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| 1997 | A RESIDUAL-BASED TEST OF THE NULL OF COINTEGRATION IN PANEL DATA
RePEc:wpa:wuwpem:9711002 [Citation Analysis] | 87 |
| 2001 | Model uncertainty in cross-country growth regressions
RePEc:wpa:wuwpem:9903003 [Citation Analysis] | 75 |
| 1996 | Real and Spurious Long Memory Properties of Stock Market Data
RePEc:wpa:wuwpem:9605004 [Citation Analysis] | 59 |
| 2001 | Model uncertainty in cross-country growth regressions
RePEc:wpa:wuwpem:0110002 [Citation Analysis] | 55 |
| 1996 | Bootstrap Methods in Econometrics: Theory and Numerical Performance
RePEc:wpa:wuwpem:9602009 [Citation Analysis] | 50 |
| 2003 | Tests of Conditional Predictive Ability
RePEc:wpa:wuwpem:0308001 [Citation Analysis] | 46 |
| 1999 | Firm Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years
RePEc:wpa:wuwpem:9902001 [Citation Analysis] | 46 |
| 1999 | Benchmark Priors for Bayesian Model Averaging
RePEc:wpa:wuwpem:9804001 [Citation Analysis] | 36 |
| 2002 | Confidence Statements for Efficiency Estimates from Stochastic Frontier Models
RePEc:wpa:wuwpem:0206006 [Citation Analysis] | 36 |
| 1996 | Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable
RePEc:wpa:wuwpem:9603001 [Citation Analysis] | 26 |
| 2005 | Robus Standard Error Estimation in Fixed-Effects Panel Models
RePEc:wpa:wuwpem:0508018 [Citation Analysis] | 25 |
| 2004 | Non-stationarities in financial time series, the long range dependence and the IGARCH effects
RePEc:wpa:wuwpem:0412005 [Citation Analysis] | 25 |
| 2005 | Estimating the Underground Economy using MIMIC Models
RePEc:wpa:wuwpem:0507003 [Citation Analysis] | 25 |
| 1993 | SEMIPARAMETRIC ESTIMATION OF REGRESSION MODELS FOR PANEL DATA
RePEc:wpa:wuwpem:9309001 [Citation Analysis] | 22 |
| 2000 | Simulating the Impact of Policy upon Chronic and Transitory Poverty in Rural Pakistan
RePEc:wpa:wuwpem:0004003 [Citation Analysis] | 21 |
| 2004 | Predictive Regressions: A Reduced-Bias Estimation Method
RePEc:wpa:wuwpem:0412008 [Citation Analysis] | 21 |
| 1996 | Bootstrap Methods For Covariance Structures
RePEc:wpa:wuwpem:9610003 [Citation Analysis] | 21 |
| 1997 | Using Wavelets to Obtain a Consistent Ordinary Least Squares Estimator of the Long Memory Parameter
RePEc:wpa:wuwpem:9710002 [Citation Analysis] | 21 |
| 1996 | A Single-Blind Controlled Competition among Tests for Nonlinearity and Chaos
RePEc:wpa:wuwpem:9602005 [Citation Analysis] | 20 |
| 2005 | The Large Sample Behaviour of the Generalized Method of Moments Estimator in Misspecified Models
RePEc:wpa:wuwpem:0505002 [Citation Analysis] | 19 |
| 1996 | Valid Confidence Intervals and Inference in the Presence of Weak Instruments
RePEc:wpa:wuwpem:9612002 [Citation Analysis] | 19 |
| 1994 | Using Expectations Data to Study Subjective Income Expectations
RePEc:wpa:wuwpem:9411003 [Citation Analysis] | 18 |
| 2004 | Simulation-based estimation of peer effects
RePEc:wpa:wuwpem:0408002 [Citation Analysis] | 18 |
| 2001 | On the Similarity of Classical and Bayesian Estimates of Individual Mean Partworths
RePEc:wpa:wuwpem:0012003 [Citation Analysis] | 18 |
| 1995 | Unit Root Tests and the Burden of Proof
RePEc:wpa:wuwpem:9502005 [Citation Analysis] | 18 |
| 1998 | Cointegration and Forward and Spot Exchange Rate Regressions
RePEc:wpa:wuwpem:9812001 [Citation Analysis] | 16 |
| 1995 | Selection of the Truncation Lag in Structural VARs (or VECMs) with Long-Run Restrictions
RePEc:wpa:wuwpem:9510001 [Citation Analysis] | 16 |
| 2004 | Characterising the Business Cycle for Accession Countries
RePEc:wpa:wuwpem:0403006 [Citation Analysis] | 16 |
| 2004 | Non-stationarities in stock returns
RePEc:wpa:wuwpem:0411016 [Citation Analysis] | 16 |
| 2003 | EXAMINATION OF SOME MORE POWERFUL MODIFICATIONS OF THE DICKEY- FULLER TEST
RePEc:wpa:wuwpem:0311007 [Citation Analysis] | 15 |
| 2005 | Bibliographic portrait of the Gini concentration ratio
RePEc:wpa:wuwpem:0511004 [Citation Analysis] | 14 |
| 1998 | Bayesian and Classical Approaches to Instrumental Variables Regression
RePEc:wpa:wuwpem:9812002 [Citation Analysis] | 14 |
| 2002 | The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?
