| Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances | 1992/01/01 | English | 2,019 |
| A test for independence based on the correlation dimension | 1996/01/01 | English | 1,696 |
| Testing Weak Cross-Sectional Dependence in Large Panels | 2014/12/17 | English | 1,259 |
| Modelling the persistence of conditional variances | 1986/01/01 | English | 1,119 |
| GMM Estimation with persistent panel data: an application to production functions | 2000/01/01 | English | 1,110 |
| Forecasting and conditional projection using realistic prior distributions | 1984/01/01 | English | 837 |
| Bayesian Analysis of DSGE Models | 2007/04/12 | English | 729 |
| New Simple Tests for Panel Cointegration | 2005/07/01 | English | 660 |
| MIDAS Regressions: Further Results and New Directions | 2007/02/05 | English | 578 |
| Using simulation methods for bayesian econometric models: inference, development,and communication | 1999/01/01 | English | 515 |
| Making wald tests work for cointegrated VAR systems | 1996/01/01 | English | 484 |
| Weights in Multidimensional Indices of Wellbeing: An Overview | 2013/01/01 | English | 388 |
| A residual-based test of the null of cointegration in panel data | 1998/01/01 | English | 356 |
| Realized Volatility: A Review | 2008/02/19 | English | 315 |
| An Empirical Comparison of Machine Learning Models for Time Series Forecasting | 2010/08/30 | English | 308 |
| Checks of model adequacy for univariate time series models and their application to econometric relationships | 1988/01/01 | English | 302 |
| The Volatility of Realized Volatility | 2008/02/19 | English | 289 |
| Nonparametric testing of closeness between two unknown distribution functions | 1996/01/01 | English | 275 |
| Cross-Sectional Dependence in Panel Data Analysis | 2011/10/10 | English | 267 |
| Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White | 2009/01/30 | English | 260 |
| Frontier production functions | 1985/01/01 | English | 248 |
| Modeling The persistence Of Conditional Variances: A Comment | 1986/01/01 | English | 246 |
| Diagnostic tests as residual analysis | 1983/01/01 | English | 244 |
| Bootstrap tests: how many bootstraps? | 2000/01/01 | English | 239 |
| Artificial neural networks: an econometric perspective∗ | 1994/01/01 | English | 230 |
| Vector autoregression and causality: a theoretical overview and simulation study | 1994/01/01 | English | 211 |
| Multivariate Stochastic Volatility: A Review | 2006/09/01 | English | 210 |
| Benefits and limitations of panel data | 1985/01/01 | English | 203 |
| Testing for Granger-causality in quantiles | 2016/06/04 | English | 200 |
| Nonstationary panel data analysis: an overview of some recent developments | 2000/01/01 | English | 189 |