Journal of Econometrics

Top 10 requested papers, Year 2001
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Jan-Dec 2001
 
1  Forecasting and empirical methods in finance and macroeconomics, F.X. Diebold, Kenneth D. West 764 [abstract]
2  The memory of stochastic volatility models, P.M. Robinson 736 [abstract]
3  Studies in Estimation and Testing, Cheng Hsiao, Isabelle Perrigne 503 [abstract]
4  Financial econometrics: Past developments and future challenges, Tim Bollerslev 501 [abstract]
5  GMM estimation of linear panel data models with time-varying individual effects, Seung Chan Ahn, Young Hoon Lee, Peter Schmidt 477 [abstract]
6  Do option markets correctly price the probabilities of movement of the underlying asset?, Yacine At-Sahalia, Yubo Wang, Francis Yared 434 [abstract]
7  Econometrics and empirical economics, James J. Heckman 426 [abstract]
8  Testing additivity in generalized nonparametric regression models with estimated parameters, Pedro L. Gozalo, Oliver B. Linton 402 [abstract]
9  Marketing models of consumer heterogeneity, Greg M. Allenby, Peter E. Rossi 392 [abstract]
10  Financial econometrics - A new discipline with new methods, Robert Engle 380 [abstract]

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