Econometric Reviews

Papers
(The H4-Index of Econometric Reviews is 8. 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
Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing23
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models17
Random autoregressive models: A structured overview16
An augmented Anderson–Hsiao estimator for dynamic short-Tpanels†14
Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures†14
Optimal model averaging for divergent-dimensional Poisson regressions12
Efficient semiparametric copula estimation of regression models with endogeneity9
Binary outcomes, OLS, 2SLS and IV probit8
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