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Econometric Theory / Cambridge University Press

Citation Profile [Updated: 2026-08-21 11:52:43]
5 Years H Index
100
Impact Factor (IF)
0.41
5 Years IF
0.49
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.1 0.1 0.36 0.09 61 61 790 21 22 100 10 199 17 1 4.8 3 0.05 0.05
1991 0.13 0.11 0.35 0.1 53 114 1363 38 62 105 14 236 24 0 4 0.08 0.06
1992 0.05 0.12 0.2 0.06 72 186 1147 32 100 114 6 253 15 0 2 0.03 0.06
1993 0.07 0.13 0.12 0.05 79 265 1339 31 133 125 9 286 15 0 4 0.05 0.06
1994 0.09 0.14 0.2 0.09 71 336 1745 61 201 151 14 309 29 0 8 0.11 0.07
1995 0.16 0.22 0.35 0.2 100 436 4257 149 354 150 24 336 68 0 8 0.08 0.1
1996 0.29 0.25 0.42 0.29 81 517 1464 214 570 171 49 375 107 0 6 0.07 0.11
1997 0.35 0.24 0.4 0.25 74 591 1974 234 807 181 63 403 99 0 16 0.22 0.11
1998 0.34 0.28 0.58 0.36 45 636 1504 364 1175 155 53 405 145 3 0.8 7 0.16 0.13
1999 0.43 0.3 0.64 0.47 41 677 1443 427 1606 119 51 371 173 4 0.9 19 0.46 0.14
2000 0.72 0.34 0.81 0.67 48 725 1648 573 2193 86 62 341 229 4 0.7 13 0.27 0.16
2001 0.66 0.38 0.77 0.64 46 771 958 578 2790 89 59 289 186 0 13 0.28 0.17
2002 0.78 0.39 0.79 0.79 70 841 2019 650 3451 94 73 254 201 0 25 0.36 0.21
2003 0.77 0.43 0.95 0.81 80 921 1453 864 4327 116 89 250 203 4 0.5 28 0.35 0.21
2004 0.77 0.47 1.13 0.92 66 987 4489 1088 5441 150 116 285 262 14 1.3 20 0.3 0.21
2005 0.71 0.5 1.11 0.84 61 1048 2313 1149 6609 146 103 310 260 6 0.5 47 0.77 0.23
2006 1.13 0.49 1.25 0.94 57 1105 989 1345 7994 127 144 323 305 0 33 0.58 0.22
2007 0.87 0.44 1.09 0.94 53 1158 635 1215 9255 118 103 334 313 11 0.9 21 0.4 0.2
2008 0.87 0.47 1.31 1.22 69 1227 1918 1572 10859 110 96 317 386 7 0.4 62 0.9 0.22
2009 0.98 0.46 1.39 1.36 82 1309 1862 1806 12682 122 119 306 417 0 59 0.72 0.23
2010 0.95 0.46 1.2 0.9 67 1376 2102 1631 14329 151 143 322 290 5 0.3 33 0.49 0.2
2011 1.13 0.5 1.26 0.95 50 1426 871 1780 16124 149 168 328 313 0 28 0.56 0.23
2012 1.5 0.5 1.5 1.31 53 1479 1218 2208 18342 117 176 321 421 13 0.6 26 0.49 0.21
2013 1.39 0.53 1.67 1.6 45 1524 733 2536 20881 103 143 321 514 6 0.2 24 0.53 0.23
2014 1.18 0.52 1.47 1.42 43 1567 420 2287 23178 98 116 297 422 0 14 0.33 0.22
2015 1.15 0.52 1.51 1.47 51 1618 638 2443 25625 88 101 258 379 4 0.2 32 0.63 0.21
2016 0.81 0.49 1.32 0.95 39 1657 513 2178 27805 94 76 242 229 1 0 15 0.38 0.2
2017 1 0.51 1.3 1.07 48 1705 520 2218 30027 90 90 231 247 0 23 0.48 0.2
2018 1 0.52 1.26 1.04 46 1751 463 2201 32232 87 87 226 235 3 0.1 20 0.43 0.22
2019 0.83 0.53 1.1 0.87 32 1783 262 1955 34190 94 78 227 198 0 9 0.28 0.21
2020 1.1 0.63 1.28 1.11 34 1817 145 2323 36515 78 86 216 239 0 16 0.47 0.3
2021 0.86 0.72 1.14 1.15 35 1852 149 2105 38620 66 57 199 228 0 5 0.14 0.26
2022 0.61 0.71 1.09 0.89 38 1890 84 2057 40678 69 42 195 174 0 5 0.13 0.21
2023 0.68 0.66 1.13 0.9 38 1928 51 2174 42852 73 50 185 166 0 8 0.21 0.19
2024 0.39 0.7 1.02 0.72 36 1964 28 1996 44848 76 30 177 127 0 2 0.06 0.2
2025 0.41 0.93 0.87 0.49 42 2006 6 1738 46586 74 30 181 89 0 3 0.07 0.27
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20.

