| Rank | Item | Citations |
| 1 | Tom Doan, 2025.
"RATS program to replicate Arellano-Bond 1991 dynamic panel,"
Statistical Software Components
RTZ00169, Boston College Department of Economics.
| 3261.87 |
| 2 | Robert J. Barro, 2024.
"Rare Disasters and Asset Markets in the Twentieth Century,"
CEMA Working Papers
620, China Economics and Management Academy, Central University of Finance and Economics.
| 849.26 |
| 3 | Tom Doan, 2025.
"BKFILTER: RATS procedure to implement band pass filter using Baxter-King method,"
Statistical Software Components
RTS00026, Boston College Department of Economics.
- Marianne Baxter & Robert G. King, 1999.
"Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series,"
The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 575-593, November.
- Marianne Baxter & Robert G. King, 1995.
"Measuring Business Cycles Approximate Band-Pass Filters for Economic Time Series,"
NBER Working Papers
5022, National Bureau of Economic Research, Inc.
| 655.14 |
| 4 | Tom Doan, 2025.
"LEVINLIN: RATS procedure to perform Levin-Lin-Chu test for unit roots in panel data,"
Statistical Software Components
RTS00242, Boston College Department of Economics.
| 621.75 |
| 5 | Tom Doan, 2026.
"JORDAAER2005: RATS program to replicate Jorda(2005)'s local projection IRF calculations,"
Statistical Software Components
RTJ00047, Boston College Department of Economics.
| 572.23 |
| 6 | Tom Doan, 2025.
"OLSHODRICK: RATS procedure to compute Hodrick standard errors,"
Statistical Software Components
RTS00147, Boston College Department of Economics.
| 570.12 |
| 7 | Tom Doan, 2026.
"KILIANAER2009: RATS program to replicate Kilian(2009)'s VAR analysis of oil market/macro data,"
Statistical Software Components
RTJ00087, Boston College Department of Economics.
- Kilian, Lutz, 2006.
"Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market,"
CEPR Discussion Papers
5994, Centre for Economic Policy Research.
- Lutz Kilian, 2009.
"Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market,"
American Economic Review, American Economic Association, vol. 99(3), pages 1053-1069, June.
- Tom Doan, 2025.
"KILIAN_AER2009: RATS program to replicate Kilian(2009)'s VAR analysis of oil market/macro data,"
Statistical Software Components
RTZ00226, Boston College Department of Economics.
| 570.01 |
| 8 | Tom Doan, 2025.
"PPUNIT: RATS procedure to perform Phillips-Perron Unit Root test,"
Statistical Software Components
RTS00160, Boston College Department of Economics.
- Peter C.B. Phillips, 1985.
"Time Series Regression with a Unit Root,"
Cowles Foundation Discussion Papers
740R, Cowles Foundation for Research in Economics, Yale University, revised Feb 1986.
- Peter C.B. Phillips & Pierre Perron, 1986.
"Testing for a Unit Root in Time Series Regression,"
Cowles Foundation Discussion Papers
795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.
- Phillips, P C B, 1987.
"Time Series Regression with a Unit Root,"
Econometrica, Econometric Society, vol. 55(2), pages 277-301, March.
| 526.79 |
| 9 | Tom Doan, 2025.
"RATS programs to replicate examples of Bai-Perron procedure,"
Statistical Software Components
RTZ00008, Boston College Department of Economics.
- Tom Doan, 2025.
"MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis,"
Statistical Software Components
RTS00138, Boston College Department of Economics.
- Tom Doan, 2025.
"BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes,"
Statistical Software Components
RTS00013, Boston College Department of Economics.
- BAI, Jushan & PERRON, Pierre, 1998.
"Computation and Analysis of Multiple Structural-Change Models,"
Cahiers de recherche
9807, Universite de Montreal, Departement de sciences economiques.
- Jushan Bai & Pierre Perron, 2003.
"Computation and analysis of multiple structural change models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 1-22.
| 504.23 |
| 10 | Tom Doan, 2025.
