Concepedia

Microeconometrics

Microeconometrics is a branch of econometrics that focuses on the development and application of statistical methods for estimating and testing economic models using micro-level data, such as individual, household, or firm observations, distinguished from macroeconometrics by its analysis of disaggregated data structures and heterogeneity in economic behavior.

11.6K

Publications

1.2M

Citations

14.3K

Authors

3.4K

Institutions

Publications per year

2017–2026

2.1K

Parents

Children

Publications

11.6K

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

Manuel Arellano, Stephen Bond · The Review of Economic Studies · 1991 · 32.8K citations

, , +16

Sample Selection Bias as a Specification Error

James J. Heckman · Econometrica · 1979 · 28.9K citations

, , +16

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

, , +11

Specification Tests in Econometrics

Jerry A. Hausman · Econometrica · 1978 · 18.4K citations

, , +15

Unit root tests in panel data: asymptotic and finite-sample properties

Andrew Levin, Chien‐Fu Lin, Chia-Shang James Chu · Journal of Econometrics · 2002 · 12.7K citations

, , +13

1–5 of 11.6K

Authors

14.3K

  1. MH
    M. Hashem Pesaran

    University of Southern California, United States

    69 publications · 41.5K citations

    47

    h-index

  2. WK
    Whitney K. Newey

    Massachusetts Institute of Technology, United States

    35 publications · 11.1K citations

    29

    h-index

  3. DF
    David F. Hendry

    University of Oxford, United Kingdom

    41 publications · 5.8K citations

    29

    h-index

  4. RB
    Richard Blundell

    University College London, United Kingdom

    39 publications · 8.1K citations

    28

    h-index

  5. PC
    Peter C.B. Phillips

    Yale University, United States

    46 publications · 7.5K citations

    27

    h-index

1–5 of 14.3K

Institutions

3.4K

  1. National Bureau of Economic Research

    Cambridge, United States

    97 h-index

    605 publications

    78.1K citations

  2. IZA - Institute of Labor Economics

    Bonn, Germany

    63 h-index

    516 publications

    24.4K citations

  3. Princeton University

    Princeton, United States

    62 h-index

    152 publications

    26.5K citations

  4. University of California, Berkeley

    Berkeley, United States

    62 h-index

    216 publications

    30.6K citations

  5. University of Chicago

    Chicago, United States

    61 h-index

    206 publications

    31.1K citations

  6. Massachusetts Institute of Technology

    Cambridge, United States

    58 h-index

    147 publications

    30.7K citations

  7. Harvard University

    Cambridge, United States

    57 h-index

    129 publications

    30K citations

  8. London School of Economics and Political Science

    London, United Kingdom

    56 h-index

    176 publications

    58.9K citations

1–8 of 3.4K

Venues

  1. Econometrica

    290 publications · 189.1K citations

    139

    h-index

  2. SSRN Electronic Journal

    Repository · 1.3K publications · 64.1K citations

    99

    h-index

  3. Journal of Econometrics

    328 publications · 79.4K citations

    93

    h-index

  4. The Review of Economics and Statistics

    233 publications · 35.5K citations

    86

    h-index

  5. Journal of Business and Economic Statistics

    JBES · 250 publications · 22.9K citations

    73

    h-index

1–5