Title	Publication Date	Language	Citations
Reconsidering heterogeneity in panel data estimators of the stochastic frontier model	2005/06/01	English	990
Foundations of data envelopment analysis for Pareto-Koopmans efficient empirical production functions	1985/10/01	English	961
Global optimization of statistical functions with simulated annealing	1994/01/01	English	946
Random group effects and the precision of regression estimates	1986/08/01	English	932
Randomized experiments from non-random selection in U.S. House elections	2008/02/01	English	930
Long memory relationships and the aggregation of dynamic models	1980/10/01	English	909
Exact and superlative index numbers	1976/05/01	English	906
Limited information estimators and exogeneity tests for simultaneous probit models	1988/11/01	English	900
Forecasting the term structure of government bond yields	2006/02/01	English	890
Understanding spurious regressions in econometrics	1986/12/01	English	861
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK	1992/07/01	English	851
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties	1985/09/01	English	851
Quantiles via moments	2019/11/01	English	834
Tobit models: A survey	1984/01/01	English	821
On discrimination and the decomposition of wage differentials	1994/03/01	English	815
Errors in variables in panel data	1986/02/01	English	813
The demand for deductibles in private health insurance	1981/11/01	English	811
Likelihood of a model and information criteria	1981/05/01	English	791
Panel data methods for fractional response variables with an application to test pass rates	2008/07/01	English	773
Dynamic linear models with Markov-switching	1994/01/01	English	760
Identification of peer effects through social networks	2009/05/01	English	753
Volatility forecast comparison using imperfect volatility proxies	2011/01/01	English	741
Least absolute deviations estimation for the censored regression model	1984/07/01	English	726
Modeling and pricing long memory in stock market volatility	1996/07/01	English	688
Specification and estimation of spatial autoregressive models with autoregressive and heteroskedastic disturbances	2010/07/01	English	680
Panel data from time series of cross-sections	1985/10/01	English	662
Testing for unit roots in heterogeneous panels	2003/07/01	English	637
Characteristics of a polluting technology: theory and practice	2005/06/01	English	636
On the bias in flexible functional forms and an essentially unbiased form	1981/02/01	English	627
Five alternative methods of estimating long-run equilibrium relationships	1994/01/01	English	616