| Estimating dynamic common-correlated effects in Stata J Ditzen The Stata Journal 18 (3), 585-617, 2018 | 455* | 2018 |
| Testing for slope heterogeneity in Stata T Bersvendsen, J Ditzen The Stata Journal 21 (1), 51-80, 2021 | 326* | 2021 |
| Testing and estimating structural breaks in time series and panel data in Stata J Ditzen, Y Karavias, J Westerlund The Stata Journal 25 (3), 526-560, 2025 | 270* | 2025 |
| Estimating long-run effects and the exponent of cross-sectional dependence: An update to xtdcce2 J Ditzen The Stata Journal 21 (3), 2021 | 242* | 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 | 158 | 2023 |
| Cross-country convergence in a general Lotka–Volterra model J Ditzen Spatial Economic Analysis 13 (2), 191-211, 2018 | 36 | 2018 |
| Multiple structural breaks in interactive effects panel data models J Ditzen, Y Karavias, J Westerlund Journal of Applied Econometrics 40 (1), 74-88, 2025 | 33 | 2025 |
| BP statistical review of world energy 2019 E Ersoy, ME Schaffer, J Ditzen BP plc, 2019 | 22 | 2019 |
| XTCD2: Stata module to test for weak cross sectional dependence J Ditzen Boston College Department of Economics, 2023 | 18* | 2023 |
| xtnumfac: A battery of estimators for the number of common factors in time series and panel-data models J Ditzen, S Reese The Stata Journal 23 (2), 438-454, 2023 | 17 | 2023 |
| A Monte Carlo study of the BE estimator for growth regressions J Ditzen, E Gundlach Empirical Economics 51 (1), 31-55, 2016 | 15 | 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 | 11 | 2022 |
| Introducing the Replication Studies section J Ditzen, JP Elhorst Spatial Economic Analysis 17 (1), 7-9, 2022 | 10 | 2022 |
| XTCSE2: Stata module to estimate the exponent of cross-sectional dependence in large panels J Ditzen Boston College Department of Economics, 2023 | 9 | 2023 |
| Illuminating the factor and dependence structure in large panel models J Ditzen Proceedings of the 28th UK Stata Conference, 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 |
| Xtdcce: estimating dynamic common correlation effects in STATA J Ditzen United Kingdom Stata Users Group meetings, 2016 | 8 | 2016 |
| XTGRANGERT: Stata module for improved Granger non-causality testing in heterogeneous and homogeneous panel data J Xiao, Y Karavias, V Sarafidis, A Juodis, J Ditzen Boston College Department of Economics, 2023 | 7 | 2023 |
| Panel-data models with large N and large T: An overview J Ditzen Economics virtual symposium, 2021 | 7 | 2021 |
| 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, 2020 | 7 | 2020 |
Yiannis KaraviasBrunel University of LondonVerified email at brunel.ac.uk
