Econometric Theory

Papers
(The H4-Index of Econometric Theory is 6. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-05-01 to 2026-05-01.)
ArticleCitations
ECT volume 39 issue 1 Cover and Back matter19
ECT volume 39 issue 5 Cover and Front matter15
SEMIPARAMETRIC ESTIMATION AND VARIABLE SELECTION FOR SPARSE SINGLE INDEX MODELS IN INCREASING DIMENSION12
CAN PRINCIPAL COMPONENT ANALYSIS PRESERVE THE SPARSITY IN FACTOR LOADINGS?11
NONPARAMETRIC TIME-VARYING PANEL DATA MODELS WITH HETEROGENEITY10
ASYMPTOTICALLY UNIFORMLY MOST POWERFUL TESTS FOR UNIT ROOTS IN GAUSSIAN PANELS WITH CROSS-SECTIONAL DEPENDENCE GENERATED BY COMMON FACTORS8
NONPARAMETRIC ESTIMATION OF LARGE SPOT VOLATILITY MATRICES FOR HIGH-FREQUENCY FINANCIAL DATA6
SPECIFICATION TESTS FOR TIME-VARYING COEFFICIENT PANEL DATA MODELS6
CONSISTENT SPECIFICATION TESTING UNDER SPATIAL DEPENDENCE6
A NONPARAMETRIC TEST FOR INSTANTANEOUS CAUSALITY WITH TIME-VARYING VARIANCES6
NONPARAMETRIC PREDICTION WITH SPATIAL DATA6
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