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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 29
THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
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- 25 April 2007, pp. 615-637
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SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL
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- 27 July 2001, pp. 567-590
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ON THE PRODUCT AND RATIO OF GAMMA AND WEIBULL RANDOM VARIABLES
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- 09 February 2006, pp. 338-344
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FRISCH'S ECONOMETRIC LABORATORY AND THE RISE OF TRYGVE HAAVELMO'S PROBABILITY APPROACH
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- 22 April 2005, pp. 491-533
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TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS
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- 25 November 2011, pp. 705-717
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A Note on Bootstrapping Generalized Method of Moments Estimators
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- 11 February 2009, pp. 187-197
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Problems with the Asymptotic Theory of Maximum Likelihood Estimation in Integrated and Cointegrated Systems
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- 11 February 2009, pp. 888-911
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Asymptotic Properties of the Maximum-Likelihood and Nonlinear Least-Squares Estimators for Noninvertible Moving Average Models
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- 18 October 2010, pp. 333-353
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Estimation in Dynamic Linear Regression Models with Infinite Variance Errors
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- 11 February 2009, pp. 570-588
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A GENERALIZED PORTMANTEAU GOODNESS-OF-FIT TEST FOR TIME SERIES MODELS
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- 10 February 2004, pp. 382-416
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STABILITY OF REGIME SWITCHING ERROR CORRECTION MODELS UNDER LINEAR COINTEGRATION
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- 06 September 2007, pp. 294-318
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Strong Consistency of Regression Quantiles and Related Empirical Processes
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- 18 October 2010, pp. 191-201
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SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS
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- 13 September 2010, pp. 427-441
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UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
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- 17 July 2008, pp. 1699-1716
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BIAS REDUCTION IN NONPARAMETRIC DIFFUSION COEFFICIENT ESTIMATION
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- 04 August 2003, pp. 754-777
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MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES
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- 15 March 2006, pp. 373-402
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UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES
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- 03 November 2014, pp. 911-952
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ANALYSIS OF COEXPLOSIVE PROCESSES
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- 07 October 2009, pp. 882-915
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Simultaneous Density Estimation of Several Income Distributions
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- 18 October 2010, pp. 476-488
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DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS
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- 09 July 2008, pp. 1373-1403
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