"RATS program to demonstrate IV estimation of VAR in panel data,"
Statistical Software Components
RTZ00185, Boston College Department of Economics.
| 501.01 |
| 11 | Tom Doan, 2026.
"MOUNTFORDUHLIGJAE2009: RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR,"
Statistical Software Components
RTJ00058, Boston College Department of Economics.
- Mountford, Andrew & Uhlig, Harald, 2005.
"What are the effects of fiscal policy shocks?,"
SFB 649 Discussion Papers
2005-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Andrew Mountford & Harald Uhlig, 2009.
"What are the effects of fiscal policy shocks?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(6), pages 960-992.
- Tom Doan, 2025.
"RATS programs to replicate Mountford and Uhlig JAE 2009 sign-constrained VAR,"
Statistical Software Components
RTZ00121, Boston College Department of Economics.
- Uhlig, Harald & Mountford, Andrew, 2002.
"What are the Effects of Fiscal Policy Shocks?,"
CEPR Discussion Papers
3338, Centre for Economic Policy Research.
- Andrew Mountford & Harald Uhlig, 2008.
"What are the Effects of Fiscal Policy Shocks?,"
NBER Working Papers
14551, National Bureau of Economic Research, Inc.
- Mountford, A.W. & Uhlig, H.F.H.V.S., 2002.
"What are the Effects of Fiscal Policy Shocks?,"
Discussion Paper
2002-31, Tilburg University, Center for Economic Research.
- Mountford, A.W. & Uhlig, H.F.H.V.S., 2002.
"What are the Effects of Fiscal Policy Shocks?,"
Other publications TiSEM
af6a2f09-0045-471e-bba4-b, Tilburg University, School of Economics and Management.
| 467.15 |
| 12 | Alberto Abadie & Susan Athey & Guido W Imbens & Jeffrey M Wooldridge, 2023.
"When Should You Adjust Standard Errors for Clustering?,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 138(1), pages 1-35.
- Abadie, Alberto & Athey, Susan & Imbens, Guido W. & Wooldridge, Jeffrey, 2017.
"When Should You Adjust Standard Errors for Clustering?,"
Research Papers
repec:ecl:stabus:3596, Stanford University, Graduate School of Business.
- Alberto Abadie & Susan Athey & Guido W. Imbens & Jeffrey Wooldridge, 2017.
"When Should You Adjust Standard Errors for Clustering?,"
NBER Working Papers
24003, National Bureau of Economic Research, Inc.
- Alberto Abadie & Susan Athey & Guido Imbens & Jeffrey Wooldridge, 2017.
"When Should You Adjust Standard Errors for Clustering?,"
Papers
1710.02926, arXiv.org, revised Sep 2022.
| 447.54 |
| 13 | Brian J. Aitken & Ann E. Harrison, 2022.
"Do Domestic Firms Benefit from Direct Foreign Investment? Evidence from Venezuela,"
World Scientific Book Chapters, in: Globalization, Firms, and Workers, chapter 6, pages 139-152,
World Scientific Publishing Co. Pte. Ltd..
| 426.79 |
| 14 | Tom Doan, 2025.
"VRATIO: RATS procedure to implement variance ratio unit root test procedure,"
Statistical Software Components
RTS00231, Boston College Department of Economics.
- Andrew W. Lo, A. Craig MacKinlay, 1988.
"Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test,"
The Review of Financial Studies, Society for Financial Studies, vol. 1(1), pages 41-66.
- Andrew W. Lo & A. Craig MacKinlay, 1987.
"Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test,"
NBER Working Papers
2168, National Bureau of Economic Research, Inc.
| 426.56 |
| 15 | Tom Doan, 2025.
"SEASONALDLM: RATS procedure to create the matrices for the seasonal component of a DLM,"
Statistical Software Components
RTS00251, Boston College Department of Economics.
- Durbin, James & Koopman, Siem Jan, 2001.
"Time Series Analysis by State Space Methods,"
OUP Catalogue,
Oxford University Press, number 9780198523543.
- Durbin, James & Koopman, Siem Jan, 2012.
