4.9(top 3%)
Impact Factor
5.4(top 3%)
extended IF
362(top 1%)
citing journals
citing authors

Most Cited Articles of Econometrica

Prospect Theory: An Analysis of Decision under Risk197926.3K
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity198014.2K
Co-Integration and Error Correction: Representation, Estimation, and Testing198714K
Sample Selection Bias as a Specification Error197913.7K
Investigating Causal Relations by Econometric Models and Cross-spectral Methods196910.8K
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation198210.2K
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix19879.6K
Specification Tests in Econometrics19788.4K
Nonparametric Tests Against Trend19457.4K
Regression Quantiles19787.1K
Large Sample Properties of Generalized Method of Moments Estimators19826.4K
The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity20035.9K
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root19815.9K
Macroeconomics and Reality19805.3K
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models19914.9K
Conditional Heteroskedasticity in Asset Returns: A New Approach19914.8K
Continuous Auctions and Insider Trading19854.6K
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle19894.5K
Instrumental Variables Regression with Weak Instruments19974.2K
A Theory of the Term Structure of Interest Rates19854.1K
The Bargaining Problem19504K
Biases in Dynamic Models with Fixed Effects19813.9K
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis19893.7K
A Model of Growth Through Creative Destruction19923.5K
Tests of Equality Between Sets of Coefficients in Two Linear Regressions19603.3K