estimators to Evaluate Social Programs, and to Forecast their Effects in New Environments	Handbook of Econometrics	2007	214
18	Chapter 18 Dynamic specification	Handbook of Econometrics	1984	207
19	Chapter 46 Unit roots, structural breaks and trends	Handbook of Econometrics	1994	192
20	Chapter 65 Microeconometric Models of Investment and Employment	Handbook of Econometrics	2007	160
21	Chapter 77 Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization	Handbook of Econometrics	2007	155
22	Chapter 64 Structural Econometric Modeling: Rationales and Examples from Industrial Organization	Handbook of Econometrics	2007	151
23	Chapter 72 Econometric Evaluation of Social Programs, Part III: Distributional Treatment Effects, Dynamic Treatment Effects, Dynamic Discrete Choice, and General Equilibrium Policy Evaluation	Handbook of Econometrics	2007	138
24	Chapter 40 Classical estimation methods for LDV models using simulation	Handbook of Econometrics	1994	135
25	Chapter 37 Empirical process methods in econometrics	Handbook of Econometrics	1994	134
26	Chapter 38 Applied nonparametric methods	Handbook of Econometrics	1994	132
27	Chapter 19 Inference and causality in economic time series models	Handbook of Econometrics	1984	121
28	Chapter 47 Vector autoregressions and cointegration	Handbook of Econometrics	1994	120
29	Chapter 41 Estimation of semiparametric models	Handbook of Econometrics	1994	116
30	Chapter 15 Approximating the distributions of econometric estimators and test statistics	Handbook of Econometrics	1984	113
31	Chapter 60 Nonparametric Approaches to Auctions	Handbook of Econometrics	2007	112
32	Chapter 73 Nonparametric identification	Handbook of Econometrics	2007	111
33	Chapter 8 Exact small sample theory in the simultaneous equations model	Handbook of Econometrics	1983	109
34	Chapter 20 Continuous time stochastic models and issues of aggregation over time	Handbook of Econometrics	1984	107
35	Chapter 50 State-space models	Handbook of Econometrics	1994	105
36	Chapter 75 The Econometrics of Data Combination	Handbook of Econometrics	2007	103
37	Chapter 23 Latent variable models in econometrics	Handbook of Econometrics	1984	100
38	Chapter 45 Estimation and inference for dependent processes	Handbook of Econometrics	1994	92
39	Chapter 61 Intertemporal Substitution and Risk Aversion	Handbook of Econometrics	2007	89
40	Chapter 14 Multiple hypothesis testing	Handbook of Econometrics	1984	86
41	Chapter 28 Disequilibrium, self-selection, and switching models	Handbook of Econometrics	1986	84
42	Chapter 31 Econometric methods for modeling producer behavior	Handbook of Econometrics	1986	82
43	Chapter 25 Economic data issues	Handbook of Econometrics	1986	80
44	Chapter 30 Demand analysis	Handbook of Econometrics	1986	73
45	Chapter 16 Monte carlo experimentation in econometrics	Handbook of Econometrics	1984	70
46	Computationally Intensive Methods for Integration in Econometrics	Handbook of Econometrics	2001	65
47	Chapter 42 Restrictions of economic theory in nonparametric methods	Handbook of Econometrics	1994	58
48	Chapter 6 Non-linear regression models	Handbook of Econometrics	1983	57
49	Chapter 26 Functional forms in econometric model building	Handbook of Econometrics	1986	57
50	Chapter 9 Bayesian analysis of simultaneous equation systems	Handbook of Econometrics	1983	56

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