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2998
21995Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00.

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2270
31993Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00.

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734
42003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19.

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672
51991Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00.

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668
61996Which Moments to Match?. (1996). Tauchen, George ; Gallant, A.. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00.

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588
71997Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00.

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457
82004INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20.

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456
91999UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES. (1999). Baltagi, Badi ; Wu, Ping X.. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15.

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378
101990Stationarity and Persistence in the GARCH(1,1) Model. (1990). Nelson, Daniel B.. In: Econometric Theory. RePEc:cup:etheor:v:6:y:1990:i:03:p:318-334_00.

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374
112009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS. (2009). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09.

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350
122012A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE. (2012). Song, Song ; Hardle, Wolfgang K. ; Jeong, Kiho. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:861-887_00.

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337
132005AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY. (2005). . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:232-261_05.

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336
142005MODEL SELECTION AND INFERENCE: FACTS AND FICTION. (2005). Pötscher, Benedikt ; Leeb, Hannes ; P tscher, Benedikt M., . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05.

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313
151994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. (1994). shin, yongcheol. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00.

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310
162002MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS. (2002). Chen, Xiaohong ; Carrasco, Marine. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18.

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307
171998STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS. (1998). Jeantheau, Thierry. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:01:p:70-86_14.

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307
181994Asymptotic Theory for the Garch(1,1) Quasi-Maximum Likelihood Estimator. (1994). Hansen, Bruce ; Lee, Sang-Won. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:29-52_00.

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292
191997Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity. (1997). Cardell, Scott N.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:02:p:185-213_00.

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273
202005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS. (2005). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05.

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263
212009GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES. (2009). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Carrion-i-Silvestre, Josep Llu?s, . In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:06:p:1754-1792_99.

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263
222001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17.

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261
231992Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:01:p:1-27_01.

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255
241996Markov Chain Monte Carlo Simulation Methods in Econometrics. (1996). Chib, Siddhartha ; Greenberg, Edward. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:03:p:409-431_00.

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234
251991Asymptotics for Least Absolute Deviation Regression Estimators. (1991). Pollard, David. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:02:p:186-199_00.

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232
261995Inference in Models with Nearly Integrated Regressors. (1995). Elliott, Graham ; Stock, James H. ; Cavanagh, Christopher L.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1131-1147_00.

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232
271998A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES. (1998). Simar, Leopold ; Park, Byeong U. ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:06:p:783-793_14.

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231
281988Statistical Inference in Regressions with Integrated Processes: Part 1. (1988). Phillips, Peter ; Park, Joon ; Phillips, Peter C. B., . In: Econometric Theory. RePEc:cup:etheor:v:4:y:1988:i:03:p:468-497_01.

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230
292008UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA. (2008). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:726-748_08.

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221
301998CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE. (1998). Stinchcombe, Maxwell. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:03:p:295-325_14.

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216
311995Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power. (1995). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1148-1171_00.

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214
321986Asymptotic Theory for ARCH Models: Estimation and Testing. (1986). WEISS, ANDREW A.. In: Econometric Theory. RePEc:cup:etheor:v:2:y:1986:i:01:p:107-131_01.

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212
332008ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS. (2008). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:06:p:1663-1697_08.

