| Estimating dynamic common-correlated effects in Stata J Ditzen The Stata Journal 18 (3), 585-617, 2018 | 320* | 2018 |
| Testing for slope heterogeneity in Stata T Bersvendsen, J Ditzen The Stata Journal 21 (1), 51-80, 2021 | 159* | 2021 |
| Estimating long-run effects and the exponent of cross-sectional dependence: An update to xtdcce2 J Ditzen The Stata Journal 21 (3), 2021 | 131* | 2021 |
| Testing and estimating structural breaks in time series and panel data in Stata J Ditzen, Y Karavias, J Westerlund arXiv preprint arXiv:2110.14550, 2021 | 119* | 2021 |
| Improved tests for Granger noncausality in panel data J Xiao, Y Karavias, A Juodis, V Sarafidis, J Ditzen The Stata Journal 23 (1), 230-242, 2023 | 51 | 2023 |
| Cross-country convergence in a general Lotka–Volterra model J Ditzen Spatial Economic Analysis 13 (2), 191-211, 2018 | 31 | 2018 |
| A Monte Carlo study of the BE estimator for growth regressions J Ditzen, E Gundlach Empirical Economics 51, 31-55, 2016 | 14 | 2016 |
| XTCD2: Stata module to test for weak cross sectional dependence J Ditzen Boston College Department of Economics, 2023 | 12* | 2023 |
| BP statistical review of world energy 2019 E Ersoy, ME Schaffer, J Ditzen BP plc, 2019 | 12 | 2019 |
| Testing for slope heterogeneity in Stata. The Stata Journal, 21 (1), 51–80 T Bersvendsen, J Ditzen | 9 | 2021 |
| xtdcce: Estimating dynamic common correlated effects in Stata. The Spatial Economics and Econometrics Centre (SEEC) J Ditzen Edinburgh: Heriot-Watt University, 2016 | 9 | 2016 |
| Multiple structural breaks in interactive effects panel data and the impact of quantitative easing on bank lending J Ditzen, Y Karavias, J Westerlund arXiv preprint arXiv:2211.06707, 2022 | 8 | 2022 |
| Raising the bar (19) P Elhorst, M Abreu, P Amaral, A Bhattacharjee, S Bond-Smith, C Chasco, ... Spatial economic analysis 17 (1), 1-6, 2022 | 8 | 2022 |
| Testing for multiple structural breaks in panel data J Ditzen, Y Karavias, J Westerlund arXiv preprint arXiv:2110.14550 v2 [econ. EM], 2021 | 8 | 2021 |
| Xtdcce: estimating dynamic common correlation effects in STATA J Ditzen United Kingdom Stata Users Group meetings, 2016 | 8 | 2016 |
| XTCSE2: Stata module to estimate the exponent of cross-sectional dependence in large panels J Ditzen Boston College Department of Economics, 2023 | 6 | 2023 |
| A Theory-based Lasso for time-series data A Ahrens, C Aitken, J Ditzen, E Ersoy, D Kohns, ME Schaffer Data Science for Financial Econometrics, 3-36, 2021 | 6 | 2021 |
| XTCD2: Stata Module to Test for Weak Cross Sectional Dependence.[Statistical Software Components S458204a.] J Ditzen Boston: Boston College Department of Economics, revised 15, 2019 | 6 | 2019 |
| Introducing the Replication Studies section J Ditzen, JP Elhorst Spatial Economic Analysis 17 (1), 7-9, 2022 | 5 | 2022 |
| SIMULATE2: Stata module enhancing and parallelising simulate J Ditzen Boston College Department of Economics, 2023 | 3 | 2023 |
Yiannis KaraviasBrunel University LondonVerified email at brunel.ac.uk
