The Econometrics Journal – Most Downloaded Published Articles in 2015 and 2014


The top five most downloaded published articles in 2015 and 2014 are shown below. To access please click on the title.

Most Downloaded in 2015Author(s)
Cointegration analysis in the presence of structural breaks in the deterministic trendSøren Johansen,Rocco Mosconi and Bent Nielsen
Generalized dynamic factor models and volatilities: recovering the market volatility shocksMatteo Barigozzi and Marc Hallin
Economic theory and forecasting: lessons from the literatureRaffaella Giacomini
Nonparametric tests of conditional treatment effects with an application to single‐sex schooling on academic achievementsMinsu Chang, Sokbae Lee andYoon-Jae Whang
Realized kernels in practice: trades and quotesO.E. Bardndorff-Nielsen, P. Reinhard Hansen, A. Lunde and N. Shephard


Most Downloaded in 2014 Author(s)
Multivariate Variance Targeting in the BEKK–GARCH ModelRasmus 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 ModelsJiancheng Jiang, Xuejun Jiang and Xinyuan Song
Backfitting and smooth backfitting in varying coefficient quantile regressionLee Y., Mammen, E., B.U. Park
Estimation of Fixed Effects Panel Data Partially Linear Additive Regression ModelsChunrong Ai, Jinhong You and Yong Zhou

To access recently (unpublished) accepted articles please visit