EconometricaJournal of the Econometric Society Short Title: Econometrica Publisher: Wiley (Wiley-Blackwell), Oxford; Econometric Society, New York, NY ISSN: 0012-9682; 1468-0262/e Online: https://onlinelibrary.wiley.com/loi/14680262https://www.jstor.org/journal/econometrica Comments: Journal Documents Indexed: 4,092 Publications (since 1933) References Indexed: 33 Publications with 1,530 References. all top 5 Latest Issues 90, No. 4 (2022) 90, No. 3 (2022) 90, No. 2 (2022) 90, No. 1 (2022) 89, No. 6 (2021) 89, No. 5 (2021) 89, No. 4 (2021) 89, No. 3 (2021) 89, No. 2 (2021) 89, No. 1 (2021) 88, No. 6 (2020) 88, No. 5 (2020) 88, No. 4 (2020) 88, No. 3 (2020) 88, No. 2 (2020) 88, No. 1 (2020) 87, No. 6 (2019) 87, No. 5 (2019) 87, No. 4 (2019) 87, No. 3 (2019) 87, No. 2 (2019) 87, No. 1 (2019) 86, No. 6 (2018) 86, No. 5 (2018) 86, No. 4 (2018) 86, No. 3 (2018) 86, No. 2 (2018) 86, No. 1 (2018) 85, No. 6 (2017) 85, No. 5 (2017) 85, No. 4 (2017) 85, No. 3 (2017) 85, No. 2 (2017) 85, No. 1 (2017) 84, No. 6 (2016) 84, No. 5 (2016) 84, No. 4 (2016) 84, No. 3 (2016) 84, No. 2 (2016) 84, No. 1 (2016) 83, No. 6 (2015) 83, No. 5 (2015) 83, No. 4 (2015) 83, No. 3 (2015) 83, No. 2 (2015) 83, No. 1 (2015) 82, No. 6 (2014) 82, No. 5 (2014) 82, No. 4 (2014) 82, No. 3 (2014) 82, No. 2 (2014) 82, No. 1 (2014) 81, No. 6 (2013) 81, No. 5 (2013) 81, No. 4 (2013) 81, No. 3 (2013) 81, No. 2 (2013) 81, No. 1 (2013) 80, No. 6 (2012) 80, No. 5 (2012) 80, No. 4 (2012) 80, No. 3 (2012) 80, No. 2 (2012) 80, No. 1 (2012) 79, No. 6 (2011) 79, No. 5 (2011) 79, No. 4 (2011) 79, No. 3 (2011) 79, No. 2 (2011) 79, No. 1 (2011) 78, No. 6 (2010) 78, No. 5 (2010) 78, No. 4 (2010) 78, No. 3 (2010) 78, No. 2 (2010) 78, No. 1 (2010) 77, No. 6 (2009) 77, No. 5 (2009) 77, No. 4 (2009) 77, No. 3 (2009) 77, No. 2 (2009) 77, No. 1 (2009) 76, No. 6 (2008) 76, No. 5 (2008) 76, No. 4 (2008) 76, No. 3 (2008) 76, No. 2 (2008) 76, No. 1 (2008) 75, No. 6 (2007) 75, No. 5 (2007) 75, No. 4 (2007) 75, No. 3 (2007) 75, No. 2 (2007) 75, No. 1 (2007) 74, No. 6 (2006) 74, No. 5 (2006) 74, No. 4 (2006) 74, No. 3 (2006) 74, No. 2 (2006) 74, No. 1 (2006) ...and 162 more Volumes all top 5 Authors 38 Phillips, Peter Charles Bonest 33 Andrews, Donald Wilfrid Kao 27 Newey, Whitney Kent 17 Schmeidler, David 16 Laffont, Jean-Jacques 15 Arrow, Kenneth Joseph 15 Fishburn, Peter Clingerman 15 Frisch, Ragnar 15 Robinson, Peter Michael 15 Wilson, Robert Butler 14 Chernozhukov, Victor 14 Fisher, Franklin M. 14 Fudenberg, Drew 14 Gul, Faruk 14 Hausman, Jerry Allen 14 Heckman, James Joseph 14 Imbens, Guido Wilhelmus 14 Tirole, Jean 14 White, Halbert Lynn jun. 14 Zame, William R. 13 Aumann, Robert John 13 Duffie, James Darrell 13 Epstein, Larry G. 13 Gourieroux, Christian 13 Manski, Charles F. 13 Reny, Philip J. 12 Abreu, Dilip 12 Horowitz, Joel Lawrence 12 Kalai, Ehud 12 Milgrom, Paul Robert 12 Roth, Alvin Eliot 12 Tintner, Gerhard 11 Basmann, Robert L. 11 Chesher, Andrew 11 Laroque, Guy R. 11 Maddala, G. S. 11 Myerson, Roger Bruce 11 Rubinstein, Ariel 11 Schmidt, Peter 10 Amemiya, Takeshi 10 Blackorby, Charles 10 Blundell, Richard W. 10 Chamberlain, Gary 10 Debreu, GĂ©rard 10 Engle, Robert Fry 10 Hart, Sergiu 10 Hurwicz, Leonid 10 Jackson, Matthew O. 10 Levine, David K. 10 Lewbel, Arthur 10 Mas-Colell, Andreu 10 Radner, Roy 10 Samuelson, Larry 10 Sonnenschein, Hugo F. 10 Stock, James Harold 9 Chen, Xiaohong 9 Crawford, Vincent P. 9 Dekel, Eddie 9 Drèze, Jacques H. 