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211
342000TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT. (2000). Saikkonen, Pentti ; Lütkepohl, Helmut ; Ltkepohl, Helmut. In: Econometric Theory. RePEc:cup:etheor:v:16:y:2000:i:03:p:373-406_16.

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205
351997Optimal Prediction Under Asymmetric Loss. (1997). Diebold, Francis. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:06:p:808-817_00.

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201
362008A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES. (2008). Johansen, Soren. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:651-676_08.

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190
372002TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME. (2002). Saikkonen, Pentti ; Lütkepohl, Helmut ; Ltkepohl, Helmut. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:02:p:313-348_18.

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189
381992Convergence to Stochastic Integrals for Dependent Heterogeneous Processes. (1992). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:04:p:489-500_01.

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188
391999ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES. (1999). Phillips, Peter ; Park, Joon. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:03:p:269-298_15.

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187
402005ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION. (2005). Pesaran, Mohammad ; hsiao, cheng ; Binder, Michael. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:04:p:795-837_05.

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187
411989Statistical Inference in Regressions with Integrated Processes: Part 2. (1989). Phillips, Peter ; Park, Joon ; Phillips, Peter C. B., . In: Econometric Theory. RePEc:cup:etheor:v:5:y:1989:i:01:p:95-131_01.

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186
422005NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH. (2005). THOMAS-AGNAN, Christine ; Daouia, Abdelaati ; Aragon, Y.. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:02:p:358-389_05.

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182
432008GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION. (2008). Hoti, Suhejla ; Chan, Felix ; Lieberman, Offer. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:06:p:1554-1583_08.

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176
442002CONSISTENCY AND EFFICIENCY OF LEAST SQUARES ESTIMATION FOR MIXED REGRESSIVE, SPATIAL AUTOREGRESSIVE MODELS. (2002). Lee, Lung-Fei. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:02:p:252-277_18.

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174
451989Partially Identified Econometric Models. (1989). Phillips, Peter ; Phillips, P. C. B., . In: Econometric Theory. RePEc:cup:etheor:v:5:y:1989:i:02:p:181-240_01.

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170
461994Kernel Estimation of Partial Means and a General Variance Estimator. (1994). Newey, Whitney. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:02:p:1-21_00.

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170
471995Causality in the Long Run. (1995). Clive, W. J. ; Lin, Jin-Lung. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:03:p:530-536_00.

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169
482011BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS. (2011). Kuersteiner, Guido ; Hahn, Jinyong. In: Econometric Theory. RePEc:cup:etheor:v:27:y:2011:i:06:p:1152-1191_00.

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164
492002NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS. (2002). Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:03:p:722-729_18.

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162
501998REVISING BELIEFS IN NONIDENTIFIED MODELS. (1998). Poirier, Dale J.. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:04:p:483-509_14.

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157
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12004PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS. (2004). Pedroni, Peter. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:03:p:597-625_20.

Full description at Econpapers || Download paper

538
21995Multivariate Simultaneous Generalized ARCH. (1995). Engle, Robert ; KRONER, Kenneth F.. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:122-150_00.

Full description at Econpapers || Download paper

169
31993Testing Identifiability and Specification in Instrumental Variable Models. (1993). Donald, Stephen ; CRAGG, John G.. In: Econometric Theory. RePEc:cup:etheor:v:9:y:1993:i:02:p:222-240_00.

Full description at Econpapers || Download paper

125
42012A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE. (2012). Song, Song ; Hardle, Wolfgang K. ; Jeong, Kiho. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:04:p:861-887_00.

Full description at Econpapers || Download paper

91
52004INSTRUMENTAL VARIABLE ESTIMATION OF A THRESHOLD MODEL. (2004). Hansen, Bruce ; Caner, Mehmet. In: Econometric Theory. RePEc:cup:etheor:v:20:y:2004:i:05:p:813-843_20.

Full description at Econpapers || Download paper

86
61991Asymptotically Efficient Estimation of Cointegration Regressions. (1991). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:01:p:1-21_00.

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62
72017SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION. (2017). Sun, Yixiao ; Kaplan, David. In: Econometric Theory. RePEc:cup:etheor:v:33:y:2017:i:01:p:105-157_00.

