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Econometric Reviews

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7K

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84K

Citations

563

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Econometric Reviews is a journal.

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Econometric Reviews

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7K

Publications

84K

Citations

Showing yearly statistics from 2000-2026.

YearCitations

A test for independence based on the correlation dimension

W. A. Broock, J. A. Scheinkman, W. Davis Dechert,

Econometric Reviews

1996

3.4K

Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

Tim Bollerslev, Jeffrey M. Wooldridge

Econometric Reviews

1992

3.3K

Testing Weak Cross-Sectional Dependence in Large Panels

M. Hashem Pesaran

Econometric Reviews

2014

2.5K

Modelling the persistence of conditional variances

Robert F. Engle, Tim Bollerslev

Econometric Reviews

1986

2.1K

GMM Estimation with persistent panel data: an application to production functions

Richard Blundell, Stephen Bond

Econometric Reviews

2000

1.6K

Bayesian Analysis of DSGE Models

Sungbae An, Frank Schorfheide

Econometric Reviews

2007

1.3K

New Simple Tests for Panel Cointegration

Joakim Westerlund

Econometric Reviews

2005

1.2K

Forecasting and conditional projection using realistic prior distributions

Thomas Doan, Robert B. Litterman, Christopher A. Sims

Econometric Reviews

1984

1.2K

SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS

Dick van Dijk, Timo Teräsvirta, Philip Hans Franses

Econometric Reviews

2002

1.2K

MIDAS Regressions: Further Results and New Directions

Éric Ghysels, Arthur Sinko, Rossen Valkanov

Econometric Reviews

2007

978

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