| 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.
| 3315.61 |
| 2 | Tom Doan, 2025.
"BAING: RATS procedure to estimate factors in a factor model using Bai-Ng formulas,"
Statistical Software Components
RTS00012, Boston College Department of Economics.
- Jushan Bai & Serena Ng, 2000.
"Determining the Number of Factors in Approximate Factor Models,"
Econometric Society World Congress 2000 Contributed Papers
1504, Econometric Society.
- Jushan Bai & Serena Ng, 2000.
"Determining the Number of Factors in Approximate Factor Models,"
Boston College Working Papers in Economics
440, Boston College Department of Economics.
- Jushan Bai & Serena Ng, 2002.
"Determining the Number of Factors in Approximate Factor Models,"
Econometrica, Econometric Society, vol. 70(1), pages 191-221, January.
| 950.01 |
| 3 | 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.
| 823.71 |
| 4 | Tom Doan, 2025.
"KPSS: RATS procedure to perform KPSS (Kwiatowski, Phillips, Schmidt, and Shin) stationarity test,"
Statistical Software Components
RTS00100, Boston College Department of Economics.
- Kwiatkowski, D. & Phillips, P.C.B. & Schmidt, P., 1990.
"Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?,"
Papers
8905, Michigan State - Econometrics and Economic Theory.
- Kwiatkowski, Denis & Phillips, Peter C. B. & Schmidt, Peter & Shin, Yongcheol, 1992.
"Testing the null hypothesis of stationarity against the alternative of a unit root : How sure are we that economic time series have a unit root?,"
Journal of Econometrics, Elsevier, vol. 54(1-3), pages 159-178.
- Denis Kwiatkowski & Peter C.B. Phillips & Peter Schmidt, 1991.
"Testing the Null Hypothesis of Stationarity Against the Alternative of a Unit Root: How Sure Are We That Economic Time Series Have a Unit Root?,"
Cowles Foundation Discussion Papers
979, Cowles Foundation for Research in Economics, Yale University.
| 660.58 |
| 5 | 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.
| 627.62 |
| 6 | 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.
| 593.45 |
| 7 | Tom Doan, 2025.
"OLSHODRICK: RATS procedure to compute Hodrick standard errors,"
Statistical Software Components
RTS00147, Boston College Department of Economics.
| 534.52 |
| 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.
| 529.07 |
| 9 | 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, C.E.P.R. Discussion Papers.
- 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.
| 527.39 |
| 10 | Tom Doan, 2026.
"JORDAAER2005: RATS program to replicate Jorda(2005)'s local projection IRF calculations,"
Statistical Software Components
RTJ00047, Boston College Department of Economics.
| 505.61 |
| 11 | Tom Doan, 2025.
"RATS program to demonstrate IV estimation of VAR in panel data,"
Statistical Software Components
RTZ00185, Boston College Department of Economics.
| 485.9 |
| 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.
| 418.86 |
| 13 | 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.
| 409.15 |
| 14 | 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.
| 404.77 |
| 15 | 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..
| 401.56 |
| 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.
| 391.04 |
| 17 | Tom Doan, 2026.
"HASBROUCKJOF1995: RATS program to demonstrate decomposition of long-run variance as in Hasbrouck(1995),"
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.
| 384.9 |
| 18 | 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.
| 350.22 |
| 19 | 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.
| 301.48 |
| 20 | 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.
| 298.33 |
| 21 | 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.
| 291.08 |
| 22 | 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.
- Berman, Eli & Bound, John & Machin, Stephen, 1997.
"Implications of Skill-Biased Technological Change: International Evidence,"
Working Paper Series
486, Research Institute of Industrial Economics.
- 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, 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.
| 279.54 |
| 23 | Tom Doan, 2025.
"KILIAN_RESTAT1998: RATS program to replicate Kilian(1998)'s bootstrap-within-bootstrap,"
Statistical Software Components
RTZ00210, Boston College Department of Economics.
| 275.79 |
| 24 | 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.
| 260.67 |
| 25 | 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, C.E.P.R. Discussion Papers.
- 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.
| 252.56 |
| 26 | 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.
| 233.16 |
| 27 | Tom Doan, 2025.
"RATS program to replicate Faust 1998 paper on semi-structural VAR,"
Statistical Software Components
RTZ00178, Boston College Department of Economics.
| 230.91 |
| 28 | 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.
| 230.85 |
| 29 | 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.
| 228.68 |
| 30 | Tom Doan, 2025.
"RATS programs to replicate Baillie, Bollerslev, Mikkelson FIGARCH results,"
Statistical Software Components
RTZ00009, Boston College Department of Economics.
| 227.82 |
| 31 | 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.
| 224.67 |
| 32 | 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.
| 210.53 |
| 33 | Victor Chernozhukov & Han Hong, 2023.
"An MCMC Approach to Classical Estimation,"
Papers
2301.07782, arXiv.org.
| 209.11 |
| 34 | 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.
| 206.59 |
| 35 | 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.
| 206.12 |
| 36 | |