Econometric Theory

Papers
(The H4-Index of Econometric Theory is 8. 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 2022-08-01 to 2026-08-01.)
ArticleCitations
ECT volume 39 issue 1 Cover and Back matter17
ECT volume 39 issue 5 Cover and Front matter13
SEMIPARAMETRIC ESTIMATION AND VARIABLE SELECTION FOR SPARSE SINGLE INDEX MODELS IN INCREASING DIMENSION11
NONPARAMETRIC TIME-VARYING PANEL DATA MODELS WITH HETEROGENEITY11
A NONPARAMETRIC TEST FOR INSTANTANEOUS CAUSALITY WITH TIME-VARYING VARIANCES9
ASYMPTOTICALLY UNIFORMLY MOST POWERFUL TESTS FOR UNIT ROOTS IN GAUSSIAN PANELS WITH CROSS-SECTIONAL DEPENDENCE GENERATED BY COMMON FACTORS9
NONPARAMETRIC ESTIMATION OF LARGE SPOT VOLATILITY MATRICES FOR HIGH-FREQUENCY FINANCIAL DATA8
CAN PRINCIPAL COMPONENT ANALYSIS PRESERVE THE SPARSITY IN FACTOR LOADINGS?8
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