| Testing for Granger causality with mixed frequency data E Ghysels, JB Hill, K Motegi Journal of Econometrics 192 (1), 207-230, 2016 | 146 | 2016 |
| On tail index estimation for dependent, heterogeneous data JB Hill Econometric Theory 26 (5), 1398-1436, 2010 | 139 | 2010 |
| Efficient tests of long‐run causation in trivariate VAR processes with a rolling window study of the money–income relationship JB Hill Journal of Applied Econometrics 22 (4), 747-765, 2007 | 73 | 2007 |
| On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation JB Hill Journal of Statistical Planning and Inference 139 (6), 2091-2110, 2009 | 48 | 2009 |
| Robust estimation and inference for heavy tailed GARCH JB Hill Bernoulli, 1629-1669, 2015 | 43 | 2015 |
| Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality E Ghysels, JB Hill, K Motegi Journal of Econometrics 218 (2), 633-654, 2020 | 42* | 2020 |
| Royal African Company Share Prices during the South Sea Bubble AM Carlos, N Moyen, J Hill Explorations in Economic History 39 (1), 61-87, 2002 | 37 | 2002 |
| Expected shortfall estimation and Gaussian inference for infinite variance time series JB Hill Journal of Financial Econometrics 13 (1), 1-44, 2015 | 34 | 2015 |
| Least tail‐trimmed squares for infinite variance autoregressions JB Hill Journal of Time Series Analysis 34 (2), 168-186, 2013 | 34 | 2013 |
| Generalized method of moments with tail trimming JB Hill, E Renault Dept. of Economics, University of North Carolina-Chapel Hill, 2010 | 34 | 2010 |
| Are there common values in first-price auctions? A tail-index nonparametric test JB Hill, A Shneyerov Journal of econometrics 174 (2), 144-164, 2013 | 31 | 2013 |
| Testing the white noise hypothesis of stock returns JB Hill, K Motegi Economic Modelling 76, 231-242, 2019 | 28 | 2019 |
| Parameter estimation robust to low-frequency contamination A McCloskey, JB Hill Journal of Business & Economic Statistics 35 (4), 598-610, 2017 | 28 | 2017 |
| Tail and nontail memory with applications to extreme value and robust statistics JB Hill Econometric Theory 27 (4), 844-884, 2011 | 28 | 2011 |
| Tail index estimation for a filtered dependent time series JB Hill Statistica Sinica, 609-629, 2015 | 27 | 2015 |
| GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference JB Hill, A Prokhorov Journal of Econometrics 190 (1), 18-45, 2016 | 25 | 2016 |
| Heavy tail robust estimation and inference for average treatment effects S Chaudhuri, JB Hill Econometric Reviews, 1-43, 2025 | 22 | 2025 |
| Unified interval estimation for random coefficient autoregressive models J Hill, L Peng Journal of Time Series Analysis 35 (3), 282-297, 2014 | 22 | 2014 |
| A max-correlation white noise test for weakly dependent time series JB Hill, K Motegi Econometric Theory 36 (5), 907-960, 2020 | 21 | 2020 |
| Uniform interval estimation for an AR (1) process with AR errors J Hill, D Li, L Peng Statistica Sinica, 119-136, 2016 | 18 | 2016 |
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillAdresse e-mail validée de unc.edu
