Journal of Econometrics - Highly cited articles 1980-2006

1. BOLLERSLEV T (1986), 1362 cites (1986-2006), Tim Bollerslev
2. KWIATKOWSKI D, PHILLIPS PCB, SCHMIDT P, SHIN, Y. (1992) 698 cites (1992-2006), Peter Phillips
3. BOLLERSLEV T, CHOU RY, KRONER KF (1992) 639 cites (1992-2006), Tim Bollerslev Ray Yeutien Chou
4. ENGLE RF, YOO BS (1987) 599 cites (1992-2006) Robert Engle
5. JONDROW J, LOVELL CAK, MATEROV IS, SCHMIDT, P. (1982) 382 cites (1982-2006)
6. HYLLEBERG S, ENGLE RF, GRANGER CWJ, YOO BS, (1990) 348 cites (1990-2006) Svend Hylleberg, Robert Engle, Clive Granger
7. GRANGER CWJ (1981) 327 cites (1981-2006) Clive Granger
8. PHILLIPS PCB (1986) 314 cites (1986-2006) Peter Phillips
9. JOHANSEN S, JUSELIUS K (1992) 295 cites (1992-2006) Soeren Johansen Katarina Juselius
10. GOFFE WL, FERRIER GD, ROGERS J (1994) 292 cites (1994-2006) Bill Goffe
11. SEIFORD LM, THRALL RM (1990) 280 cites (1990-2006) Lawrence Seiford
12. GRANGER CWJ (1988) 264 cites (1988-2006) Clive Granger
13. FORSUND FR, LOVELL CAK, SCHMIDT P (1980) 240 cites (1980-2006) Finn Førsund
14. MOULTON BR (1986) 236 cites (1986-2006) Brent Moulton
15. AMEMIYA T (1984) 227 cites (1984-2006)
16. CHARNES A, COOPER WW, GOLANY B, SEIFORD, L. STUTZ, J. (1985) 223 cites (1985-2006) Lawrence Seiford
17. GEWEKE J, MEESE R, DENT W (1983) 221 cites (1983-2006) Richard Meese
18. GONZALO J (1994) 216 cites (1994-2006) Jesus Gonzalo
19. BLUNDELL R, BOND S (1998) 206 cites (1998-2006) Steve Bond
20. ARELLANO M, BOVER O (1995) 202 cites (1995-2006) Manuel Arellano Olympia Bover