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

#TitleJournalYearCitations
1Testing for stationarity in heterogeneous panel dataEconometrics Journal20001,804
2A bias-adjusted LM test of error cross-section independenceEconometrics Journal20081,300
3The behaviour of the maximum likelihood estimator of limited dependent variable models in the presence of fixed effectsEconometrics Journal2004890
4Dynamic panel estimation and homogeneity testing under cross section dependenceEconometrics Journal2003814
5Double/debiased machine learning for treatment and structural parametersEconometrics Journal2018721
6A simple approach to quantile regression for panel dataEconometrics Journal2011636
7Critical values for multiple structural change testsEconometrics Journal2003531
8Breaking the panels: An application to the GDP per capitaEconometrics Journal2005468
9Cointegration analysis in the presence of structural breaks in the deterministic trendEconometrics Journal2000463
10Realized kernels in practice: trades and quotesEconometrics Journal2009451
11Some tests for parameter constancy in cointegrated VAR‐modelsEconometrics Journal1999435
12Weak and strong cross‐section dependence and estimation of large panelsEconometrics Journal2011410
13Likelihood‐based cointegration tests in heterogeneous panelsEconometrics Journal2001368
14Pooling of forecastsEconometrics Journal2004329
15Data mining reconsidered: encompassing and the general‐to‐specific approach to specification searchEconometrics Journal1999316
16Statistical algorithms for models in state space using SsfPack 2.2Econometrics Journal1999315
17The weak instrument problem of the system GMM estimator in dynamic panel data modelsEconometrics Journal2010298
18Model selection tests for nonlinear dynamic modelsEconometrics Journal2002282
19Some cautions on the use of panel methods for integrated series of macroeconomic dataEconometrics Journal2004253
20Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximationsEconometrics Journal2004239
21Distributions of error correction tests for cointegrationEconometrics Journal2002213
22An overview of the estimation of large covariance and precision matricesEconometrics Journal2016206
23Specification and estimation of social interaction models with network structuresEconometrics Journal2010194
24Specification and simulated likelihood estimation of a non‐normal treatment‐outcome model with selection: Application to health care utilizationEconometrics Journal2006173
25Bayesian inference on GARCH models using the Gibbs samplerEconometrics Journal1998170
26Optimal bandwidth choice for robust bias-corrected inference in regression discontinuity designsEconometrics Journal2020170
27Non‐monotonic hazard functions and the autoregressive conditional duration modelEconometrics Journal2000158
28Identification of treatment response with social interactionsEconometrics Journal2013158
29A comparison of the forecast performance of Markov‐switching and threshold autoregressive models of US GNPEconometrics Journal1998152
30BUGS for a Bayesian analysis of stochastic volatility modelsEconometrics Journal2000151
31Exact interpretation of dummy variables in semilogarithmic equationsEconometrics Journal2002146
32Representation theorem for convex nonparametric least squaresEconometrics Journal2008145
33Oil prices and exchange rates: Norwegian evidenceEconometrics Journal2004143
34Improving on ‘Data mining reconsidered’ by K.D. Hoover and S.J. PerezEconometrics Journal1999140
35Modelling sample selection using Archimedean copulasEconometrics Journal2003136
36Short‐term forecasts of euro area GDP growthEconometrics Journal2011136
37Central limit theorems for conditional efficiency measures and tests of the ‘separability’ condition in non‐parametric, two‐stage models of productionEconometrics Journal2018133
38The wild bootstrap for few (treated) clustersEconometrics Journal2018131
39Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*Econometrics Journal2004129
40On the impact of error cross-sectional dependence in short dynamic panel estimationEconometrics Journal2009128
41The Hausman test in a Cliff and Ord panel modelEconometrics Journal2011127
42Theory and inference for a Markov switching GARCH modelEconometrics Journal2010126
43Maximum eigenvalue versus trace tests for the cointegrating rank of a VAR processEconometrics Journal2001121
44Two-step series estimation of sample selection modelsEconometrics Journal2009121
45Quantile coherency: A general measure for dependence between cyclical economic variablesEconometrics Journal2019121
46Identification and estimation of local average derivatives in non-separable models without monotonicityEconometrics Journal2009119
47Nonlinear econometric models with cointegrated and deterministically trending regressorsEconometrics Journal2001110
48Forecasting in dynamic factor models using Bayesian model averagingEconometrics Journal2004110
49The Tobit model with a non‐zero thresholdEconometrics Journal2007109
50Non‐parametric time‐varying coefficient panel data models with fixed effectsEconometrics Journal2011109