"Time Series Analysis by State Space Methods,"
OUP Catalogue,
Oxford University Press,
edition 2, number 9780199641178.
| 415.57 |
| 16 | Tom Doan, 2026.
"GARCHMVDCC2: RATS program to demonstrate multivariate GARCH using 2-stage DCC,"
Statistical Software Components
RTJ00027, Boston College Department of Economics.
- Tom Doan, 2025.
"RATS program to demonstrate multivariate GARCH using 2-stage DCC,"
Statistical Software Components
RTZ00068, Boston College Department of Economics.
- Engle, Robert, 2002.
"Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 339-350, July.
| 391.85 |
| 17 | Dimitri Vayanos & Jean‐Luc Vila, 2023.
"Corrigendum: A Preferred‐Habitat Model of the Term Structure of Interest Rates,"
Econometrica, Econometric Society, vol. 91(3), pages 31-32, May.
- Vayanos, Dimitri & ,, 2009.
"A Preferred-Habitat Model of the Term Structure of Interest Rates,"
CEPR Discussion Papers
7547, Centre for Economic Policy Research.
- Jean-Luc Vila & Dimitri Vayanos, 2009.
"A Preferred-Habitat Model of the Term Structure of Interest Rates,"
FMG Discussion Papers
dp641, Financial Markets Group.
- Dimitri Vayanos & Jean-Luc Vila, 2009.
"A Preferred-Habitat Model of the Term Structure of Interest Rates,"
NBER Working Papers
15487, National Bureau of Economic Research, Inc.
- Vayanos, Dimitri & Vila, Jean-Luc, 2009.
"A preferred-habitat model of the term structure of interest rates,"
LSE Research Online Documents on Economics
29308, London School of Economics and Political Science, LSE Library.
- Vayanos, Dimitri & Vila, Jean-Luc, 2021.
"A preferred-habitat model of the term structure of interest rates,"
LSE Research Online Documents on Economics
106509, London School of Economics and Political Science, LSE Library.
- Dimitri Vayanos & Jean‐Luc Vila, 2021.
"A Preferred‐Habitat Model of the Term Structure of Interest Rates,"
Econometrica, Econometric Society, vol. 89(1), pages 77-112, January.
| 391.2 |
| 18 | Tom Doan, 2026.
"HANSENECM1996: RATS programs to replicate Hansen's threshold estimation and testing results,"
Statistical Software Components
RTJ00043, Boston College Department of Economics.
- Tom Doan, 2025.
"TAR: RATS procedure to estimate a threshold autoregression, tests for threshold effect,"
Statistical Software Components
RTS00209, Boston College Department of Economics.
- Hansen, B.E., 1991.
"Inference when a Nuisance Parameter is Not Identified Under the Null Hypothesis,"
RCER Working Papers
296, University of Rochester - Center for Economic Research (RCER).
- Hansen, Bruce E, 1996.
"Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis,"
Econometrica, Econometric Society, vol. 64(2), pages 413-430, March.
- Tom Doan, 2025.
"RATS programs to replicate Hansen's threshold estimation and testing results,"
Statistical Software Components
RTZ00091, Boston College Department of Economics.
| 388.83 |
| 19 | Tom Doan, 2025.
"RATS programs to replicate Jacquier, Polson, Rossi (1994) stochastic volatility,"
Statistical Software Components
RTZ00105, Boston College Department of Economics.
- Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 2002.
"Bayesian Analysis of Stochastic Volatility Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 69-87, January.
- Jacquier, Eric & Polson, Nicholas G & Rossi, Peter E, 1994.
"Bayesian Analysis of Stochastic Volatility Models,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 371-389, October.
| 351.36 |
| 20 | Tom Doan, 2025.
"LAUBACH_WILLIAMS_RESTAT2003: RATS program to replicate Laubach-Williams multivariate state-space model with regressors,"
Statistical Software Components
RTZ00214, Boston College Department of Economics.
- Thomas Laubach & John C. Williams, 2001.