9 Hahn, Jinyong 9 Hannan, Edward James 9 Monfort, Alain 9 Morishima, Michio 9 Moulin, HervĂ© C. 9 Pesendorfer, Wolfgang 9 Ray, Debraj 9 Samuelson, Paul Anthony 9 Smith, Lones 9 Zellner, Arnold 8 Anderson, Robert M. 8 Athey, Susan 8 Bai, Jushan 8 Bonhomme, StĂ©phane 8 Brown, Donald J. 8 Chiappori, Pierre-AndrĂ© 8 Diewert, Walter Erwin 8 Dufour, Jean-Marie 8 Guesnerie, Roger 8 Hansen, Bruce E. 8 Hildenbrand, Werner 8 HonorĂ©, Bo E. 8 Karni, Edi 8 Kitamura, Yuichi 8 Leamer, Edward E. 8 Lee, Lung-Fei 8 Linton, Oliver Bruce 8 Marinacci, Massimo 8 Maskin, Eric Stark 8 Matzkin, Rosa L. 8 MĂĽller, Ulrich K. 8 Nagar, Anirudh L. 8 Palfrey, Thomas R. 8 Rochet, Jean-Charles 8 Rustichini, Aldo 8 Swinkels, Jeroen M. 8 Vuong, Quang H. 7 Anderson, Theodore Wilbur jun. 7 Andrews, Isaiah 7 Bernheim, B. Douglas 7 Brandenburger, Adam ...and 3,291 more Authors all top 5 Fields 2,520 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1,193 Statistics (62-XX) 188 Operations research, mathematical programming (90-XX) 93 Probability theory and stochastic processes (60-XX) 93 Numerical analysis (65-XX) 71 Systems theory; control (93-XX) 20 Calculus of variations and optimal control; optimization (49-XX) 17 Linear and multilinear algebra; matrix theory (15-XX) 16 Biology and other natural sciences (92-XX) 12 Computer science (68-XX) 10 Order, lattices, ordered algebraic structures (06-XX) 6 Mathematical logic and foundations (03-XX) 6 Combinatorics (05-XX) 5 History and biography (01-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Approximations and expansions (41-XX) 5 General topology (54-XX) 4 Real functions (26-XX) 4 Operator theory (47-XX) 4 Global analysis, analysis on manifolds (58-XX) 3 Ordinary differential equations (34-XX) 3 Information and communication theory, circuits (94-XX) 2 Measure and integration (28-XX) 2 Difference and functional equations (39-XX) 2 Integral equations (45-XX) 1 General and overarching topics; collections (00-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Integral transforms, operational calculus (44-XX) 1 Functional analysis (46-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 3,615 Publications have been cited 130,101 times in 56,470 Documents Cited by ▼ Year ▼ Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. 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Zbl 0675.90103 Hart, Sergiu; Mas-Colell, Andreu 288 1989 Rationalizability, learning, and equilibrium in games with strategic complementarities. Zbl 0728.90098 Milgrom, Paul; Roberts, John 288 1990 Monotone comparative statics. Zbl 0789.90010 Milgrom, Paul; Shannon, Chris 288 1994 The folk theorem in repeated games with discounting or with incomplete information. Zbl 0615.90099 Fudenberg, Drew; Maskin, Eric 284 1986 Time to build and aggregate fluctuations. Zbl 0493.90017 Kydland, Finn E.; Prescott, Edward C. 281 1982 Semiorders and a theory of utility discrimination. Zbl 0071.14006 Luce, R. Duncan 281 1956 Autoregressive conditional duration: a new model for irregularly spaced transaction data. Zbl 1055.62571 Engle, Robert F.; Russell, Jeffrey R. 280 1998 Correlated equilibrium as an expression of Bayesian rationality. Zbl 0633.90094 Aumann, Robert J. 278 1987 Designing realized kernels to measure the ex post variation of equity prices in the presence of noise. Zbl 1153.91416 Barndorff-Nielsen, Ole E.; Hansen, Peter Reinhard; Lunde, Asger; Shephard, Neil 278 2008 Rationalizable strategic behavior. Zbl 