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48
82017DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS. (2017). Weidner, Martin ; Moon, Hyungsik. In: Econometric Theory. RePEc:cup:etheor:v:33:y:2017:i:01:p:158-195_00.

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44
91997Estimating Multiple Breaks One at a Time. (1997). Bai, Jushan. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:03:p:315-352_00.

Full description at Econpapers || Download paper

40
101997Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity. (1997). Cardell, Scott N.. In: Econometric Theory. RePEc:cup:etheor:v:13:y:1997:i:02:p:185-213_00.

Full description at Econpapers || Download paper

36
112005A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS. (2005). Vogelsang, Timothy ; Kiefer, Nicholas. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:06:p:1130-1164_05.

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36
122018FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION. (2018). Shi, Shuping ; Phillips, Peter. In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:04:p:705-753_00.

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34
132015WHEN BIAS KILLS THE VARIANCE: CENTRAL LIMIT THEOREMS FOR DEA AND FDH EFFICIENCY SCORES. (2015). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:31:y:2015:i:02:p:394-422_00.

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33
142009OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS. (2009). Reichlin, Lucrezia ; Lippi, Marco ; Giannone, Domenico ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:05:p:1319-1347_09.

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32
152005MODEL SELECTION AND INFERENCE: FACTS AND FICTION. (2005). Pötscher, Benedikt ; Leeb, Hannes ; P tscher, Benedikt M., . In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:01:p:21-59_05.

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31
162003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL. (2003). Ling, Shiqing. In: Econometric Theory. RePEc:cup:etheor:v:19:y:2003:i:02:p:280-310_19.

Full description at Econpapers || Download paper

30
171992Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation. (1992). Saikkonen, Pentti. In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:01:p:1-27_01.

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27
182010SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE. (2010). Park, Sang Soo ; Fan, Yanqin. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:03:p:931-951_99.

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25
192018A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS. (2018). Wooldridge, Jeffrey ; Słoczyński, Tymon ; Soczyski, Tymon. In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:01:p:112-133_00.

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25
202010A SPATIAL DYNAMIC PANEL DATA MODEL WITH BOTH TIME AND INDIVIDUAL FIXED EFFECTS. (2010). Yu, Jihai ; Lee, Lung-Fei. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:564-597_10.

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24
211991Asymptotics for Least Absolute Deviation Regression Estimators. (1991). Pollard, David. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:02:p:186-199_00.

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222011BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS. (2011). Kuersteiner, Guido ; Hahn, Jinyong. In: Econometric Theory. RePEc:cup:etheor:v:27:y:2011:i:06:p:1152-1191_00.

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23
232005OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY. (2005). Rossi, Barbara. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:05:p:962-990_05.

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242008ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS. (2008). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:06:p:1663-1697_08.

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22
252013A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS. (2013). Giacomini, Raffaella ; White, Halbert ; Politis, Dimitris N.. In: Econometric Theory. RePEc:cup:etheor:v:29:y:2013:i:03:p:567-589_00.

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262008UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA. (2008). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:726-748_08.

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21
271994Kernel Estimation of Partial Means and a General Variance Estimator. (1994). Newey, Whitney. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:02:p:1-21_00.

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21
281995Bootstrapping Quantile Regression Estimators. (1995). Hahn, Jinyong. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:01:p:105-121_00.

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21
292012ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS. (2012). Woutersen, Tiemen ; Swanson, Norman ; Newey, Whitney ; Hausman, Jerry ; Chao, John. In: Econometric Theory. RePEc:cup:etheor:v:28:y:2012:i:01:p:42-86_00.

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20
302021INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS. (2021). Mellace, Giovanni ; Crudu, Federico ; Sandor, Zsolt. In: Econometric Theory. RePEc:cup:etheor:v:37:y:2021:i:2:p:281-310_3.

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19
312002MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS. (2002). Chen, Xiaohong ; Carrasco, Marine. In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:01:p:17-39_18.

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19
322000GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS. (2000). Carrasco, Marine ; Florens, Jean-Pierre. In: Econometric Theory. RePEc:cup:etheor:v:16:y:2000:i:06:p:797-834_16.

