Journal of Econometrics

Most requested papers, Year 2002
# requests
Apr-Dec 2002
1  Unit root tests in panel data: asymptotic and finite-sample properties, Andrew Levin, Chien-Fu Lin and Chia-Shang James Chu 494
2  Healthy, wealthy, and wise? Tests for direct causal paths between health and socioeconomic status, Peter Adams, Michael D. Hurd, Daniel McFadden, Angela Merrill and Tiago Ribeiro 470
3  Markov chain Monte Carlo methods for stochastic volatility models, Siddhartha Chib, Federico Nardari and Neil Shephard 462
4  Stochastic estimation of firm technology, inefficiency, and productivity growth using shadow cost and distance functions, Scott E. Atkinson and Daniel Primont 452
5  Socio-economic status and health: causality and pathways, Jerome Adda, Tarani Chandola and Michael Marmot 432
6  Analysis of data on health: 2, Alok Bhargava 431
7  Some aspects of causal relationships, Clive W. J. Granger 416
8  Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods, Cheng Hsiao, M. Hashem Pesaran and A. Kamil Tahmiscioglu 409
9  Finite sample and asymptotic methods in econometrics, Richard J. Smith and H. Peter Boswijk 396
10  Evaluating GARCH models, Stefan Lundbergh and Timo Terasvirta 354
11  Market efficiency, asset returns, and the size of the risk premium in global equity markets, Ravi Bansal and Christian Lundblad 352
12  The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis, Anil K. Bera and Yannis Bilias 335
13  Conditioning, causality and policy analysis, James Heckman 329
14  Nonparametric tests for unit roots and cointegration, Jorg Breitung 326
15  Long memory and nonlinear time series, James Davidson and Timo Terasvirta 326
16  Forecasting and empirical methods in finance and macroeconomics, F. X. Diebold and Kenneth D. West 295
17  Robust and consistent estimation of nonlinear errors-in-variables models, Tong Li 263
18  Estimating stochastic volatility diffusion using conditional moments of integrated volatility, Tim Bollerslev and Hao Zhou 259
19  Initial conditions and moment restrictions in dynamic panel data models, Richard Blundell and Stephen Bond 250
20  Bootstrap inference for inequality, mobility and poverty measurement, Martin Biewen 244
21  A CUSUM test for cointegration using regression residuals, Zhijie Xiao and Peter C. B. Phillips 239
22  Some observations on health status and economic status, James M. Poterba 238
23  Misspecified Structural Change, Threshold, and Markov-switching models, Marine Carrasco 237
24  Bayesian analysis of nested logit model by Markov chain Monte Carlo, Kajal Lahiri and Jian Gao 236
25  Semi-nonparametric cointegration testing, H. Peter Boswijk and Andre Lucas 234

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