Title	Publication Date	Language	Citations
The role of the constant and linear terms in cointegration analysis of nonstationary variables	1994/01/01	English	184
On Testing Equality of Distributions of Technical Efficiency Scores	2006/12/01	English	174
The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study	2006/06/01	English	167
Modeling asset returns with alternative stable distributions*	1993/01/01	English	163
Recent developments in bootstrapping time series	2000/01/01	English	160
OLS and IV estimation of regression models including endogenous interaction terms	2018/03/08	English	159
A Survey of Sequential Monte Carlo Methods for Economics and Finance	2012/05/01	English	159
Evaluating Direct Multistep Forecasts	2005/10/01	English	150
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility	2009/02/26	English	147
On Two-Step Estimation of a Spatial Autoregressive Model with Autoregressive Disturbances and Endogenous Regressors	2013/05/01	English	124
Testing for Serial Correlation in Fixed-Effects Panel Data Models	2014/10/20	English	124
Bootstrapping time series models	1996/01/01	English	124
Optimal Portfolio Diversification Using the Maximum Entropy Principle	2008/05/15	English	119
In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?	2005/01/02	English	117
Panel Unit Root Tests in the Presence of Cross-Sectional Dependencies: Comparison and Implications for Modelling	2009/11/24	English	116
The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study	2009/11/24	English	116
Continuous Time Wishart Process for Stochastic Risk	2006/09/01	English	108
A Unified Approach to Structural Change Tests Based on ML Scores,FStatistics, and OLS Residuals	2005/10/01	English	107
Estimation and decomposition of productivity change when production is not efficient: a paneldata approach	2000/01/01	English	107
A Survey on Time-Varying Copulas: Specification, Simulations, and Application	2012/11/01	English	99
A compendium to information theory in economics and econometrics	1993/01/01	English	98
Commet	1986/01/01	English	96
Forecasting Performance of an Open Economy DSGE Model	2007/04/12	English	95
Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison	2006/09/01	English	91
State Space Models and MIDAS Regressions	2013/06/01	English	91
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit	2013/05/01	English	89
The generalized fluctuation test: A unifying view	1995/01/01	English	87
Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?	2008/02/19	English	86
Goodness-of-fit measures in binary choice models1	1995/01/01	English	86
Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables	1992/01/01	English	86