Econometrica

Title Publication Date Language Citations
The Dynamics of Productivity in the Telecommunications Equipment Industry1996/11/013,456
Risk Aversion in the Small and in the Large1964/01/013,160
Maximum Likelihood Estimation of Misspecified Models1982/01/013,004
Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure2006/07/01English2,934
On the Pooling of Time Series and Cross Section Data1978/01/012,852
A Simple Test for Heteroscedasticity and Random Coefficient Variation1979/09/012,728
Automobile Prices in Market Equilibrium1995/07/012,702
Asset Prices in an Exchange Economy1978/11/012,665
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework1989/07/012,613
Time to Build and Aggregate Fluctuations1982/11/012,581
Identification and Estimation of Local Average Treatment Effects1994/03/012,561
A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems1993/07/012,561
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation1991/05/012,552
Tests for Parameter Instability and Structural Change With Unknown Change Point1993/07/012,543
Perfect Equilibrium in a Bargaining Model1982/01/012,491
Strategic Information Transmission1982/11/012,434
Selection and the Evolution of Industry1982/05/012,382
Determining the Number of Factors in Approximate Factor Models2002/01/01English2,380
Modeling and Forecasting Realized Volatility2003/03/01English2,375
LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power2001/11/01English2,346
Rational Expectations and the Theory of Price Movements1961/07/012,266
Estimating Vector Autoregressions with Panel Data1988/11/012,260
Econometric Models for Count Data with an Application to the Patents-R & D Relationship1984/07/012,229
A Class of Decomposable Poverty Measures1984/05/012,223
Equilibrium in a Capital Asset Market1966/10/012,120
Transform Analysis and Asset Pricing for Affine Jump-diffusions2000/11/01English2,107
Technology, Geography, and Trade2002/09/01English2,077
Existence of an Equilibrium for a Competitive Economy1954/07/011,916
The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity1982/11/011,893
Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine1953/10/011,888