The Econometrics Journal News

The Econometrics Journal - Most Downloaded Published Articles in 2015 and 2014

  • Published Date: 17 February 2016

The top five most downloaded published articles in 2015 and 2014 are shown below. To access please click on the title.

Most Downloaded in 2015

Author(s)

Cointegration analysis in the presence of structural breaks in the deterministic trend

Søren Johansen,Rocco Mosconi and Bent Nielsen

Generalized dynamic factor models and volatilities: recovering the market volatility shocks

Matteo Barigozzi and Marc Hallin

Economic theory and forecasting: lessons from the literature

Raffaella Giacomini

Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements

Minsu Chang, Sokbae Lee andYoon-Jae Whang

Realized kernels in practice: trades and quotes

O.E. Bardndorff-Nielsen, P. Reinhard Hansen, A. Lunde and N. Shephard

Most Downloaded in 2014

Author(s)

Multivariate Variance Targeting in the BEKK–GARCH Model

Rasmus S. Pedersen and Anders Rahbek

An Instrumental Variable Random-Coefficients Model for Binary Outcomes

Andrew Chesher, and Adam M. Rosen

Weighted Composite Quantile Regression Estimation of DTARCH Models

Jiancheng Jiang, Xuejun Jiang and Xinyuan Song

Backfitting and smooth backfitting in varying coefficient quantile regression

Lee Y., Mammen, E., B.U. Park

Estimation of Fixed Effects Panel Data Partially Linear Additive Regression Models

Chunrong Ai, Jinhong You and Yong Zhou


To access recently (unpublished) accepted articles please visit
http://www.res.org.uk/view/econometricsAcceptedArticles.html

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