"Measuring the natural rate of interest,"
Finance and Economics Discussion Series
2001-56, Board of Governors of the Federal Reserve System (U.S.).
- Thomas Laubach and John C. Williams, 2001.
"Measuring the Natural Rate of Interest,"
Computing in Economics and Finance 2001
35, Society for Computational Economics.
- Thomas Laubach & John C. Williams, 2003.
"Measuring the Natural Rate of Interest,"
The Review of Economics and Statistics, MIT Press, vol. 85(4), pages 1063-1070, November.
| 330.03 |
| 21 | Vayanos, Dimitri & Vila, Jean-Luc, 2023.
"Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440),"
LSE Research Online Documents on Economics
125272, London School of Economics and Political Science, LSE Library.
- Vayanos, Dimitri & Vila, Jean-Luc, 2009.
"A preferred-habitat model of the term structure of interest rates,"
LSE Research Online Documents on Economics
29308, London School of Economics and Political Science, LSE Library.
- Vayanos, Dimitri & Vila, Jean-Luc, 2021.
"A preferred-habitat model of the term structure of interest rates,"
LSE Research Online Documents on Economics
106509, London School of Economics and Political Science, LSE Library.
| 328.59 |
| 22 | Veronica Guerrieri & Guido Lorenzoni & Ludwig Straub & Iván Werning, 2022.
"Macroeconomic Implications of COVID-19: Can Negative Supply Shocks Cause Demand Shortages?,"
American Economic Review, American Economic Association, vol. 112(5), pages 1437-1474, May.
| 315.35 |
| 23 | Robert J. Aumann, 2025.
"Subjectivity and Correlation in Randomized Strategies,"
World Scientific Book Chapters, in: SELECTED CONTRIBUTIONS TO GAME THEORY, chapter 4, pages 73-113,
World Scientific Publishing Co. Pte. Ltd..
- Aumann, Robert J., 1974.
"Subjectivity and correlation in randomized strategies,"
Journal of Mathematical Economics, Elsevier, vol. 1(1), pages 67-96, March.
- AUMANN, Robert J., 1974.
"Subjectivity and correlation in randomized strategies,"
LIDAM Reprints CORE
167, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- R. Aumann, 2010.
"Subjectivity and Correlation in Randomized Strategies,"
Levine's Working Paper Archive
389, David K. Levine.
| 295.37 |
| 24 | Berman, Eli & Bound, John & Machin, Stephen J, 2022.
"Implications of Skill-Biased Technological Change: International Evidence,"
University of California at San Diego, Economics Working Paper Series
qt228778pt, Department of Economics, UC San Diego.
- E Berman & J Bound & Stephen Machin, 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
CEP Discussion Papers
dp0367, Centre for Economic Performance, LSE.
- Berman, E. & Bound, J. & Machin, S., 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
Papers
25, Centre for Economic Performance & Institute of Economics.
- Berman, Eli & Bound, John & Machin, Stephen, 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
Institute for Economic Development
315946, Boston University.
- Eli Bekman & John Bound & Stephen Machin, 1998.
"Implications of Skill-Biased Technological Change: International Evidence,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 113(4), pages 1245-1279.
- Berman, Eli & Bound, John & Machin, Stephen, 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
Working Paper Series
486, Research Institute of Industrial Economics.
- Berman, E. & Bound, J. & Machin, S., 1997.
"Implications of skill-biased technological change: international evidence,"
LSE Research Online Documents on Economics
20314, London School of Economics and Political Science, LSE Library.
- Eli Berman & John Bound & Stephen Machin, 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
NBER Working Papers
6166, National Bureau of Economic Research, Inc.
- Eli Berman & John Bound & Stephen Machin, 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
Boston University - Institute for Economic Development
78, Boston University, Institute for Economic Development.
| 289.68 |
| 25 | Robert J. Aumann, 2025.
"Correlated Equilibrium as an Expression of Bayesian Rationality,"
World Scientific Book Chapters, in: SELECTED CONTRIBUTIONS TO GAME THEORY, chapter 7, pages 175-200,
World Scientific Publishing Co. Pte. Ltd..
