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	题名	作者	年代	出处	被引量
1	Initial conditions and moment restrictions in dynamic panel data models显示文摘	Richard Blundell Stephen Bond	1998	Journal of Econometrics1998，，1：	21
2	Another look at the instrumental variable estimation of error-components models显示文摘	Manuel Arellano Olympia Bover	1995	Journal of Econometrics1995，，1：	20
3	Threshold effects in non-dynamic panels: Estimation, testing, and inference显示文摘	Bruce E. Hansen	1999	Journal of Econometrics1999，，2：	18
4	Threshold effects in non-dynamic panels: Estimation, testing, and inference显示文摘	Bruce E. Hansen		Journal of Econometrics0，，：	5
5	Estimation of spatial autoregressive panel data models with fixed effects显示文摘	Lung-fei Lee Jihai Yu	2009	Journal of Econometrics2009，，2：	5
6	Initial conditions and moment restrictions in dynamic panel data models显示文摘	Richard Blundell Stephen Bond	1998	Journal of Econometrics1998，，1：	4
7	Unit root tests in panel data: asymptotic and finite-sample properties显示文摘	Andrew Levin Chien-Fu Lin Chia-Shang James Chu	2002	Journal of Econometrics2002，，1：	4
8	Estimation and inference in two-stage, semi-parametric models of production processes显示文摘	Léopold Simar Paul W. Wilson	2005	Journal of Econometrics2005，，1：	3
9	Regression discontinuity designs: A guide to practice显示文摘	Guido W. Imbens Thomas Lemieux	2007	Journal of Econometrics2007，，2：	3
10	Another look at the instrumental variable estimation of error-components models显示文摘	Manuel Arellano Olympia Bover	1995	Journal of Econometrics1995，，1：	3
11	Testing for unit roots in heterogeneous panels显示文摘	Kyung So Im M.Hashem Pesaran Yongcheol Shin	2003	Journal of Econometrics2003，，1：	2
12	Nonparametric estimation and testing of fixed effects panel data models显示文摘	Daniel J. Henderson Raymond J. Carroll Qi Li	2008	Journal of Econometrics2008，，1：	2
13	Marketing models of consumer heterogeneity显示文摘	Greg M. Allenby Peter E. Rossi	1999	Journal of Econometrics1999，，1：	2
14	Fractionally integrated generalized autoregressive conditional heteroskedasticity显示文摘	Richard T. Baillie Tim Bollerslev Hans Ole Mikkelsen	1996	Journal of Econometrics1996，，1：	2
15	Testing for two-regime threshold cointegration in vector error-correction models显示文摘	Bruce E. Hansen Byeongseon Seo	2002	Journal of Econometrics2002，，2：	2
16	Estimating long-run relationships from dynamic heterogeneous panels显示文摘	M.Hashem Pesaran Ron Smith	1995	Journal of Econometrics1995，，1：	2
17	A reduced form framework for modeling volatility of speculative prices based on realized variation measures显示文摘	Torben G. Andersen Tim Bollerslev Xin Huang	2010	Journal of Econometrics2010，，1：	2
18	A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects显示文摘	Tim Bollerslev Uta Kretschmer Christian Pigorsch George Tauchen	2009	Journal of Econometrics2009，，2：	2
19	On leverage in a stochastic volatility model显示文摘	Jun Yu	2004	Journal of Econometrics2004，，2：	2
20	Bayesian analysis of stochastic volatility models with fat-tails and correlated errors显示文摘	Eric Jacquier Nicholas G. Polson Peter E. Rossi	2003	Journal of Econometrics2003，，1：	2

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