0552.90098 Bernheim, B. Douglas 274 1984 An intertemporal capital asset pricing model. Zbl 0283.90003 Merton, Robert C. 261 1973 The regulation of queue size by levying tolls. Zbl 0172.21801 Naor, P. 260 1969 Stationary ordinal utility and impatience. Zbl 0149.38401 Koopmans, T. C. 257 1960 Maximum likelihood estimation of discretely sampled diffusions: a closed-form approximation approach. Zbl 1104.62323 AĂŻt-Sahalia, Yacine 256 2002 Simulation and the asymptotics of optimization estimators. Zbl 0698.62031 Pakes, Ariel; Pollard, David 254 1989 Instrumental variables regression with weak instruments. Zbl 0871.62101 Staiger, Douglas; Stock, James H. 250 1997 The core of an N person game. Zbl 0183.24003 Scarf, H. E. 247 1967 Optimal tests when a nuisance parameter is present only under the alternative. Zbl 0815.62033 Andrews, Donald W. K.; Ploberger, Werner 247 1994 Asymmetric least squares estimation and testing. Zbl 0625.62047 Newey, Whitney K.; Powell, James L. 246 1987 Higher order properties of GMM and generalized empirical likelihood estimators. Zbl 1151.62313 Newey, Whitney K.; Smith, Richard J. 246 2004 A subordinated stochastic process model with finite variance for speculative prices. Zbl 0308.90011 Clark, Peter K. 243 1973 “Expected utility” analysis without the independence axiom. Zbl 0475.90015 Machina, Mark J. 233 1982 Proportional solutions to bargaining situations: interpersonal utility comparisons. Zbl 0371.90135 Kalai, Ehud 233 1977 A set of independent necessary and sufficient conditions for simple majority decision. Zbl 0047.38402 May, Kenneth O. 233 1952 An automatic method of solving discrete programming problems. Zbl 0101.37004 Land, A. H.; Doig, A. G. 229 1960 Inference when a nuisance parameter is not identified under the null hypothesis. Zbl 0862.62090 Hansen, Bruce E. 227 1996 Incentive compatibility and the bargaining problem. Zbl 0399.90008 Myerson, Roger B. 223 1979 Long-term memory in stock market prices. Zbl 0781.90023 Lo, Andrew W. 220 1991 An intertemporal general equilibrium model of asset prices. Zbl 0576.90006 Cox, John C.; Ingersoll, Jonathan E.; Ross, Stephen A. 218 1985 The solution of linear difference models under rational expectations. Zbl 0438.90022 Blanchard, Olivier Jean; Kahn, Charles M. 216 1980 Estimation and inference in large heterogeneous panels with a multifactor error structure. Zbl 1152.91718 Pesaran, M. Hashem 213 2006 Learning, local interaction, and coordination. Zbl 0802.90143 Ellison, Glenn 211 1993 Bayesian inference in econometric models using Monte Carlo integration. Zbl 0683.62068 Geweke, John 210 1989 Envelope theorems for arbitrary choice sets. Zbl 1103.90400 Milgrom, Paul; Segal, Ilya 210 2002 A noncooperative model of network formation. Zbl 1022.91047 Bala, Venkatesh; Goyal, Sanjeev 209 2000 Estimation of relationships for limited dependent variables. Zbl 0088.36607 Tobin, James 208 1958 Asymptotic distributions of quasi-maximum likelihood estimators for spatial autoregressive models. Zbl 1142.62312 Lee, Lung-Fei 206 2004 Temporal resolution of uncertainty and dynamic choice theory. Zbl 0382.90006 Kreps, David M.; Porteus, Evan L. 206 1978 Arbitrage, factor structure, and mean-variance analysis on large asset markets. Zbl 0523.90017 Chamberlain, Gary; Rothschild, Michael 205 1983 Identification and estimation of a partially linear regression model using network data. Zbl 1497.62091 Auerbach, Eric 7 2022 A ReMeDI for microstructure noise. Zbl 1492.91399 Li, Z. Merrick; Linton, Oliver 7 2022 Test design under falsification. Zbl 1515.91059 Perez-Richet, Eduardo; Skreta, Vasiliki 7 2022 Discretizing unobserved heterogeneity. 