| Generalized autoregressive conditional heteroskedasticity | 1986/04/01 | English | 11,389 |
| Formulation and estimation of stochastic frontier production function models | 1977/07/01 | English | 5,039 |
| A finite sample correction for the variance of linear efficient two-step GMM estimators | 2005/05/01 | English | 3,592 |
| Statistical inference in vector autoregressions with possibly integrated processes | 1995/03/01 | English | 3,064 |
| Spurious regressions in econometrics | 1974/07/01 | English | 2,927 |
| Impulse response analysis in nonlinear multivariate models | 1996/09/01 | English | 2,866 |
| Testing slope homogeneity in large panels | 2008/01/01 | English | 2,543 |
| On the network topology of variance decompositions: Measuring the connectedness of financial firms | 2014/09/01 | English | 2,443 |
| Manipulation of the running variable in the regression discontinuity design: A density test | 2008/02/01 | English | 2,228 |
| Regression discontinuity designs: A guide to practice | 2008/02/01 | English | 2,159 |
| Estimation and inference in two-stage, semi-parametric models of production processes | 2007/01/01 | English | 2,064 |
| Difference-in-differences with variation in treatment timing | 2021/12/01 | English | 2,029 |
| Difference-in-Differences with multiple time periods | 2021/12/01 | English | 1,909 |
| Does matching overcome LaLonde's critique of nonexperimental estimators? | 2005/03/01 | English | 1,815 |
| On the estimation of technical inefficiency in the stochastic frontier production function model | 1982/08/01 | English | 1,702 |
| Some recent development in a concept of causality | 1988/09/01 | English | 1,628 |
| Approximately normal tests for equal predictive accuracy in nested models | 2007/05/01 | English | 1,619 |
| Generalized reduced rank tests using the singular value decomposition | 2006/07/01 | English | 1,586 |
| Initial conditions and moment restrictions in dynamic panel data models | 1998/11/01 | English | 1,529 |
| Formulation and estimation of dynamic models using panel data | 1982/01/01 | English | 1,467 |
| Residual-based tests for cointegration in models with regime shifts | 1996/01/01 | English | 1,360 |
| Another look at the instrumental variable estimation of error-components models | 1995/07/01 | English | 1,311 |
| Estimating dynamic treatment effects in event studies with heterogeneous treatment effects | 2021/12/01 | English | 1,275 |
| Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors | 2015/10/01 | English | 1,257 |
| Some properties of time series data and their use in econometric model specification | 1981/05/01 | English | 1,187 |
| Long memory processes and fractional integration in econometrics | 1996/07/01 | English | 1,107 |
| Forecasting and testing in co-integrated systems | 1987/05/01 | English | 1,107 |
| Specification and testing of some modified count data models | 1986/12/01 | English | 1,060 |
| Analysis of time series subject to changes in regime | 1990/07/01 | English | 1,053 |
| Autoregressive conditional heteroskedasticity and changes in regime | 1994/09/01 | English | 1,052 |