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19
332008A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES. (2008). Johansen, Soren. In: Econometric Theory. RePEc:cup:etheor:v:24:y:2008:i:03:p:651-676_08.

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19
342006A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS. (2006). Escanciano, Juan Carlos. In: Econometric Theory. RePEc:cup:etheor:v:22:y:2006:i:06:p:1030-1051_06.

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19
352009GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES. (2009). Perron, Pierre ; Kim, Dukpa ; Carrion-i-Silvestre, Josep ; Carrion-i-Silvestre, Josep Llu?s, . In: Econometric Theory. RePEc:cup:etheor:v:25:y:2009:i:06:p:1754-1792_99.

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19
361992Generic Uniform Convergence. (1992). Andrews, Donald ; Andrews, Donald W. K., . In: Econometric Theory. RePEc:cup:etheor:v:8:y:1992:i:02:p:241-257_01.

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18
371999UNEQUALLY SPACED PANEL DATA REGRESSIONS WITH AR(1) DISTURBANCES. (1999). Baltagi, Badi ; Wu, Ping X.. In: Econometric Theory. RePEc:cup:etheor:v:15:y:1999:i:06:p:814-823_15.

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18
381991From Characteristic Function to Distribution Function: A Simple Framework for the Theory. (1991). Shephard, Neil. In: Econometric Theory. RePEc:cup:etheor:v:7:y:1991:i:04:p:519-529_00.

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17
392021INFERENCE IN DYNAMIC, NONPARAMETRIC MODELS OF PRODUCTION: CENTRAL LIMIT THEOREMS FOR MALMQUIST INDICES. (2021). Wilson, Paul ; Simar, Leopold ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:37:y:2021:i:3:p:537-572_4.

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17
402001THE GENERALIZED DYNAMIC FACTOR MODEL: REPRESENTATION THEORY. (2001). Lippi, Marco ; Forni, Mario. In: Econometric Theory. RePEc:cup:etheor:v:17:y:2001:i:06:p:1113-1141_17.

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16
412005NONPARAMETRIC FRONTIER ESTIMATION: A CONDITIONAL QUANTILE-BASED APPROACH. (2005). THOMAS-AGNAN, Christine ; Daouia, Abdelaati ; Aragon, Y.. In: Econometric Theory. RePEc:cup:etheor:v:21:y:2005:i:02:p:358-389_05.

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16
421996Which Moments to Match?. (1996). Tauchen, George ; Gallant, A.. In: Econometric Theory. RePEc:cup:etheor:v:12:y:1996:i:04:p:657-681_00.

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16
432011SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS. (2011). Gospodinov, Nikolay ; Anatolyev, Stanislav. In: Econometric Theory. RePEc:cup:etheor:v:27:y:2011:i:02:p:427-441_00.

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16
441995Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power. (1995). Hansen, Bruce. In: Econometric Theory. RePEc:cup:etheor:v:11:y:1995:i:05:p:1148-1171_00.

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15
452010EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND. (2010). Shimotsu, Katsumi. In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:501-540_10.

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15
462010ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP. (2010). Guggenberger, Patrik ; Andrews, Donald ; Andrews, Donald W. K., . In: Econometric Theory. RePEc:cup:etheor:v:26:y:2010:i:02:p:426-468_10.

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15
471998A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES. (1998). Simar, Leopold ; Park, Byeong U. ; Kneip, Alois. In: Econometric Theory. RePEc:cup:etheor:v:14:y:1998:i:06:p:783-793_14.

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14
482002TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS. (2002). Whited, Toni ; Erickson, Timothy . In: Econometric Theory. RePEc:cup:etheor:v:18:y:2002:i:03:p:776-799_18.

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14
491994A Residual-Based Test of the Null of Cointegration Against the Alternative of No Cointegration. (1994). shin, yongcheol. In: Econometric Theory. RePEc:cup:etheor:v:10:y:1994:i:01:p:91-115_00.

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14
502013TESTING HOMOGENEITY IN PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS. (2013). Su, Liangjun ; Chen, Qihui. In: Econometric Theory. RePEc:cup:etheor:v:29:y:2013:i:06:p:1079-1135_00.

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