Foundations and Trends in Econometrics Short Title: Found. Trends Econom. Publisher: Now Publishers, Delft ISSN: 1551-3076; 1551-3084/e Online: http://www.nowpublishers.com/eco/ Comments: Journal Documents Indexed: 25 Publications (since 2005) References Indexed: 6 Publications with 903 References. all top 5 Latest Issues 12, No. 4 (2023) 12, No. 3 (2023) 12, No. 2 (2022) 12, No. 1 (2022) 11, No. 4 (2022) 11, No. 3 (2021) 11, No. 1-2 (2021) 10, No. 3-4 (2020) 10, No. 1-2 (2019) 9, No. 2-4 (2018) 7, No. 3-4 (2014) 7, No. 2 (2014) 7, No. 1 (2014) 6, No. 3-4 (2013) 6, No. 2 (2013) 6, No. 1 (2012) 5, No. 3-4 (2011) 5, No. 1-2 (2011) 4, No. 4 (2010) 4, No. 3 (2010) 4, No. 1-2 (2010) 3, No. 4 (2009) 3, No. 3 (2008) 1, No. 2 (2005) 1, No. 1 (2005) all top 5 Authors 2 Korobilis, Dimitris 2 Parmeter, Christopher F. 2 Poncela, Pilar 1 Ben-Akiva, Moshe Emanuel 1 Bhat, Chandra R. 1 Boyd, Stephen Poythress 1 Camacho, Maximo 1 Castle, Jennifer L. 1 Cherchye, Laurens 1 De Rock, Bram 1 Gentry, Matthew L. 1 Henderson, Daniel J. 1 Hendry, David F. 1 Hubbard, Timothy P. 1 Johansson, Kasper 1 Kiviet, Jan F. 1 Koop, Gary 1 Kumbhakar, Subal Chandra 1 Lechner, Michael 1 Lee, Lung-Fei 1 McFadden, Daniel Little 1 Moffatt, Peter G. 1 Nekipelov, Denis 1 Ogut, Mehmet G. 1 Paarsch, Harry J. 1 Papadopoulos, Alecos 1 Pelger, Markus 1 Perez-Quiros, Gabriel 1 Poskitt, Donald Stephen 1 Ruiz, Esther 1 Schmelzer, Thomas 1 Severini, Thomas A. 1 Shimizu, Kenichi 1 Simar, Léopold 1 Skeels, Christopher L. 1 Sperlich, Stefan 1 Startz, Richard 1 Train, Kenneth E. 1 Tripathi, Gautam 1 Trivedi, Pravin K. 1 Vermeulen, Frederic 1 Wilson, Paul W. 1 Yu, Jihai 1 Zelenyuk, Valentin 1 Zimmer, David M. Fields 22 Statistics (62-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Numerical analysis (65-XX) 1 Probability theory and stochastic processes (60-XX) 1 Geophysics (86-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 18 Publications have been cited 220 times in 212 Documents Cited by ▼ Year ▼ Copula modeling: An introduction for practitioners. Zbl 1195.91130 Trivedi, Pravin K.; Zimmer, David M. 87 2005 Bayesian multivariate time series methods for empirical macroeconomics. Zbl 1193.91117 Koop, Gary; Korobilis, Dimitris 37 2009 Estimation and inference in nonparametric frontier models: recent developments and perspectives. Zbl 1281.62243 Simar, Léopold; Wilson, Paul W. 28 2011 Efficiency analysis: a primer on recent advances. Zbl 1307.62255 Parmeter, Christopher F.; Kumbhakar, Subal C. 20 2014 The estimation of causal effects by difference-in-difference methods. Zbl 1232.91567 Lechner, Michael 13 2011 Functional form and heterogeneity in models for count data. Zbl 1281.62163 Greene, William 7 2005 Collective household consumption behavior: revealed preference analysis. Zbl 1248.91034 Cherchye, Laurens; De Rock, Bram; Vermeulen, Frederic 5 2010 Foundations of stated preference elicitation: consumer behavior and choice-based conjoint analysis. Zbl 1411.91173 Ben-Akiva, Moshe; McFadden, Daniel; Train, Kenneth 3 2019 Monte Carlo simulation for econometricians. Zbl 1255.91336 Kiviet, Jan F. 3 2011 Inference in the presence of weak instruments: a selected survey. Zbl 1281.62242 Poskitt, D. S.; Skeels, C. L. 3 2012 Semiparametric efficiency bounds for microeconometric models: a survey. Zbl 1306.62537 Severini, Thomas A.; Tripathi, Gautam 3 2013 Structural econometrics of auctions: a review. Zbl 1401.62232 Gentry, Matthew L.; Hubbard, Timothy P.; Nekipelov, Denis; Paarsch, Harry J. 3 2018 Dealing with endogeneity in regression models with dynamic coefficients. Zbl 1281.62241 Kim, Chang-Jin 2 2008 The composite marginal likelihood (CML) inference approach with applications to discrete and mixed dependent variable models. Zbl 1293.62045 Bhat, Chandra R. 2 2014 Quantile methods for stochastic frontier analysis. Zbl 07644937 Papadopoulos, Alecos; Parmeter, Christopher F. 1 2022 Factor extraction in dynamic factor models: Kalman filter versus principal