RePEc:wpa:wuwpem:0207002 [Citation Analysis] | 14 |
| 2005 | Functional Structure and Approximation in Econometrics (book front matter)
RePEc:wpa:wuwpem:0511006 [Citation Analysis] | 12 |
| 2005 | Modeling and forecasting electricity loads: A comparison
RePEc:wpa:wuwpem:0502004 [Citation Analysis] | 12 |
| 2004 | Dynamic Factor Analysis with Nonlinear Temporal Aggregation Constraints
RePEc:wpa:wuwpem:0401003 [Citation Analysis] | 12 |
| 1998 | Martingales, Nonlinearity, and Chaos
RePEc:wpa:wuwpem:9805003 [Citation Analysis] | 11 |
| 1996 | The Power of Single Equation Tests for Cointegration when the Cointegrating Vector is Prespecified.
RePEc:wpa:wuwpem:9612001 [Citation Analysis] | 11 |
| 2002 | Multiple-Output Production With Undesirable Outputs: An Application to Nitrogen Surplus in Agriculture
RePEc:wpa:wuwpem:0201001 [Citation Analysis] | 11 |
| 2005 | Forecasting Realized Volatility Using a Long Memory Stochastic Volatility Model: Estimation, Prediction and Seasonal Adjustment
RePEc:wpa:wuwpem:0501002 [Citation Analysis] | 11 |
| 1997 | A Monte Carlo Comparison of Tests for Cointegration in Panel Data
RePEc:wpa:wuwpem:9712002 [Citation Analysis] | 10 |
| 2004 | On the Estimation of Nonlinearly Aggregated Mixed Models
RePEc:wpa:wuwpem:0411012 [Citation Analysis] | 10 |
| 2003 | Modeling highly volatile and seasonal markets: evidence from the Nord Pool electricity market
RePEc:wpa:wuwpem:0303007 [Citation Analysis] | 10 |
| 2004 | Semiparametric Estimation of Fractional Cointegrating Subspaces
RePEc:wpa:wuwpem:0412007 [Citation Analysis] | 10 |
| 2003 | Long memory and the relation between implied and realized volatility
RePEc:wpa:wuwpem:0305004 [Citation Analysis] | 10 |
| 1997 | On the Estimation and Inference of a Cointegrated Regression in Panel Data
RePEc:wpa:wuwpem:9703001 [Citation Analysis] | 10 |
| 2003 | Levy-stable distributions revisited: tail index > 2 does not exclude the Levy-stable regime
RePEc:wpa:wuwpem:0305003 [Citation Analysis] | 10 |
| 2005 | Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
RePEc:wpa:wuwpem:0503004 [Citation Analysis] | 10 |
| 2003 | Panel Unit Roots Tests for Cross-Sectionally Correlated Panels: A Monte Carlo Comparison
RePEc:wpa:wuwpem:0310004 [Citation Analysis] | 9 |
| 2003 | ML vs GMM Estimates of Hybrid Macroeconomic Models (With an Application to the New Phillips Curve)
RePEc:wpa:wuwpem:0303006 [Citation Analysis] | 9 |
