Journal of Applied Econometrics

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Also Known As

Applied econometrics, Special issue; the econometrics of social insurance

2.6K

Publications

182.9K

Citations

983

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Journal of Applied Econometrics is a journal.

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#	Concept	H-Index	Publications	Citations
1	Business	166	1.1K	124.7K
2	Engineering	111	400	51.1K
3	Education	39	74	5.8K
4	Health Sciences	9	9	883
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Journal of Applied Econometrics

2.6K

Publications

182.9K

Citations

Showing yearly statistics from 2000-2026.

Page 1

	Year	Citations
Bounds testing approaches to the analysis of level relationships M. Hashem Pesaran, Yongcheol Shin, Richard J. Smith Journal of Applied Econometrics	2001	18.9K
A simple panel unit root test in the presence of cross‐section dependence M. Hashem Pesaran Journal of Applied Econometrics	2007	11.4K
Mixed MNL models for discrete response Daniel McFadden, Kenneth Train Journal of Applied Econometrics EngineeringRandom CoefficientsModeling MethodMixed Mnl ModelsMmnl Model	2000	4K
Econometric methods for fractional response variables with an application to 401(k) plan participation rates Leslie E. Papke, Jeffrey M. Wooldridge Journal of Applied Econometrics Applied EconomicsLabor Market ParticipationPlan Participation RatesPolicy AnalysisExperimental Economics	1996	3.9K
Numerical distribution functions for unit root and cointegration tests James G. MacKinnon Journal of Applied Econometrics Numerical AnalysisEngineeringMacroeconomic ForecastingEconomic FluctuationMathematical Statistic	1996	3K
Numerical distribution functions of likelihood ratio tests for cointegration James G. MacKinnon, Alfred A. Haug, Leo Michelis Journal of Applied Econometrics Econometric ModelVolatility ModelingEconomicsInternational FinanceMacroeconomics	1999	2K
Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity Jeffrey M. Wooldridge Journal of Applied Econometrics Applied EconomicsPanel DataEconomic GrowthCausal InferenceSimultaneous Equation Modeling	2005	1.8K
Econometric models based on count data. Comparisons and applications of some estimators and tests A. Colin Cameron, Pravin K. Trivedi Journal of Applied Econometrics Family MedicineEconomicsEconometric ModelCount DataHealth Economics	1986	1.8K
A forecast comparison of volatility models: does anything beat a GARCH(1,1)? Peter Reinhard Hansen, Asger Lunde Journal of Applied Econometrics Empirical FinanceForecasting MethodologyVolatility ModelingEngineeringExchange Rates	2005	1.7K
Counterfactual decomposition of changes in wage distributions using quantile regression José A. F. Machado, José Mata Journal of Applied Econometrics Wage InequalityIncome DistributionMarginal Wage DistributionsQuantile RegressionEconomic Analysis	2005	1.4K

Page 1