Journal of Econometrics |
Most requested papers, Year 2002
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# requests Apr-Dec 2002 |
1 |
Unit root tests in panel data: asymptotic and finite-sample properties,
Andrew Levin, Chien-Fu Lin and Chia-Shang James Chu |
494 |
2 |
Healthy, wealthy, and wise? Tests for direct causal paths between health and socioeconomic status,
Peter Adams, Michael D. Hurd, Daniel McFadden, Angela Merrill and Tiago Ribeiro |
470 |
3 |
Markov chain Monte Carlo methods for stochastic volatility models,
Siddhartha Chib, Federico Nardari and Neil Shephard |
462 |
4 |
Stochastic estimation of firm technology, inefficiency, and productivity growth using shadow cost and distance functions,
Scott E. Atkinson and Daniel Primont |
452 |
5 |
Socio-economic status and health: causality and pathways,
Jerome Adda, Tarani Chandola and Michael Marmot |
432 |
6 |
Analysis of data on health: 2,
Alok Bhargava |
431 |
7 |
Some aspects of causal relationships,
Clive W. J. Granger |
416 |
8 |
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods,
Cheng Hsiao, M. Hashem Pesaran and A. Kamil Tahmiscioglu |
409 |
9 |
Finite sample and asymptotic methods in econometrics,
Richard J. Smith and H. Peter Boswijk |
396 |
10 |
Evaluating GARCH models,
Stefan Lundbergh and Timo Terasvirta |
354 |
11 |
Market efficiency, asset returns, and the size of the risk premium in global equity markets,
Ravi Bansal and Christian Lundblad |
352 |
12 |
The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis,
Anil K. Bera and Yannis Bilias |
335 |
13 |
Conditioning, causality and policy analysis,
James Heckman |
329 |
14 |
Nonparametric tests for unit roots and cointegration,
Jorg Breitung |
326 |
15 |
Long memory and nonlinear time series,
James Davidson and Timo Terasvirta |
326 |
16 |
Forecasting and empirical methods in finance and macroeconomics,
F. X. Diebold and Kenneth D. West |
295 |
17 |
Robust and consistent estimation of nonlinear errors-in-variables models,
Tong Li |
263 |
18 |
Estimating stochastic volatility diffusion using conditional moments of integrated volatility,
Tim Bollerslev and Hao Zhou |
259 |
19 |
Initial conditions and moment restrictions in dynamic panel data models,
Richard Blundell and Stephen Bond |
250 |
20 |
Bootstrap inference for inequality, mobility and poverty measurement,
Martin Biewen |
244 |
21 |
A CUSUM test for cointegration using regression residuals,
Zhijie Xiao and Peter C. B. Phillips |
239 |
22 |
Some observations on health status and economic status,
James M. Poterba |
238 |
23 |
Misspecified Structural Change, Threshold, and Markov-switching models,
Marine Carrasco |
237 |
24 |
Bayesian analysis of nested logit model by Markov chain Monte Carlo,
Kajal Lahiri and Jian Gao |
236 |
25 |
Semi-nonparametric cointegration testing,
H. Peter Boswijk and Andre Lucas |
234 |