- Aumann, Robert J, 1987.
"Correlated Equilibrium as an Expression of Bayesian Rationality,"
Econometrica, Econometric Society, vol. 55(1), pages 1-18, January.
- Robert J. Aumann, 2010.
"Correlated Equilibrium as an expression of Bayesian Rationality,"
Levine's Working Paper Archive
661465000000000377, David K. Levine.
- R. Aumann, 2010.
"Correlated Equilibrium as an expression of Bayesian Rationality,"
Levine's Bibliography
513, UCLA Department of Economics.
| 285.75 |
| 26 | Borusyak, Kirill & Hull, Peter & Jaravel, Xavier, 2022.
"Quasi-experimental shift-share research designs,"
LSE Research Online Documents on Economics
117788, London School of Economics and Political Science, LSE Library.
- Kirill Borusyak & Peter Hull & Xavier Jaravel, 2018.
"Quasi-Experimental Shift-Share Research Designs,"
NBER Working Papers
24997, National Bureau of Economic Research, Inc.
- Borusyak, Kirill & Hull, Peter & Jaravel, Xavier, 2020.
"Quasi-Experimental Shift-Share Research Designs,"
CEPR Discussion Papers
15212, Centre for Economic Policy Research.
- Kirill Borusyak & Peter Hull & Xavier Jaravel, 2022.
"Quasi-Experimental Shift-Share Research Designs,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(1), pages 181-213.
- Kirill Borusyak & Peter Hull & Xavier Jaravel, 2018.
"Quasi-Experimental Shift-Share Research Designs,"
Papers
1806.01221, arXiv.org, revised Dec 2020.
| 281.06 |
| 27 | Tom Doan, 2025.
"KILIAN_RESTAT1998: RATS program to replicate Kilian(1998)'s bootstrap-within-bootstrap,"
Statistical Software Components
RTZ00210, Boston College Department of Economics.
| 280.55 |
| 28 | Tom Doan, 2026.
"CHANKAROLYI: RATS programs to replicate CKLS(1992) estimation of interest rate models,"
Statistical Software Components
RTJ00084, Boston College Department of Economics.
- Tom Doan, 2025.
"CHANKAROLYI: RATS program to estimate several versions of the CKLS(1992) model for interest rates,"
Statistical Software Components
RTZ00223, Boston College Department of Economics.
- Tom Doan, 2025.
"RATS programs to replicate CKLS(1992) estimation of interest rate models,"
Statistical Software Components
RTZ00035, Boston College Department of Economics.
- Chan, K C, et al, 1992.
"An Empirical Comparison of Alternative Models of the Short-Term Interest Rate,"
Journal of Finance, American Finance Association, vol. 47(3), pages 1209-1227, July.
| 279.2 |
| 29 | Tom Doan, 2025.
"RATS program to replicate Faust 1998 paper on semi-structural VAR,"
Statistical Software Components
RTZ00178, Boston College Department of Economics.
| 267.77 |
| 30 | Olivier Coibion & Yuriy Gorodnichenko & Michael Weber, 2022.
"Monetary Policy Communications and Their Effects on Household Inflation Expectations,"
Journal of Political Economy, University of Chicago Press, vol. 130(6), pages 1537-1584.
| 264.66 |
| 31 | Tom Doan, 2025.
"POTEST: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration,"
Statistical Software Components
RTS00247, Boston College Department of Economics.
- Phillips, Peter C B & Ouliaris, S, 1990.
"Asymptotic Properties of Residual Based Tests for Cointegration,"
Econometrica, Econometric Society, vol. 58(1), pages 165-193, January.
- Tom Doan, 2025.
"POTESTRESIDS: RATS procedure to perform Phillips-Ouliaris-Hansen test for Cointegration on 1st stage residuals,"
Statistical Software Components
RTS00248, Boston College Department of Economics.
- Peter C.B. Phillips & Sam Ouliaris, 1987.
