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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 65
HAC ESTIMATION BY AUTOMATED REGRESSION
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- Published online by Cambridge University Press:
- 08 February 2005, pp. 116-142
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- Cited by 65
The Local Power of the CUSUM and CUSUM of Squares Tests
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 335-347
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- Cited by 65
Testing for a Moving Average Unit Root
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 433-444
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- Cited by 65
Unit Root Tests Based on M Estimators
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 331-346
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- Cited by 64
SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION
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- Published online by Cambridge University Press:
- 22 January 2016, pp. 105-157
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- Cited by 64
Estimation in the Cox-Ingersoll-Ross Model
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 430-461
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- Cited by 64
EFFICIENT REGRESSIONS VIA OPTIMALLY COMBINING QUANTILE INFORMATION
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- 06 June 2014, pp. 1272-1314
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- Cited by 63
A Shortcut to LAD Estimator Asymptotics
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- 11 February 2009, pp. 450-463
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- Cited by 63
The Estimation of Parameters in Nonstationary Higher Order Continuous-Time Dynamic Models
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 369-385
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- Cited by 63
THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS
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- 25 March 2011, pp. 1048-1082
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- Cited by 63
EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION
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- Published online by Cambridge University Press:
- 15 May 2002, pp. 691-721
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- Cited by 63
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
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- 01 December 2009, pp. 1545-1588
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- Cited by 62
WHITTLE ESTIMATION OF ARCH MODELS
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- 27 July 2001, pp. 608-631
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- Cited by 62
IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS
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- 19 January 2012, pp. 249-273
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- Cited by 62
A Conversation on Econometric Methodology
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 171-261
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- Cited by 61
X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
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- 07 August 2013, pp. 201-251
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- Cited by 61
LONG MEMORY TESTING IN THE TIME DOMAIN
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- 06 September 2007, pp. 176-215
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- Cited by 60
Additive Nonlinear ARX Time Series and Projection Estimates
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- 11 February 2009, pp. 214-252
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- Cited by 60
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
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- 22 March 2010, pp. 1719-1760
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- Cited by 60
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
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- 13 September 2011, pp. 42-86
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