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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 33
ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY
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- Published online by Cambridge University Press:
- 01 February 2009, pp. 43-62
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- Cited by 33
LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION
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- Published online by Cambridge University Press:
- 01 December 2009, pp. 1466-1497
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- Cited by 33
ON ASYMPTOTIC INFERENCE IN COINTEGRATED TIME SERIES WITH FRACTIONALLY INTEGRATED ERRORS
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- Published online by Cambridge University Press:
- 01 August 1999, pp. 583-621
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- Cited by 33
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS
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- Published online by Cambridge University Press:
- 08 January 2003, pp. 143-164
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- Cited by 33
The Estimation of Continuous Parameter Long-Memory Time Series Models
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 374-390
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- Cited by 33
ON STATIONARITY IN THE ARCH(∞) MODEL
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- 06 March 2002, pp. 1-16
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- Cited by 33
QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF SEMI-STRONG GARCH MODELS
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- 01 April 2009, pp. 561-570
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- Cited by 32
GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA
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- 01 October 2009, pp. 1348-1391
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- Cited by 32
QUASI-INDIRECT INFERENCE FOR DIFFUSION PROCESSES
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- 01 April 1998, pp. 161-186
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- Cited by 32
ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS
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- 01 August 2000, pp. 524-550
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- Cited by 32
Noninformative Priors and Bayesian Testing for the AR(1) Model
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- 11 February 2009, pp. 461-482
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- Cited by 32
INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES
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- 18 August 2009, pp. 331-368
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- Cited by 32
NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM
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- 05 March 2004, pp. 1-22
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- Cited by 32
NON- AND SEMIPARAMETRIC IDENTIFICATION OF SEASONAL NONLINEAR AUTOREGRESSION MODELS
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- 24 September 2002, pp. 1408-1448
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- Cited by 32
LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES
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- 14 May 2007, pp. 899-929
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- Cited by 32
LOCAL POWER OF LIKELIHOOD RATIO TESTS FOR THE COINTEGRATING RANK OF A VAR PROCESS
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- 01 February 1999, pp. 50-78
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- Cited by 32
VALID CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTION
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- 01 August 1998, pp. 463-482
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- Cited by 32
GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
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- Published online by Cambridge University Press:
- 15 March 2006, pp. 513-527
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- Cited by 31
Bias in Regressions With a Lagged Dependent Variable
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- 11 February 2009, pp. 371-386
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- Cited by 31
ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS
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- 01 April 1998, pp. 200-221
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