| Title | Author[s] | Abstract- Year | Journal/ Volume | Issue | No. Of Requests | Abstract at: | PDF at: | |
| 1 | Subsampling for heteroskedastic time series | Politis D.N., Romano Joseph P., Wolf Michael | 1997 |
81 |
2 |
685 |
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| 2 | Business cycle analysis without much theory A look at structural VARs | Cooley Thomas F., Dwyer Mark | 1998 |
83 |
1-2 |
538 |
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| 3 | Structural relations, cointegration and identification: some simple results and their application | Davidson James | 1998 |
87 |
1 |
532 |
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| 4 | Estimation of stochastic volatility models via Monte Carlo maximum likelihood | Sandmann Gleb, Koopman Siem Jan | 1998 |
87 |
2 |
506 |
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| 5 | Testing the null of stationarity for multiple time series | Choi In, Chul Ahn Byung | 1998 |
88 |
1 |
477 |
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| 6 | Detecting shocks: Outliers and breaks in time series | Atkinson A.C., Koopman S.J., Shephard N. | 1997 |
80 |
2 |
469 |
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| 7 | Forecasting turning points in countries' output growth rates: A response to Milton Friedman | Zellner Arnold, Min Chung-ki | 1998 |
88 |
2 |
447 |
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| 8 | Pitfalls in testing for long run relationships | Gonzalo Jesús, Lee Tae-Hwy | 1998 |
86 |
1 |
430 |
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| 9 | Dynamic equilibrium and volatility in financial asset markets | Aït-Sahalia Yacine | 1998 |
84 |
1 |
423 |
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| 10 | Initial conditions and moment restrictionsin dynamic panel data models | Blundell Richard, Bond Stephen | 1998 |
87 |
1 |
421 |
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