Journal of Econometrics | |||
| Top 10 requested papers, Year
2001 [about] |
# requests Jan-Dec 2001 |
||
| 1 | Forecasting and empirical methods in finance and macroeconomics, F.X. Diebold, Kenneth D. West | 764 | [abstract] |
| 2 | The memory of stochastic volatility models, P.M. Robinson | 736 | [abstract] |
| 3 | Studies in Estimation and Testing, Cheng Hsiao, Isabelle Perrigne | 503 | [abstract] |
| 4 | Financial econometrics: Past developments and future challenges, Tim Bollerslev | 501 | [abstract] |
| 5 | GMM estimation of linear panel data models with time-varying individual effects, Seung Chan Ahn, Young Hoon Lee, Peter Schmidt | 477 | [abstract] |
| 6 | Do option markets correctly price the probabilities of movement of the underlying asset?, Yacine Aït-Sahalia, Yubo Wang, Francis Yared | 434 | [abstract] |
| 7 | Econometrics and empirical economics, James J. Heckman | 426 | [abstract] |
| 8 | Testing additivity in generalized nonparametric regression models with estimated parameters, Pedro L. Gozalo, Oliver B. Linton | 402 | [abstract] |
| 9 | Marketing models of consumer heterogeneity, Greg M. Allenby, Peter E. Rossi | 392 | [abstract] |
| 10 | Financial econometrics - A new discipline with new methods, Robert Engle | 380 | [abstract] |