| A weak instrument F-test in linear IV models with multiple endogenous variables | 2016/02/01 | English | 411 |
| High dimensional covariance matrix estimation using a factor model | 2008/11/01 | English | 409 |
| Forecasting economic time series using targeted predictors | 2008/10/01 | English | 408 |
| Asymptotic efficiency in estimation with conditional moment restrictions | 1987/03/01 | English | 406 |
| Bootstrapping autoregressions with conditional heteroskedasticity of unknown form | 2004/11/01 | English | 402 |
| Pricing foreign currency options with stochastic volatility | 1990/07/01 | English | 395 |
| A survey of frontier production functions and of their relationship to efficiency measurement | 1980/05/01 | English | 392 |
| Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes | 2015/07/01 | English | 384 |
| The size and power of the variance ratio test in finite samples | 1989/02/01 | English | 383 |
| The translog function and the substitution of equipment, structures, and labor in U.S. manufacturing 1929-68 | 1973/03/01 | English | 382 |
| Testing for an unstable root in conditional and structural error correction models | 1994/07/01 | English | 377 |
| Bayesian analysis of stochastic volatility models with fat-tails and correlated errors | 2004/09/01 | English | 377 |
| The use of time series processes to model the error structure of earnings in a longitudinal data analysis | 1982/01/01 | English | 375 |
| Regression by local fitting | 1988/01/01 | English | 371 |
| How robust is the evidence on the effects of college quality? Evidence from matching | 2004/07/01 | English | 369 |
| Quasi-maximum likelihood estimators for spatial dynamic panel data with fixed effects when both n and T are large | 2008/09/01 | English | 369 |
| Economic monetary aggregates an application of index number and aggregation theory | 1980/09/01 | English | 364 |
| Climate risks and market efficiency | 2019/01/01 | English | 361 |
| Large panels with common factors and spatial correlation | 2011/04/01 | English | 359 |
| Efficient semiparametric estimation of multi-valued treatment effects under ignorability | 2010/04/01 | English | 347 |
| Post-'87 crash fears in the S&P 500 futures option market | 2000/01/01 | English | 340 |
| Non-causality due to omitted variables | 1982/08/01 | English | 339 |
| Instrumental quantile regression inference for structural and treatment effect models | 2006/06/01 | English | 336 |
| Causality in temporal systems | 1977/05/01 | English | 336 |
| Calculating posterior distributions and modal estimates in Markov mixture models | 1996/11/01 | English | 334 |
| Stationarity of Garch processes and of some nonnegative time series | 1992/04/01 | English | 331 |
| A multiple indicators model for volatility using intra-daily data | 2006/03/01 | English | 327 |
| Nonparametric regression using Bayesian variable selection | 1996/12/01 | English | 326 |
| Stochastic specification of production functions and economic implications | 1978/02/01 | English | 323 |
| A note on studentizing a test for heteroscedasticity | 1981/09/01 | English | 323 |