About
Technology
Issues
FAQ
Search
Scientometrics
Impact Factor
Discipline Ranks
h
-index
g
-index
Articles
Citations
Article Citations
Citation Distribution
Overviews
Top Institutions
Top Schools
Top Authors
Prolific Authors
Top Articles
Citing Bodies
Top Citing Authors
Top Citing Institutions
Top Citing Schools
Top Citing Journals
Top Citing Disciplines
exaly
›
Journals
›
Econometrics Journal
›
top-articles
Econometrics Journal
1.5
(top 50%)
impact factor
638
(top 50%)
papers
21.1K
(top 10%)
citations
68
(top 10%)
h
-index
1.6
(top 50%)
extended IF
741
all documents
26.2K
doc citations
131
(top 10%)
g
-index
Top Articles
#
Title
Journal
Year
Citations
1
Testing for stationarity in heterogeneous panel data
Econometrics Journal
2000
1,804
2
A bias-adjusted LM test of error cross-section independence
Econometrics Journal
2008
1,300
3
The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effects
Econometrics Journal
2004
890
4
Dynamic panel estimation and homogeneity testing under cross section dependence
Econometrics Journal
2003
814
5
Double/debiased machine learning for treatment and structural parameters
Econometrics Journal
2018
721
6
A simple approach to quantile regression for panel data
Econometrics Journal
2011
636
7
Critical values for multiple structural change tests
Econometrics Journal
2003
531
8
Breaking the panels: An application to the GDP per capita
Econometrics Journal
2005
468
9
Cointegration analysis in the presence of structural breaks in the deterministic trend
Econometrics Journal
2000
463
10
Realized kernels in practice: trades and quotes
Econometrics Journal
2009
451
11
Some tests for parameter constancy in cointegrated VAR‐models
Econometrics Journal
1999
435
12
Weak and strong cross‐section dependence and estimation of large panels
Econometrics Journal
2011
410
13
Likelihood‐based cointegration tests in heterogeneous panels
Econometrics Journal
2001
368
14
Pooling of forecasts
Econometrics Journal
2004
329
15
Data mining reconsidered: encompassing and the general‐to‐specific approach to specification search
Econometrics Journal
1999
316
16
Statistical algorithms for models in state space using SsfPack 2.2
Econometrics Journal
1999
315
17
The weak instrument problem of the system GMM estimator in dynamic panel data models
Econometrics Journal
2010
298
18
Model selection tests for nonlinear dynamic models
Econometrics Journal
2002
282
19
Some cautions on the use of panel methods for integrated series of macroeconomic data
Econometrics Journal
2004
253
20
Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
Econometrics Journal
2004
239
21
Distributions of error correction tests for cointegration
Econometrics Journal
2002
213
22
An overview of the estimation of large covariance and precision matrices
Econometrics Journal
2016
206
23
Specification and estimation of social interaction models with network structures
Econometrics Journal
2010
194
24
Specification and simulated likelihood estimation of a non‐normal treatment‐outcome model with selection: Application to health care utilization
Econometrics Journal
2006
173
25
Bayesian inference on GARCH models using the Gibbs sampler
Econometrics Journal
1998
170
26
Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designs
Econometrics Journal
2020
170
27
Non‐monotonic hazard functions and the autoregressive conditional duration model
Econometrics Journal
2000
158
28
Identification of treatment response with social interactions
Econometrics Journal
2013
158
29
A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNP
Econometrics Journal
1998
152
30
BUGS for a Bayesian analysis of stochastic volatility models
Econometrics Journal
2000
151
31
Exact interpretation of dummy variables in semilogarithmic equations
Econometrics Journal
2002
146
32
Representation theorem for convex nonparametric least squares
Econometrics Journal
2008
145
33
Oil prices and exchange rates: Norwegian evidence
Econometrics Journal
2004
143
34
Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. Perez
Econometrics Journal
1999
140
35
Modelling sample selection using Archimedean copulas
Econometrics Journal
2003
136
36
Short‐term forecasts of euro area GDP growth
Econometrics Journal
2011
136
37
Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of production
Econometrics Journal
2018
133
38
The wild bootstrap for few (treated) clusters
Econometrics Journal
2018
131
39
Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
Econometrics Journal
2004
129
40
On the impact of error cross-sectional dependence in short dynamic panel estimation
Econometrics Journal
2009
128
41
The Hausman test in a Cliff and Ord panel model
Econometrics Journal
2011
127
42
Theory and inference for a Markov switching GARCH model
Econometrics Journal
2010
126
43
Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR process
Econometrics Journal
2001
121
44
Two-step series estimation of sample selection models
Econometrics Journal
2009
121
45
Quantile coherency: A general measure for dependence between cyclical economic variables
Econometrics Journal
2019
121
46
Identification and estimation of local average derivatives in non-separable models without monotonicity
Econometrics Journal
2009
119
47
Nonlinear econometric models with cointegrated and deterministically trending regressors
Econometrics Journal
2001
110
48
Forecasting in dynamic factor models using Bayesian model averaging
Econometrics Journal
2004
110
49
The Tobit model with a non‐zero threshold
Econometrics Journal
2007
109
50
Non‐parametric time‐varying coefficient panel data models with fixed effects
Econometrics Journal
2011
109
site/software ©
exaly
; All materials licenced under
CC by-SA
.