世界引用率最高的20篇经济学论文

世界引用次数最高的20篇经济学论文

[2007-6-27]

欧洲学者COUPE统计了世界引用次数最高的20篇经济学论文,样本包括所有发表在1975年到2000的167728篇经济学论文，引用次数是指从论文发表到2001年底的被引用次数。该文发表于知名匿名审稿学术杂志Journal of the European Economic Association（欧洲经济学会的旗舰刊物）。

原来的说明和注释不是很完整，在我知晓的计量范围内添加了自己的一些说明，可能有不对的地方，以后查到了再慢慢改正。当然也有很多是我不晓得的，这没有办法了。呵呵，有意思的是，这20篇论文中，居然有10篇是发表在Econom etrica上的计量论文，真是莫名其妙的虚荣了一把。呵呵。排名引用次数杂志年份作者

1 作者21、2638 Econometrica 1980 WHITE, H

(Halbert White (1980), “A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity”, Econom etrica 48, p. 817-838 在存在异方差，但不确切知道异方差形式的情况下得到协方差矩阵的一致性估计的经典计量论文)

2、2521 Econometrica 1979 KAHNEMAN, D TVERSKY, A

(Daniel Kahneman and Amos Tversky (1979):‘Prospect Theory: An Analysis of Decision under Risk’. Econometrica, 47, p. 263-91.行为经济学的奠基)

3、2428 Econometrica 1987 ENGLE, RF & GRANGER, Clive WJ

(Engle RF, Granger CWJ. 1987. Co-integration and error correction representation, estimation, and testing. Econometrica 55: 251 -- 276. 协整与误差修正，这个够经典了吧？呵呵)

4、2330 Journal-of-Financial-Economics 1976 JENSEN, MC MECKLING, WH (Jensen MC, Meckling WH. 1976. Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure. Journal of Financial Economics 3(4): 305-360.哈佛大学詹森和迈克林的名作，公司财务和公司治理的经典)

5、1830 Econometrica 1979 HECKMAN, JJ

(Heckman, JJ (1979) Sample Selection Bias as a Specification Error , Econometrica, Vol.47, No.1, p.153-161 关于计量经济学中内生性的巧妙处理)

6、1446 Journal-of-the-American-Statistical-Association 1979 DICKEY, DA FULLER, (Dickey, D. and Fuller, WA (1979) "Distribution of the estimates for autoregressive time series. with a unit root", Journal of the American Statistical Association, 74: 427-31.时间序列单位根的经典，现在简直是研究的必备啊！)

7、1373 Journal-of-Economic-Dynamics-and-Control 1988 JOHANSEN, S (JOHANSEN, S JUSELIUS(1988) "Statistical Analysis of Cointegration Vectors". Journal of Economic Dynamics and Control 12, 231-254. JOHANSEN的成名著作，关于协整向量的估计和推断，这个可爱的老头，我和他照过相，呵呵)

8、1361 Econometrica 1978 HAUSMAN, JA

(Hausm an.J. A(1978) "Specification Tests in Econometrics" Econometrica, Vol. 46, No.

6. (Nov., 1978), pp. 1251-1271. Hausman在这篇文章中提出了他著名的Hausman模型设定检验，由此为基础,Hausman族的检验在计量经济中开始风靡，一样是经典的奠基之作)

9、1297 ournal-of-the-American-Statistical-Association 1979 CLEVELAND, WS10、

1265 Econometrica 1982 ENGLE, RF

(Engle, RF (1982). Autoregressive condi-tional heteroscedasticity with estimates of the variance of united kingdom inflation. Econometrica, 50(4):987– 1007 ARCH的奠基作，加上1986年Belleslev的GRACH，经典中的经典了)

11、1153 Econometrica 1981 DICKEY, DA FULLER, WA

(David A. Dickey; Wayne A. Fuller(1981) "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root" Econometrica, Vol. 49, No. 4. (Jul., 1981), pp. 1057-1072 ) 12、1108 Econometrica 1982 HANSEN, LP

(Hansen,LP,(1982 ),"Large Sample P ropertiesofG MME stimators",E conometrica,50,. 102 9-1054 广义矩GMM估计的奠基之作，现代计量模型估计方法的主导)

13、1046 Journal-of-Political-Economy 1986 ROMER, PM

(Romer, PAUL, M "Increasing Returns and Long-Run Growth." Journal of Political Economy 94 (1986): S1002-S1037 新增长理论的奠基作)

14、986 Journal-of-Monetary-Economics 1988 LUCAS, RE15、947

Journal-of-Monetary-Economics 1982 NELSON, CR PLOSSER, CI16、945 Econom etrica 1980 SIMS, CA

(Christopher A. Sims(1980) "Macroeconomics and Reality" Econometrica, Vol. 48, No. 1. (Jan., 1980), pp. 1-48. 提出向量自回归模型VAR，包括脉冲响应分解，成为宏观计量最常用的模型之一)

17、922 Econometrica 1987 NEWEY, WK WEST, KD

(Whitney K. Newey; Kenneth D. West "A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix" Econometrica, Vol. 55, No. 3. (May, 1987), pp. 703-708 存在异方差和自相关条件下协方差矩阵的一致估计(HAC),扩展了White(1980)的成果，也是计量领域的震撼大作)

18、913 Journal-of-Law-and-Economics 1976 PELTZMAN, S

(Peltzman, S..Toward a more general theory of regulation[J] .Journal of Law and Economics,1976,是管制经济学的大作，在STIGLER的成果的基础上有大的发展)

19、887 Oxford-Bulletin-of-Economics-and-Statistics 1990 JOHANSEN, S JUSELIUS. (JOHANSEN, S JUSELIUS(1990) "Maximum Likelihood Estimation and Inference on Cointegration – with Applications to the Demand for Money" (with K. Juselius). Oxford Bulletin of Economics and Statistics 52, 169-210. 一样是JOHANSEN关于协整检验的经典著作)

20、846 Journal-of-Law-and-Economics 1978 KLEIN,-B. CRAWFORD, RG ALCHIAN, A. (Klein, BR, Crawford, G., and Alchian, AA (1978) “Vertical Integration, Appropriable Rents, and the Compet-. itive Contracting Process.”Journal of Law and Economics, 21: 297–326. 是新制度经济学的代表作)