Econometric Theory

Papers
(The H4-Index of Econometric Theory is 9. 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 2020-03-01 to 2024-03-01.)
ArticleCitations
COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS19
ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION15
A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER15
A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION13
INFERENCE IN DYNAMIC, NONPARAMETRIC MODELS OF PRODUCTION: CENTRAL LIMIT THEOREMS FOR MALMQUIST INDICES13
TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION11
A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING10
HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS10
SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS9
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