Econometric Theory

Papers
(The H4-Index of Econometric Theory is 7. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-11-01 to 2024-11-01.)
ArticleCitations
ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS10
GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS9
ESTIMATION AND INFERENCE FOR MOMENTS OF RATIOS WITH ROBUSTNESS AGAINST LARGE TRIMMING BIAS9
ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION9
ESTIMATION AND INFERENCE WITH NEAR UNIT ROOTS8
SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET7
QUANTILE DOUBLE AUTOREGRESSION7
CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION7
A WILD BOOTSTRAP FOR DEPENDENT DATA7
AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS7
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