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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 46
NONPARAMETRIC ESTIMATION OF THE DIFFUSION COEFFICIENT OF STOCHASTIC VOLATILITY MODELS
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- Published online by Cambridge University Press:
- 14 May 2008, pp. 1174-1206
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A CONSISTENT TEST OF CONDITIONAL PARAMETRIC DISTRIBUTIONS
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- Published online by Cambridge University Press:
- 05 October 2000, pp. 667-691
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EMPIRICAL LIKELIHOOD FOR GARCH MODELS
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- Published online by Cambridge University Press:
- 15 March 2006, pp. 403-428
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THE POWER OF SINGLE EQUATION TESTS FOR COINTEGRATION WHEN THE COINTEGRATING VECTOR IS PRESPECIFIED
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- Published online by Cambridge University Press:
- 01 June 2000, pp. 407-439
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QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES
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- 01 February 2018, pp. 37-72
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A General Approach to Serial Correlation
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- 18 October 2010, pp. 315-340
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ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS
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- 27 August 2010, pp. 235-259
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STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME
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- 06 March 2002, pp. 99-118
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CAUCHY ESTIMATORS FOR AUTOREGRESSIVE PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS AND CONFIDENCE INTERVALS
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- 01 April 1999, pp. 165-176
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- Cited by 44
SIMULTANEOUS EQUATIONS WITH INCOMPLETE PANELS
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- 01 April 2000, pp. 269-279
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ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS
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- 01 October 2004, pp. 844-882
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Alternative Bias Approximations in Regressions with a Lagged-Dependent Variable
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- 11 February 2009, pp. 62-80
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NONPARAMETRIC ESTIMATION OF VOLATILITY FUNCTIONS: THE LOCAL EXPONENTIAL ESTIMATOR
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- Published online by Cambridge University Press:
- 17 May 2002, pp. 985-991
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On Rereading Haavelmo: A Retrospective View of Econometric Modeling
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- 18 October 2010, pp. 405-429
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- Cited by 43
ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL
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- 09 May 2018, pp. 198-231
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A CLOSED-FORM ESTIMATOR FOR THE GARCH(1,1) MODEL
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- 09 February 2006, pp. 323-337
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- Cited by 43
The Moving-Estimates Test for Parameter Stability
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- 11 February 2009, pp. 699-720
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- Cited by 43
NULL RECURRENT UNIT ROOT PROCESSES
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- Published online by Cambridge University Press:
- 02 August 2011, pp. 1-41
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- Cited by 43
UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST
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- 01 December 2009, pp. 1682-1715
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- Cited by 43
BLOCK BOOTSTRAP HAC ROBUST TESTS: THE SOPHISTICATION OF THE NAIVE BOOTSTRAP
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- 08 March 2011, pp. 745-791
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