components. Zbl 07644938 Ruiz, Esther; Poncela, Pilar 1 2022 Climate econometrics: an overview. Zbl 1456.62277 Castle, Jennifer L.; Hendry, David F. 1 2020 Short-term forecasting for empirical economists: a survey of the recently proposed algorithms. Zbl 1292.91146 Camacho, Maximo; Perez-Quiros, Gabriel; Poncela, Pilar 1 2013 Quantile methods for stochastic frontier analysis. Zbl 07644937 Papadopoulos, Alecos; Parmeter, Christopher F. 1 2022 Factor extraction in dynamic factor models: Kalman filter versus principal components. Zbl 07644938 Ruiz, Esther; Poncela, Pilar 1 2022 Climate econometrics: an overview. Zbl 1456.62277 Castle, Jennifer L.; Hendry, David F. 1 2020 Foundations of stated preference elicitation: consumer behavior and choice-based conjoint analysis. Zbl 1411.91173 Ben-Akiva, Moshe; McFadden, Daniel; Train, Kenneth 3 2019 Structural econometrics of auctions: a review. Zbl 1401.62232 Gentry, Matthew L.; Hubbard, Timothy P.; Nekipelov, Denis; Paarsch, Harry J. 3 2018 Efficiency analysis: a primer on recent advances. Zbl 1307.62255 Parmeter, Christopher F.; Kumbhakar, Subal C. 20 2014 The composite marginal likelihood (CML) inference approach with applications to discrete and mixed dependent variable models. Zbl 1293.62045 Bhat, Chandra R. 2 2014 Semiparametric efficiency bounds for microeconometric models: a survey. Zbl 1306.62537 Severini, Thomas A.; Tripathi, Gautam 3 2013 Short-term forecasting for empirical economists: a survey of the recently proposed algorithms. Zbl 1292.91146 Camacho, Maximo; Perez-Quiros, Gabriel; Poncela, Pilar 1 2013 Inference in the presence of weak instruments: a selected survey. Zbl 1281.62242 Poskitt, D. S.; Skeels, C. L. 3 2012 Estimation and inference in nonparametric frontier models: recent developments and perspectives. Zbl 1281.62243 Simar, Léopold; Wilson, Paul W. 28 2011 The estimation of causal effects by difference-in-difference methods. Zbl 1232.91567 Lechner, Michael 13 2011 Monte Carlo simulation for econometricians. Zbl 1255.91336 Kiviet, Jan F. 3 2011 Collective household consumption behavior: revealed preference analysis. Zbl 1248.91034 Cherchye, Laurens; De Rock, Bram; Vermeulen, Frederic 5 2010 Bayesian multivariate time series methods for empirical macroeconomics. Zbl 1193.91117 Koop, Gary; Korobilis, Dimitris 37 2009 Dealing with endogeneity in regression models with dynamic coefficients. Zbl 1281.62241 Kim, Chang-Jin 2 2008 Copula modeling: An introduction for practitioners. Zbl 1195.91130 Trivedi, Pravin K.; Zimmer, David M. 87 2005 Functional form and heterogeneity in models for count data. Zbl 1281.62163 Greene, William 7 2005 all cited Publications top 5 cited Publications all top 5 Cited by 375 Authors 10 Simar, Léopold 8 Sriboonchitta, Songsak 7 Chan, Joshua C. C. 7 Parmeter, Christopher F. 7 Wilson, Paul W. 5 Korobilis, Dimitris 5 Zelenyuk, Valentin 4 Kumbhakar, Subal Chandra 4 Marra, Giampiero 3 Cossette, Hélène 3 Daouia, Abdelaati 3 Daraio, Cinzia 3 Di Lascio, F. Marta L. 3 Ferreira, Paulo H. 3 Koop, Gary 3 Kuvattana, Sasigarn 3 Lo, Simon M. S. 3 Louzada, Francisco 3 Marceau, Étienne 3 Radice, Rosalba 3 Sukparungsee, Saowanit 3 West, Mike 3 Wichian, Anyarat 3 Wilke, Ralf A. 3 Yager, Ronald R. 3 Yao, Feng 2 Achcar, Jorge Alberto 2 Areepong, Yupaporn 2 Bădin, Luiza 2 Busababodhin, Piyapatr 2 Cardot, Hervé 2 Chen, Tao 2 Cherchye, Laurens 2 Coolen-Maturi, Tahani 2 Coolen, Frank P. A. 2 de Oliveira, Welington Luis 2 De Rock, Bram 2 Eisenstat, Eric 2 Florens, Jean-Pierre 2 Ghosh, Indranil 2 Giannerini, Simone 2 Hotta, Luiz Koodi 2 Hung, Shiu-Wan 2 Kiatmanaroch, T. 2 Klemashev, Nikolay I. 2 Lahiri, Kajal 2 Lu, Wen-Min 2 Maneejuk, Paravee 2 Martins-Filho, Carlos 2 Musolesi, Antonio 2 Nakajima, Jouchi 2 Papadopoulos, Alecos 2 Pettenuzzo, Davide 2 Puarattanaarunkorn, O. 2 Shaik, Saleem 2 Shananin, Aleksandr Alekseevich 2 Spieksma, Frits C. R. 2 Talla Nobibon, Fabrice 2 Tsai, Rodrigo 2 Tsionas, Mike G. 2 Van Ackooij, Wim 2 Yamaka, Woraphon 