"Asymptotic Properties of Residual Based Tests for Cointegration,"
Cowles Foundation Discussion Papers
847R, Cowles Foundation for Research in Economics, Yale University, revised Jul 1988.
| 255.26 |
| 32 | Tom Doan, 2025.
"DISAGGREGATE: RATS procedure to implement general disaggregation (interpolation/distribution) procedure,"
Statistical Software Components
RTS00050, Boston College Department of Economics.
- Chow, Gregory C & Lin, An-loh, 1971.
"Best Linear Unbiased Interpolation, Distribution, and Extrapolation of Time Series by Related Series,"
The Review of Economics and Statistics, MIT Press, vol. 53(4), pages 372-375, November.
- Tom Doan, 2025.
"CHOWLIN: RATS procedure to distribute a series to a higher frequency using related series,"
Statistical Software Components
RTS00036, Boston College Department of Economics.
| 254.33 |
| 33 | Victor Chernozhukov & Han Hong, 2023.
"An MCMC Approach to Classical Estimation,"
Papers
2301.07782, arXiv.org.
| 244.12 |
| 34 | Tom Doan, 2025.
"LSDVC: RATS procedure to estimate a dynamic FE model with correction for bias,"
Statistical Software Components
RTS00111, Boston College Department of Economics.
| 241.98 |
| 35 | Tom Doan, 2025.
"RATS programs to replicate Baillie, Bollerslev, Mikkelson FIGARCH results,"
Statistical Software Components
RTZ00009, Boston College Department of Economics.
| 237.41 |
| 36 | Tom Doan, 2025.
"DIEBOLDYILMAZ_IJF2012: RATS program to replicate Diebold and Yilmaz(2012) spillover calculations,"
Statistical Software Components
RTZ00199, Boston College Department of Economics.
- Francis X. Diebold & Kamil Yilmaz, 2010.
"Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers,"
Koç University-TUSIAD Economic Research Forum Working Papers
1001, Koc University-TUSIAD Economic Research Forum, revised Mar 2010.
- Diebold, Francis X. & Yilmaz, Kamil, 2012.
"Better to give than to receive: Predictive directional measurement of volatility spillovers,"
International Journal of Forecasting, Elsevier, vol. 28(1), pages 57-66.
| 230.73 |
| 37 | Baker, Andrew C. & Larcker, David F. & Wang, Charles C.Y., 2022.
"How much should we trust staggered difference-in-differences estimates?,"
Journal of Financial Economics, Elsevier, vol. 144(2), pages 370-395.
| 220.47 |
| 38 | Tom Doan, 2025.
"RATS programs to replicate Hansen's GARCH models with time-varying t-densities,"
Statistical Software Components
RTZ00086, Boston College Department of Economics.
- Hansen, B.E., 1992.
"Autoregressive Conditional Density Estimation,"
RCER Working Papers
322, University of Rochester - Center for Economic Research (RCER).
- Hansen, Bruce E, 1994.
"Autoregressive Conditional Density Estimation,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(3), pages 705-730, August.
- Tom Doan, 2025.
"LOGSKEWTGARCH: RATS procedure to compute the log density of skew-t distribution for use with GARCH,"
Statistical Software Components
RTS00260, Boston College Department of Economics.
| 219.45 |
| 39 | Marco Del Negro & Marc P. Giannoni & Christina Patterson, 2023.
"The Forward Guidance Puzzle,"
Journal of Political Economy Macroeconomics, University of Chicago Press, vol. 1(1), pages 43-79.
| 218.69 |
| 40 | Borusyak, Kirill & Jaravel, Xavier & Spiess, Jann, 2024.
"Revisiting event-study designs: robust and efficient estimation,"
LSE Research Online Documents on Economics
123781, London School of Economics and Political Science, LSE Library.
- Kirill Borusyak & Xavier Jaravel & Jann Spiess, 2024.
"Revisiting Event-Study Designs: Robust and Efficient Estimation,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(6), pages 3253-3285.
- Kirill Borusyak & Xavier Jaravel & Jann Spiess, 2021.
"Revisiting Event Study Designs: Robust and Efficient Estimation,"
Papers
2108.12419, arXiv.org, revised Jan 2024.
