| Panels with non-stationary multifactor error structures | 2011/02/01 | English | 600 |
| Testing for a unit root in panels with dynamic factors | 2004/09/01 | English | 593 |
| Estimating the social return to higher education: evidence from longitudinal and repeated cross-sectional data | 2004/07/01 | English | 593 |
| Estimation of spatial autoregressive panel data models with fixed effects | 2010/02/01 | English | 580 |
| Testing for short- and long-run causality: A frequency-domain approach | 2006/06/01 | English | 572 |
| Efficient estimation of limited dependent variable models with endogenous explanatory variables | 1987/11/01 | English | 570 |
| Maximum likelihood estimation of stationary univariate fractionally integrated time series models | 1992/07/01 | English | 567 |
| Inverse probability weighted estimation for general missing data problems | 2007/12/01 | English | 559 |
| The macroeconomy and the yield curve: a dynamic latent factor approach | 2006/03/01 | English | 556 |
| ARCH models as diffusion approximations | 1990/07/01 | English | 553 |
| Predicting volatility: getting the most out of return data sampled at different frequencies | 2006/03/01 | English | 552 |
| Unit root tests in panel data: asymptotic and finite-sample properties | 2002/05/01 | English | 544 |
| The VIX, the variance premium and stock market volatility | 2014/12/01 | English | 539 |
| Regression discontinuity inference with specification error | 2008/02/01 | English | 527 |
| A Lagrange Multiplier test for cross-sectional dependence in a fixed effects panel data model | 2012/09/01 | English | 523 |
| Interpreting tests of the convergence hypothesis | 1996/03/01 | English | 516 |
| Likelihood functions for generalized stochastic frontier estimation | 1980/05/01 | English | 501 |
| Censored regression quantiles | 1986/06/01 | English | 500 |
| Asymptotics for out of sample tests of Granger causality | 2007/10/01 | English | 496 |
| Assessing the potential demand for electric cars | 1981/09/01 | English | 481 |
| What does the yield curve tell us about GDP growth? | 2006/03/01 | English | 471 |
| Alternative methods for evaluating the impact of interventions | 1985/10/01 | English | 466 |
| Modeling volatility persistence of speculative returns: A new approach | 1996/07/01 | English | 459 |
| Panel data models with spatially correlated error components | 2007/09/01 | English | 448 |
| Are more data always better for factor analysis? | 2006/05/01 | English | 443 |
| Maximum score estimation of the stochastic utility model of choice | 1975/08/01 | English | 437 |
| A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series | 2006/11/01 | English | 432 |
| Ability sorting and the returns to college major | 2004/07/01 | English | 422 |
| Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects | 2005/10/01 | English | 419 |
| Threshold bipower variation and the impact of jumps on volatility forecasting | 2010/12/01 | English | 413 |