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Zbl 1478.91059 Chambers, Christopher P.; Lambert, Nicolas S. 5 2021 Redistribution through markets. Zbl 1480.91072 Dworczak, Piotr; Kominers, Scott Duke; Akbarpour, Mohammad 5 2021 Local projection inference is simpler and more robust than you think. Zbl 1497.62335 Olea, JosĂ© Luis Montiel; Plagborg-Møller, Mikkel 5 2021 Using the sequence-space Jacobian to solve and estimate heterogeneous-agent models. Zbl 1514.91098 Auclert, Adrien; BardĂłczy, Bence; Rognlie, Matthew; Straub, Ludwig 5 2021 A preferred-habitat model of the term structure of interest rates. Zbl 1478.91179 Vayanos, Dimitri; Vila, Jean-Luc 4 2021 Capital buffers in a quantitative model of banking industry dynamics. Zbl 1485.91242 Corbae, Dean; D’Erasmo, Pablo 4 2021 Model selection for treatment choice: penalized welfare maximization. Zbl 1475.91067 Mbakop, Eric; Tabord-Meehan, Max 3 2021 Strategic sample selection. 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Hashem 57 Bossert, Walter 57 Robinson, Peter Michael 57 Yannelis, Nicholas Constantine 56 Fan, Jianqing 56 Thomson, William 53 Gourieroux, Christian 53 Su, Liangjun 53 Van Keilegom, Ingrid 51 Wakker, Peter Paul 51 Zhu, Lixing 50 Marinacci, Massimo 49 Härdle, Wolfgang Karl 49 Le Van, Cuong 49 Mitra, Tapan 49 Nishimura, Kazuo 49 Perron, Pierre 49 Wooders, Myrna Holtz 49 Zhang, Xinyu 47 Fudenberg, Drew 47 Leybourne, Stephen J. 46 Dufour, Jean-Marie 46 Karni, Edi 46 Wang, Shouyang 45 Chun, Youngsub 45 Francq, Christian 45 Lee, Sangyeol 44 Cavaliere, Giuseppe 44 Chambers, Christopher P. 44 Chateauneuf, Alain 44 Hsiao, Cheng 44 Sanver, M. Remzi 43 FlĂĄm, Sjur Didrik 43 Kapetanios, George 43 Kort, Peter M. 43 Lehrer, Ehud 43 Sengupta, Jati K. 42 Dette, Holger 42 Klaus, Bettina 42 Perea, AndrĂ©s 42 Schmidt, Peter 42 Serrano, Roberto 41 Blavatskyy, Pavlo R. 41 Lian, Heng 41 Otsu, Taisuke 41 Samuelson, Larry 41 Ullah, Aman 40 Feichtinger, Gustav 40 Tijs, Stef 40 White, Halbert Lynn jun. 40 Xiao, Zhijie 40 Zaslavski, Alexander Yakovlevich 39 Chen, Xiaohong 39 Elliott, Robert James 38 AlĂłs-Ferrer, Carlos 38 BarberĂ , Salvador 38 Cai, Zongwu 38 Fan, Yanqin 38 King, Maxwell Leslie 38 Li, Wai Keung 38 Tian, Guoqiang 38 Westerlund, Joakim 37 Hahn, Jinyong 37 Levine, David K. 37 Ling, Shiqing 37 Tsionas, Mike G. 36 Grant, Simon 36 Maccheroni, Fabio 36 Peleg, Bezalel 36 Renault, Eric 36 Safra, Zvi 36 Sen, Arunava 36 Shubik, Martin 36 Simar, LĂ©opold 36 Todorov, Viktor 36 Vermeulen, Dries 36 Yu, Jun 36 Zhou, Yong 35 Bergantiños, Gustavo 35 Dutta, Bhaskar 35 Gilboa, Itzhak 34 AĂŻt-Sahalia, Yacine 34 Chen, Songnian 34 Harvey, David I. 34 Hommes, Cars H. ...and 47,514 more Authors all top 5 Cited in 961 Journals 3,912 Journal of Econometrics 3,476 Journal of Economic Theory 3,305 Economics Letters 2,341 Games and Economic Behavior 2,115 Journal of Economic Dynamics & Control 1,939 Journal of Mathematical Economics 1,694 European Journal of Operational Research 1,354 Economic Theory 1,090 Mathematical Social Sciences 924 Social Choice and Welfare 848 Theory and Decision 821 Econometric Theory 806 Computational Statistics and Data Analysis 798 Communications in Statistics. 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