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 2021-01-01 to 2025-01-01.)
ArticleCitations
List of referees23
The MLE of Aigner, Amemiya, and Poirier is not the expectile MLE17
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model16
Quantile regression with interval data14
Inference and extrapolation in finite populations with special attention to clustering14
Improved tests for stock return predictability12
Best Paper Award9
The variances of non-parametric estimates of the cross-sectional distribution of durations8
Bayesian estimation of dynamic panel data gravity model8
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