The top five most downloaded published articles in 2015 and 2014 are shown below. To access please click on the title.
| Most Downloaded in 2015 | Author(s) |
| Cointegration analysis in the presence of structural breaks in the deterministic trend | Søren Johansen,Rocco Mosconi and Bent Nielsen |
| Generalized dynamic factor models and volatilities: recovering the market volatility shocks | Matteo Barigozzi and Marc Hallin |
| Economic theory and forecasting: lessons from the literature | Raffaella Giacomini |
| Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievements | Minsu Chang, Sokbae Lee andYoon-Jae Whang |
| Realized kernels in practice: trades and quotes | O.E. Bardndorff-Nielsen, P. Reinhard Hansen, A. Lunde and N. Shephard |
| Most Downloaded in 2014 | Author(s) |
| Multivariate Variance Targeting in the BEKK–GARCH Model | Rasmus S. Pedersen and Anders Rahbek |
| An Instrumental Variable Random-Coefficients Model for Binary Outcomes | Andrew Chesher, and Adam M. Rosen |
| Weighted Composite Quantile Regression Estimation of DTARCH Models | Jiancheng Jiang, Xuejun Jiang and Xinyuan Song |
| Backfitting and smooth backfitting in varying coefficient quantile regression | Lee Y., Mammen, E., B.U. Park |
| Estimation of Fixed Effects Panel Data Partially Linear Additive Regression Models | Chunrong Ai, Jinhong You and Yong Zhou |
To access recently (unpublished) accepted articles please visit
http://www.res.org.uk/view/econometricsAcceptedArticles.html
