Econometrics Journal

Testing for stationarity in heterogeneous panel data

Kaddour Hadri · 2000 · 2.9K citations

Econometric Model, Economics, Applied Economics +15

A bias-adjusted LM test of error cross-section independence

M. Hashem Pesaran, Aman Ullah, Takashi Yamagata · 2008 · 2.3K citations

Double/debiased machine learning for treatment and structural parameters

Victor Chernozhukov, Denis Chetverikov, Mert Demirer et al. · 2017 · 2.1K citations · Full text

Parameter Estimation, Engineering, Machine Learning +17

A simple approach to quantile regression for panel data

Ivan A. Canay · 2011 · 1.1K citations

Critical values for multiple structural change tests

Jushan Bai, Pierre Perrón · 2003 · 817 citations