Journal of Applied Econometrics

Cover image for Vol. 32 Issue 1

Edited By: Barbara Rossi

Impact Factor: 1.872

ISI Journal Citation Reports © Ranking: 2015: 9/49 (Social Sciences Mathematical Methods); 57/345 (Economics)

Online ISSN: 1099-1255

Most Accessed


Most accessed Journal of Applied Econometrics articles in 2015:

Bounds testing approaches to the analysis of level relationships
M. Hashem Pesaran, Yongcheol Shin and Richard J. Smith (2001)

Multivariate GARCH models: a survey
Luc Bauwens, Sébastien Laurent and Jeroen V. K. Rombouts (2006)

Does peer ability affect student achievement?
Eric A. Hanushek, John F. Kain, Jacob M. Markman and Steven G. Rivkin (2003)

Computation and analysis of multiple structural change models
Jushan Bai and Pierre Perron (2003)

A forecast comparison of volatility models: does anything beat a GARCH(1,1)?
Peter R. Hansen and Asger Lunde (2005)

The Role of Inventories and Speculative Trading in the Global Market for Crude Oil
Lutz Kilian and Daniel P. Murphy (2014)

Exploring the international linkages of the euro area: a global VAR analysis
Stephane Dees, Filippo di Mauro, M. Hashem Pesaran and L. Vanessa Smith (2007)

A simple panel unit root test in the presence of cross-section dependence
M. Hashem Pesaran (2007)

Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity
Professor Jeffrey M. Wooldridge (2005)

Counterfactual decomposition of changes in wage distributions using quantile regression
Professor José A. F. Machado and José Mata (2005)

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