2 Yang, Liu 2 Ziegelmann, Flavio Augusto 1 Aastveit, Knut Are 1 Al-Labadi, Luai 1 Al Luhayb, Asamh Saleh M. 1 Alhadlaq, Weaam. M. 1 Allan, Grant 1 Almetwally, Ehab Mohamed 1 Alotaibi, Refah Mohammed 1 Alquier, Pierre 1 Álvarez, Inmaculada C. 1 Alzaid, Abdulhamid A. 1 Amir-Ahmadi, Pooyan 1 Anatolyev, Stanislav 1 Andor, Mark A. 1 Atwood, Joseph A. 1 Ayyıldız, Ezgi 1 Baghfalaki, Taban 1 Basu, Sankarshan 1 Beaulieu, Marie-Claude 1 Bechler, Georg 1 Bell, Melanie L. 1 Ben Bouheni, Faten 1 Bhat, Chandra R. 1 Bhatia, Vaneet 1 Bhuyan, Prajamitra 1 Blier-Wong, Christopher 1 Bocci, Chiara 1 Bodnar, Taras 1 Braun, Robin 1 Brüggemann, Ralf 1 Buteikis, Andrius 1 Çakmaklı, Cem 1 Callaway, Brantly 1 Cepeda-Cuervo, Edilberto 1 Chadidjah, A. 1 Chen, Jiafeng 1 Chen, Xiaohong ...and 275 more Authors all top 5 Cited in 76 Journals 21 Journal of Econometrics 20 European Journal of Operational Research 11 Econometric Reviews 10 Economics Letters 9 Communications in Statistics. Theory and Methods 8 Computational Statistics and Data Analysis 6 Journal of Applied Statistics 6 Journal of Econometric Methods 5 Annals of Operations Research 5 Thai Journal of Mathematics 4 Journal of Multivariate Analysis 4 Foundations and Trends in Econometrics 3 Insurance Mathematics & Economics 3 Journal of Economic Dynamics & Control 3 Journal of Statistical Computation and Simulation 3 Studies in Nonlinear Dynamics and Econometrics 3 Statistical Methods and Applications 3 Journal of Statistical Theory and Practice 3 AStA. Advances in Statistical Analysis 3 Journal of Business and Economic Statistics 2 Journal of Mathematical Psychology 2 Operations Research 2 International Journal of Approximate Reasoning 2 Communications in Statistics. Simulation and Computation 2 Open Economies Review 2 Journal of Inverse and Ill-Posed Problems 2 Monte Carlo Methods and Applications 2 International Transactions in Operational Research 2 Brazilian Journal of Probability and Statistics 2 Quantitative Finance 2 Computational & Mathematical Methods in Medicine 2 The Annals of Applied Statistics 2 Quantitative Economics 2 Statistics and Computing 1 International Journal of General Systems 1 Journal of Statistical Physics 1 Chaos, Solitons and Fractals 1 Annals of the Institute of Statistical Mathematics 1 Fuzzy Sets and Systems 1 Information Sciences 1 International Statistical Review 1 Journal of the American Statistical Association 1 Journal of Mathematical Economics 1 Journal of Optimization Theory and Applications 1 Journal of Statistical Planning and Inference 1 Metron 1 Opsearch 1 Theory and Decision 1 Acta Mathematicae Applicatae Sinica. English Series 1 Statistics 1 Optimization 1 Statistical Science 1 Computers & Operations Research 1 Computational Statistics 1 Applicationes Mathematicae 1 Statistical Papers 1 Bernoulli 1 INFORMS Journal on Computing 1 Abstract and Applied Analysis 1 The Econometrics Journal 1 Econometric Theory 1 Decisions in Economics and Finance 1 Statistical Modelling 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Thailand Statistician 1 Journal of the Korean Statistical Society 1 Electronic Journal of Statistics 1 Bulletin of Economic Research 1 Journal of Computational and Graphical Statistics 1 Sankhyā. Series B 1 Journal of Mathematics 1 Dependence Modeling 1 Journal of Linear and Topological Algebra 1 Modern Stochastics. Theory and Applications 1 Cogent Mathematics 1 Japanese Journal of Statistics and Data Science all top 5 Cited in 15 Fields 177 Statistics (62-XX) 70 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 28 Operations research, mathematical programming (90-XX) 11 Probability theory and stochastic processes (60-XX) 11 Numerical analysis (65-XX) 7 Computer science (68-XX) 4 Biology and other natural sciences (92-XX) 3 Systems theory; control (93-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Convex and discrete geometry (52-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) Citations by Year