articleTop 1% cited
Quantiles via moments
Journal of Econometrics · 2019 · Vol. 213(1) · pp. 145–173
José A. F. Machado(Universidade Nova de Lisboa)João Santos Silva✉(University of Surrey)
Spatial and Panel Data AnalysisMonetary Policy and Economic ImpactStatistical Methods and InferenceQuantileEstimatorQuantile regressionEconometricsInferenceConditional probability distributionMathematicsComputer scienceStatisticsArtificial intelligence
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References
Large Sample Properties of Generalized Method of Moments Estimators
Econometrica · 1982 · 13,720 citations
GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics
The Journal of Economic Perspectives · 2001 · 1,192 citations
Biases in Dynamic Models with Fixed Effects
Econometrica · 1981 · 8,434 citations
The incidental parameter problem since 1948
Journal of Econometrics · 2000 · 1,133 citations
Consistent Estimates Based on Partially Consistent Observations
Econometrica · 1948 · 2,680 citations
Regression Quantiles
Econometrica · 1978 · 12,476 citations
Quantile Regression
The Journal of Economic Perspectives · 2001 · 4,232 citations
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