- Borusyak, Kirill & Jaravel, Xavier & Spiess, Jann, 2022.
"Revisiting Event Study Designs: Robust and Efficient Estimation,"
CEPR Discussion Papers
17247, Centre for Economic Policy Research.
| 217.22 |
| 41 | Tom Doan, 2026.
"OBSERVABLEINDEX: RATS program to estimate observable index model from Sargent-Sims(1977),"
Statistical Software Components
RTJ00060, Boston College Department of Economics.
| 199.96 |
| 42 | Richard H. Thaler & Cass R. Sunstein, 2023.
"Libertarian paternalism,"
Chapters, in: Cass R. Sunstein & Lucia A. Reisch (ed.), Research Handbook on Nudges and Society, chapter 1, pages 10-16,
Edward Elgar Publishing.
| 197.6 |
| 43 | Tom Doan, 2025.
"RATS programs to replicate Diebold,Rudebusch,Aruoba 2006 factor model,"
Statistical Software Components
RTZ00047, Boston College Department of Economics.
- Diebold, Francis X. & Rudebusch, Glenn D. & Borag[caron]an Aruoba, S., 2006.
"The macroeconomy and the yield curve: a dynamic latent factor approach,"
Journal of Econometrics, Elsevier, vol. 131(1-2), pages 309-338.
- Francis X. Diebold & Glenn D. Rudebusch & S. Boragan Aruoba, 2004.
"The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach,"
NBER Working Papers
10616, National Bureau of Economic Research, Inc.
| 195.39 |
| 44 | Tom Doan, 2026.
"HAMILTONSUSMELJOE1994: RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model,"
Statistical Software Components
RTJ00041, Boston College Department of Economics.
- Tom Doan, 2025.
"RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model,"
Statistical Software Components
RTZ00083, Boston College Department of Economics.
- Hamilton, James D. & Susmel, Raul, 1994.
"Autoregressive conditional heteroskedasticity and changes in regime,"
Journal of Econometrics, Elsevier, vol. 64(1-2), pages 307-333.
| 177.17 |
| 45 | Armin Falk & Anke Becker & Thomas Dohmen & David Huffman & Uwe Sunde, 2023.
"The Preference Survey Module: A Validated Instrument for Measuring Risk, Time, and Social Preferences,"
Management Science, INFORMS, vol. 69(4), pages 1935-1950, April.
- Falk, Armin & Becker, Anke & Dohmen, Thomas & Huffman, David B. & Sunde, Uwe, 2016.
"The Preference Survey Module: A Validated Instrument for Measuring Risk, Time, and Social Preferences,"
IZA Discussion Papers
9674, IZA Network @ LISER.
- Armin Falk & Anke Becker & Thomas Dohmen & David Huffman & Uwe Sunde, 2016.
"The Preference Survey Module: A Validated Instrument for Measuring Risk, Time, and Social Preferences,"
Working Papers
2016-003, Human Capital and Economic Opportunity Working Group.
| 175.6 |
| 46 | Dario Caldara & Matteo Iacoviello, 2022.
"Measuring Geopolitical Risk,"
American Economic Review, American Economic Association, vol. 112(4), pages 1194-1225, April.
| 175.52 |
| 47 | Robert J. Aumann, 2025.
"Game-Theoretic Analysis of a Bankruptcy Problem from the Talmud,"
World Scientific Book Chapters, in: SELECTED CONTRIBUTIONS TO GAME THEORY, chapter 9, pages 219-242,
World Scientific Publishing Co. Pte. Ltd..
| 172.92 |
| 48 | Tom Doan, 2026.
"HASBROUCK: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995),"
Statistical Software Components
RTJ00086, Boston College Department of Economics.
- Tom Doan, 2025.
"RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995),"
Statistical Software Components
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"Wages and foreign ownership A comparative study of Mexico, Venezuela, and the United States,"
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"Inflation Expectations and Firm Decisions: New Causal Evidence,"
Department of Economics, Working Paper Series
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