Econometric Reviews

Papers
(The H4-Index of Econometric Reviews 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 2021-04-01 to 2025-04-01.)
ArticleCitations
List of referees30
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model23
Improved tests for stock return predictability17
Inference and extrapolation in finite populations with special attention to clustering17
Best Paper Award14
Model selection and model averaging for matrix exponential spatial models12
Bayesian estimation of dynamic panel data gravity model9
Smoothed gradient least squares estimator for linear threshold models8
A state-space approach to time-varying reduced-rank regression8
Variable selection in linear regressions with possibly all strongly correlated covariates8
The variances of non-parametric estimates of the cross-sectional distribution of durations8
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