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Journal of Econometrics

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6.4K

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675.7K

Citations

890

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Journal of Econometrics is a journal.

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Journal of Econometrics

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6.4K

Publications

675.7K

Citations

Showing yearly statistics from 2000-2026.

YearCitations

Generalized autoregressive conditional heteroskedasticity

Tim Bollerslev

Journal of Econometrics

1986

21.9K

Initial conditions and moment restrictions in dynamic panel data models

Richard Blundell, Stephen Bond

Journal of Econometrics

1998

21K

Another look at the instrumental variable estimation of error-components models

Manuel Arellano, Olympia Bover

Journal of Econometrics

1995

19.1K

Testing for unit roots in heterogeneous panels

Kyung So Im, M. Hashem Pesaran, Yongcheol Shin

Journal of Econometrics

2003

14.7K

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

Andrew Levin, Chien‐Fu Lin, Chia-Shang James Chu

Journal of Econometrics

2002

12.5K

Testing the null hypothesis of stationarity against the alternative of a unit root

Denis Kwiatkowski, Peter C.B. Phillips, Peter Schmidt,

Journal of Econometrics

1992

12.4K

Formulation and estimation of stochastic frontier production function models

Dennis J. Aigner, C. A. Knox Lovell, Peter Schmidt

Journal of Econometrics

1977

10K

Difference-in-differences with variation in treatment timing

Andrew Goodman-Bacon

Journal of Econometrics

2021

6.3K

Spurious regressions in econometrics

Clive W. J. Granger, Paul Newbold

Journal of Econometrics

1974

6.1K

Statistical inference in vector autoregressions with possibly integrated processes

Hiro Y. Toda, Taku Yamamoto

Journal of Econometrics

1995

5.8K

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