Econometrics

Field
Subfield
Domain
OpenAlex	C149782125

Smeal faculty

• Charles Whiteman - score 10.2
• Anh Le - score 8.8
• Timothy T. Simin - score 8.6
• James McKeown - score 6.1
• Joel M. Vanden - score 4.7
• Patrick Higgins - score 4.1
• Zhongyi Yuan - score 4.1
• Duncan K. Fong - score 4.0
• Orie E. Barron - score 3.6
• Liang Peng - score 3.6
• Mihail Velikov - score 3.5
• Charles Cao - score 3.2
• Brent B. Moritz - score 2.7
• Jingzhi Huang - score 2.5
• Nan Zhu - score 2.5
• Brent W. Ambrose - score 2.2
• Dan Givoly - score 2.1
• Johanna Amaya - score 1.6
• Giang Nguyen - score 1.6
• Saurabh Bansal - score 1.6
• Arnold F. Shapiro - score 1.5
• John C. Liechty - score 1.4
• Zhenzhen Yan - score 1.4
• Eric P. Smith - score 1.4
• Kai Du - score 1.3
• Rick Mergenthaler - score 1.3
• Karl A. Muller - score 1.3
• Gary L. Lilien - score 1.3
• Steven J. Huddart - score 1.2
• Aydin Alptekinoglu - score 1.2

Papers

• Empirical Performance of Alternative Option Pricing Models (1997) - cites 2708
• Inequality Constraints in the Univariate GARCH Model (1992) - cites 611
• Measuring Reporting Conservatism (2007) - cites 586
• Spurious Regressions in Financial Economics? (2003) - cites 573
• Portfolio selection with higher moments (2010) - cites 535
• Integration Versus Trend Stationary in Time Series (1992) - cites 504
• Using analysts' forecasts to measure properties of analysts' information environment. (1998) - cites 500
• On the use of structural equation models for marketing modeling (2000) - cites 456
• Chapter 3 The Two QCAs: From a Small-N to a Large-N Set Theoretic Approach (2013) - cites 431
• Informational content of option volume prior to takeovers (2005) - cites 404
• The Role of Asset Structure, Ownership Structure, and Takeover Defenses in Determining Acquisition Likelihood (1992) - cites 391
• Can Growth Options Explain the Trend in Idiosyncratic Risk? (2006) - cites 371
• Asymmetric timeliness tests of accounting conservatism (2007) - cites 369
• The biasing effect of common method variance: some clarifications (2021) - cites 305
• Dispersion in Analysts' Earnings Forecasts as a Measure of Uncertainty (1998) - cites 267
• Pricing and hedging long-term options (2000) - cites 243
• Estimating the Costs of Issuer-Paid Credit Ratings (2013) - cites 241
• A Bayesian approach to dynamic macroeconomics (2000) - cites 221
• The Time-Series Properties of Annual Earnings (1977) - cites 216
• Bias and Systematic Change in the Parameter Estimates of Macro-Level Diffusion Models (1997) - cites 213
• Bayesian Leading Indicators: Measuring and Predicting Economic Conditions in Iowa (1998) - cites 209
• Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence (2008) - cites 205
• Reconsidering ‘trends and random walks in macroeconomic time series’ (1991) - cites 204
• The engine of growth or its handmaiden? (1996) - cites 191
• The price of variance risk (2016) - cites 189
• OPPORTUNISTIC MATCHING IN THE HOUSING MARKET* (2007) - cites 184
• Bayesian Estimation and Control of Detailing Effort in a Repeat Purchase Diffusion Environment (1981) - cites 180
• Predicting bitcoin returns using high-dimensional technical indicators (2018) - cites 177
• Exploring Metropolitan Housing Price Volatility (2006) - cites 174
• Cross-Section Estimation of the Matching Function: Evidence from England and Wales (1996) - cites 163