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Attach ORCID iDs across 220 articles

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DOIs for this ISSN

Showing the top 5 of 550 DOIs, ordered by correction priority.

#	Title	Missing	Priority	Citations
1	The Biggest Myth in Spatial Econometrics (10.3390/econometrics2040217)	ORCID	64.72	387
2	Decomposing Wage Distributions Using Recentered Influence Fu… (10.3390/econometrics6020028)	ORCID	64.32	373
3	A Kolmogorov-Smirnov Based Test for Comparing the Predictive… (10.3390/econometrics3030590)	ORCID	53.88	142
4	Structural Panel VARs (10.3390/econometrics1020180)	ORCID	51.13	110
5	Permutation Entropy and Information Recovery in Nonlinear Dy… (10.3390/econometrics7010010)	ORCID	46.28	70
6	Testing Cross-Sectional Correlation in Large Panel Data Mode… (10.3390/econometrics4040044)	ORCID	45.97	68
7	Pair-Copula Constructions for Financial Applications: A Revi… (10.3390/econometrics4040043)	ORCID	45.81	67
8	Synthetic Control and Inference (10.3390/econometrics5040052)	ORCID	44.45	59
9	Academic Rankings with RePEc (10.3390/econometrics1030249)	ORCID	44.09	57
10	Two-Step Lasso Estimation of the Spatial Weights Matrix (10.3390/econometrics3010128)	ORCID	43.11	52
11	Return and Volatility Spillovers across Equity Markets in Ma… (10.3390/econometrics3020215)	ORCID	42.25	48
12	Regime Switching Vine Copula Models for Global Equity and Vo… (10.3390/econometrics5010003)	ORCID	42.25	48
13	A Note on Identification of Bivariate Copulas for Discrete C… (10.3390/econometrics5010010)	ORCID	40.05	39
14	Goodness-of-Fit Tests for Copulas of Multivariate Time Serie… (10.3390/econometrics5010013)	ORCID	38.60	34
15	Generalized Information Matrix Tests for Detecting Model Mis… (10.3390/econometrics4040046)	ORCID	36.56	28
16	Success at the Summer Olympics: How Much Do Economic Factors… (10.3390/econometrics2040169)	ORCID	36.18	27
17	On Bootstrap Inference for Quantile Regression Panel Data: A… (10.3390/econometrics3030654)	ORCID	35.78	26
18	Assessing News Contagion in Finance (10.3390/econometrics6010005)	ORCID	35.78	26
19	Bias-Correction in Vector Autoregressive Models: A Simulatio… (10.3390/econometrics2010045)	ORCID	34.95	24
20	A Fast, Accurate Method for Value-at-Risk and Expected Short… (10.3390/econometrics2020098)	ORCID	34.04	22
21	Plug-in Bandwidth Selection for Kernel Density Estimation wi… (10.3390/econometrics3020199)	ORCID	33.56	21
22	Climate Disaster Risks—Empirics and a Multi-Phase Dynamic Mo… (10.3390/econometrics8030033)	ORCID	33.56	21
23	A Joint Chow Test for Structural Instability (10.3390/econometrics3010156)	ORCID	33.06	20
24	A Fast Algorithm for the Computation of HAC Covariance Matri… (10.3390/econometrics5010009)	ORCID	32.53	19
25	Causal Random Forests Model Using Instrumental Variable Quan… (10.3390/econometrics7040049)	ORCID	32.53	19
26	Parametric and Nonparametric Frequentist Model Selection and… (10.3390/econometrics1020157)	ORCID	31.38	17
27	Stable-GARCH Models for Financial Returns: Fast Estimation a… (10.3390/econometrics4020025)	ORCID	31.38	17
28	Jump Variation Estimation with Noisy High Frequency Financia… (10.3390/econometrics4030034)	ORCID	31.38	17
29	Bayesian Approach to Disentangling Technical and Environment… (10.3390/econometrics3020443)	ORCID	30.10	15
30	Spatial Econometrics: A Rapidly Evolving Discipline (10.3390/econometrics4010018)	ORCID	30.10	15
31	Estimation of Gini Index within Pre-Specified Error Bound (10.3390/econometrics4030030)	ORCID	30.10	15
32	Econometrics and Income Inequality (10.3390/econometrics6040042)	References ORCID	30.10	3
33	Generalized Binary Time Series Models (10.3390/econometrics7040047)	ORCID	30.10	15
34	Finding Starting-Values for the Estimation of Vector STAR Mo… (10.3390/econometrics3010065)	ORCID	29.40	14
35	Do Seasonal Adjustments Induce Noncausal Dynamics in Inflati… (10.3390/econometrics5040048)	ORCID	29.40	14
36	Debiased/Double Machine Learning for Instrumental Variable Q… (10.3390/econometrics9020015)	ORCID	29.40	14
37	Common Correlated Effects Estimation for Dynamic Heterogeneo… (10.3390/econometrics10030029)	ORCID	28.65	13
38	The Evolving Transmission of Uncertainty Shocks in the Unite… (10.3390/econometrics4010016)	ORCID	28.65	13
39	Econometric Fine Art Valuation by Combining Hedonic and Repe… (10.3390/econometrics6030032)	ORCID	28.65	13
40	Searching for a Theory That Fits the Data: A Personal Resear… (10.3390/econometrics9010005)	ORCID	28.65	13
41	Information Recovery in a Dynamic Statistical Markov Model (10.3390/econometrics3020187)	ORCID	27.85	12
42	The Realized Hierarchical Archimedean Copula in Risk Modelli… (10.3390/econometrics5020026)	ORCID	27.85	12
43	Using a Theory-Consistent CVAR Scenario to Test an Exchange… (10.3390/econometrics5030030)	ORCID	27.85	12
44	Using the Entire Yield Curve in Forecasting Output and Infla… (10.3390/econometrics6030040)	ORCID	27.85	12
45	Forecasting Value-at-Risk Using High-Frequency Information (10.3390/econometrics1010127)	ORCID	26.98	11
46	Generalized Empirical Likelihood-Based Focused Information C… (10.3390/econometrics1020141)	ORCID	26.98	11
47	On the Interpretation of Instrumental Variables in the Prese… (10.3390/econometrics3010055)	ORCID	26.98	11
48	Asymptotic Distribution and Finite Sample Bias Correction of… (10.3390/econometrics3020376)	ORCID	26.98	11
49	Fractional Unit Root Tests Allowing for a Structural Change… (10.3390/econometrics5010005)	ORCID	26.98	11
50	Evaluating Ingenious Instruments for Fundamental Determinant… (10.3390/econometrics5030038)	ORCID	26.98	11