Most requested Article - "Journal of Econometrics"
(unto and including Nov'99)
Title Author[s] Abstract- Year Journal/ Volume Issue No. Of Requests Abstract at: PDF at:
1 Subsampling for heteroskedastic time series Politis D.N., Romano Joseph P., Wolf Michael

1997

81

2

685

View Abstract View PDF
2 Business cycle analysis without much theory A look at structural VARs Cooley Thomas F., Dwyer Mark

1998

83

1-2

538

View Abstract View PDF
3 Structural relations, cointegration and identification: some simple results and their application Davidson James

1998

87

1

532

View Abstract View PDF
4 Estimation of stochastic volatility models via Monte Carlo maximum likelihood Sandmann Gleb, Koopman Siem Jan

1998

87

2

506

View Abstract View PDF
5 Testing the null of stationarity for multiple time series Choi In, Chul Ahn Byung

1998

88

1

477

View Abstract View PDF
6 Detecting shocks: Outliers and breaks in time series Atkinson A.C., Koopman S.J., Shephard N.

1997

80

2

469

View Abstract View PDF
7 Forecasting turning points in countries' output growth rates: A response to Milton Friedman Zellner Arnold, Min Chung-ki

1998

88

2

447

View Abstract View PDF
8 Pitfalls in testing for long run relationships Gonzalo Jess, Lee Tae-Hwy

1998

86

1

430

View Abstract View PDF
9 Dynamic equilibrium and volatility in financial asset markets At-Sahalia Yacine

1998

84

1

423

View Abstract View PDF
10 Initial conditions and moment restrictionsin dynamic panel data models Blundell Richard, Bond Stephen

1998

87

1

421

View Abstract View PDF

 

 

 


Econometric Rankings | Back to Econometric Links Econometric Journal