Title	Publication Date	Language	Citations
Forecast Combination and Model Averaging Using Predictive Measures	2007/04/12	English	83
Factor Model Forecasts of Exchange Rates	2014/10/14	English	81
Econometric Mediation Analyses: Identifying the Sources of Treatment Effects from Experimentally Estimated Production Technologies with Unmeasured and Mismeasured Inputs	2014/10/14	English	81
Testing the Significance of Categorical Predictor Variables in Nonparametric Regression Models	2006/12/01	English	80
A Simple Estimator for Binary Choice Models with Endogenous Regressors	2014/10/14	English	79
Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics	2015/10/13	English	78
Towards a theory of point optimal testing	1987/01/01	English	76
Automatic Block-Length Selection for the Dependent Bootstrap	2004/12/31	English	74
Testing the lucas critique: A review	1992/01/01	English	74
Inferences from Cross-Sectional, Stochastic Frontier Models	2009/11/11	English	73
Testing for Restricted Stochastic Dominance	2013/01/01	English	73
Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence	2014/09/25	English	72
On bartlett and bartlett-type corrections francisco cribari-neto	1996/01/01	English	71
Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity	2007/11/29	English	71
Alternative diff-in-diffs estimators with several pretreatment periods	2017/09/06	English	70
A Review of Some Modern Approaches to the Problem of Trend Extraction	2012/11/01	English	70
On unification of the asymptotic theory of nonlinear econometric models	1982/01/01	English	70
Estimation of long-run inefficiency levels: a dynamic frontier approach	2000/01/01	English	69
A Generalized Spatial Panel Data Model with Random Effects	2013/05/01	English	69
Tests of specification in econometrics	1984/01/01	English	66
Econometric tests of rationality and market efficiency	1989/01/01	English	66
Testing for the Null Hypothesis of Cointegration with a Structural Break	2007/11/29	English	64
Comment	1986/01/01	English	64
Bootstrap methods for heteroskedastic regression models: evidence on estimation and testing	1999/01/01	English	64
Using High-Frequency Data in Dynamic Portfolio Choice	2008/02/19	English	62
A lagrange multiplier test for the error components model with incomplete panels	1990/01/01	English	62
Fixed Effects and Bias Due to the Incidental Parameters Problem in the Tobit Model	2004/12/31	English	61
The Benefits of Bagging for Forecast Models of Realized Volatility	2010/08/30	English	60
Marginal Likelihood Estimation with the Cross-Entropy Method	2014/10/24	English	60
State space modeling of multiple time series	1991/01/01	English	60