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This page lists all time most cited articles for this title. Please use the publication date filters on the left if you would like to restrict this list to recently published content, for example to articles published in the last three years. The number of times each article was cited is displayed to the right of its title and can be clicked to access a list of all titles this article has been cited by.
- Cited by 70
A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS
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- Published online by Cambridge University Press:
- 01 May 2012, pp. 590-628
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- Cited by 70
STRUCTURAL THRESHOLD REGRESSION
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- Published online by Cambridge University Press:
- 20 April 2015, pp. 827-860
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ON TAIL INDEX ESTIMATION FOR DEPENDENT, HETEROGENEOUS DATA
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- Published online by Cambridge University Press:
- 17 February 2010, pp. 1398-1436
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- Cited by 70
ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
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- 15 December 2000, pp. 927-997
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- Cited by 69
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
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- 09 February 2006, pp. 173-205
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- Cited by 69
SMOOTH VARYING-COEFFICIENT ESTIMATION AND INFERENCE FOR QUALITATIVE AND QUANTITATIVE DATA
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- 17 March 2010, pp. 1607-1637
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ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES
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- 04 November 2009, pp. 1218-1245
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- Cited by 68
THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
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- 24 September 2002, pp. 1367-1384
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- Cited by 68
LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
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- 01 April 2009, pp. 482-526
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The Estimation of Higher-Order Continuous Time Autoregressive Models
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- 18 October 2010, pp. 97-117
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The Effect of Model Selection on Confidence Regions and Prediction Regions
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- 11 February 2009, pp. 537-549
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- Cited by 67
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
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- 19 July 2005, pp. 667-709
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- Cited by 67
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II: Fractionally Integrated Processes
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- 05 October 2000, pp. 643-666
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- Cited by 66
AUTOMATIC INFERENCE OF THE CONTEMPORANEOUS CAUSAL ORDER OF A SYSTEM OF EQUATIONS
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- 08 February 2005, pp. 69-77
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TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE
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- 15 May 2002, pp. 730-743
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- Cited by 66
NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION
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- 01 February 2000, pp. 44-79
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DIAGNOSTIC CHECKING FOR THE ADEQUACY OF NONLINEAR TIME SERIES MODELS
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- 24 September 2003, pp. 1065-1121
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- Cited by 66
BOOTSTRAP INFERENCE IN SEMIPARAMETRIC GENERALIZED ADDITIVE MODELS
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- 10 February 2004, pp. 265-300
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- Cited by 66
DYNAMIC TIME SERIES BINARY CHOICE
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- 03 March 2011, pp. 673-702
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ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES
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- 03 March 2001, pp. 451-470
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