Title	Publication Date	Language	Citations
Prospect Theory: An Analysis of Decision under Risk	1979/03/01		27,980
Sample Selection Bias as a Specification Error	1979/01/01		16,173
Co-Integration and Error Correction: Representation, Estimation, and Testing	1987/03/01		15,996
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity	1980/05/01		15,808
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix	1987/05/01		12,625
Investigating Causal Relations by Econometric Models and Cross-spectral Methods	1969/08/01		12,044
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation	1982/07/01		11,125
Specification Tests in Econometrics	1978/11/01		9,904
Nonparametric Tests Against Trend	1945/07/01		9,694
Regression Quantiles	1978/01/01		8,941
Large Sample Properties of Generalized Method of Moments Estimators	1982/07/01		7,561
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root	1981/07/01		6,983
The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity	2003/11/01	English	6,823
Macroeconomics and Reality	1980/01/01		5,972
Continuous Auctions and Insider Trading	1985/11/01		5,897
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models	1991/11/01		5,654
Conditional Heteroskedasticity in Asset Returns: A New Approach	1991/03/01		5,548
Instrumental Variables Regression with Weak Instruments	1997/05/01		5,202
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle	1989/03/01		5,079
Biases in Dynamic Models with Fixed Effects	1981/11/01		4,816
A Theory of the Term Structure of Interest Rates	1985/03/01		4,549
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis	1989/11/01		4,215
A Model of Growth Through Creative Destruction	1992/03/01		4,016
Efficient Tests for an Autoregressive Unit Root	1996/07/01		3,948
An Intertemporal Capital Asset Pricing Model	1973/09/01		3,786
Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses	1989/03/01		3,706
Estimation of Relationships for Limited Dependent Variables	1958/01/01		3,702
The Bargaining Problem	1950/04/01		3,683
Tests of Equality Between Sets of Coefficients in Two Linear Regressions	1960/07/01		3,586
Estimating and Testing Linear Models with Multiple Structural Changes	1998/01/01		3,464