Econometrics Journal

Testing for stationarity in heterogeneous panel data

Kaddour Hadri · 2000 · 3K citations

Social Sciences, Accountancy, Economics +17

Double/debiased machine learning for treatment and structural parameters

Victor Chernozhukov, Denis Chetverikov, Mert Demirer et al. · 2017 · 2.5K citations · Full text

Computing, Computer Science, Machine Learning +12

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

M. Hashem Pesaran, Aman Ullah, Takashi Yamagata · 2008 · 2.4K citations

Social Sciences, Economics, Development Economics +6

A simple approach to quantile regression for panel data

Ivan A. Canay · 2011 · 1.1K citations

Social Sciences, Economics, Econometrics +15

Critical values for multiple structural change tests

Jushan Bai, Pierre Perrón · 2003 · 837 citations

Social Sciences, Biostatistics, Econometrics +13