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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 55
EFFICIENT ESTIMATION OF FACTOR MODELS
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- 02 August 2011, pp. 274-308
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- Cited by 55
VIOLATING IGNORABILITY OF TREATMENT BY CONTROLLING FOR TOO MANY FACTORS
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- 22 August 2005, pp. 1026-1028
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- Cited by 54
NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
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- 01 April 2009, pp. 442-481
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ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
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- 13 September 2011, pp. 387-421
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A Graphical Exposition of the Ordered Probit
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- 18 October 2010, pp. 127-131
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- Cited by 53
ASYMPTOTIC ROBUSTNESS IN MULTIPLE GROUP LINEAR-LATENT VARIABLE MODELS
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- 16 May 2002, pp. 297-312
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SELECTING THE RANK OF THE COINTEGRATION SPACE AND THE FORM OF THE INTERCEPT USING AN INFORMATION CRITERION
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- 17 May 2002, pp. 926-947
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NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY
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- 01 December 2009, pp. 1869-1892
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A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTH N AND T ARE LARGE
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- 01 June 2009, pp. 873-890
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- Cited by 52
UNIFORM CONVERGENCE RATES OF KERNEL ESTIMATORS WITH HETEROGENEOUS DEPENDENT DATA
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- 01 October 2009, pp. 1433-1445
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- Cited by 52
NONPARAMETRIC IDENTIFICATION OF THE MIXED HAZARDS MODEL WITH TIME-VARYING COVARIATES
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- 30 January 2007, pp. 349-354
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Asymptotic Inference on the Moving Average Impact Matrix in Cointegrated 1(1) VAR Systems
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- 11 February 2009, pp. 79-118
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AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS
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- 31 March 2005, pp. 472-476
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- Cited by 51
UNIFORM BIAS STUDY AND BAHADUR REPRESENTATION FOR LOCAL POLYNOMIAL ESTIMATORS OF THE CONDITIONAL QUANTILE FUNCTION
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- 02 August 2011, pp. 87-129
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- Cited by 51
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL
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- 26 October 2009, pp. 838-862
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- Cited by 51
REGRESSION ASYMPTOTICS USING MARTINGALE CONVERGENCE METHODS
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- 04 April 2008, pp. 888-947
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- Cited by 51
QML ESTIMATION OF A CLASS OF MULTIVARIATE ASYMMETRIC GARCH MODELS
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- 03 August 2011, pp. 179-206
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- Cited by 50
BAYESIAN REGRESSION ANALYSIS WITH SCALE MIXTURES OF NORMALS
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- 01 February 2000, pp. 80-101
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Multivariate Linear Rational Expectations Models: Characterization of the Nature of the Solutions and Their Fully Recursive Computation
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- 11 February 2009, pp. 877-888
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Limit Theory for M-Estimates in an Integrated Infinite Variance
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- 11 February 2009, pp. 200-212
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