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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 26
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH
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- Published online by Cambridge University Press:
- 11 April 2017, pp. 815-849
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On Jeffreys Prior when Using the Exact Likelihood Function
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 633-644
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Comparing Single-Equation Estimators in a Simultaneous Equation System
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- 18 October 2010, pp. 1-32
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An Asymptotic Expansion in the GARCH(l, 1) Model
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- 11 February 2009, pp. 558-581
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- Cited by 26
A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS
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- 10 October 2013, pp. 491-507
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- Cited by 26
ESTIMATION-ADJUSTED VAR
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- 08 January 2013, pp. 735-770
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Testing for Unit Roots in Models with Structural Change
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- 11 February 2009, pp. 917-936
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YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
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- Published online by Cambridge University Press:
- 30 August 2006, pp. 913-931
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A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS
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- 01 April 2000, pp. 262-268
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NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS
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- 14 May 2007, pp. 880-898
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- Cited by 26
NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING
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- 08 September 2014, pp. 471-492
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A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
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- 15 May 2002, pp. 800-814
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MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
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- 12 December 2005, pp. 98-126
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- Cited by 26
TESTING FOR CHANGES IN KENDALL’S TAU
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- 04 November 2016, pp. 1352-1386
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- Cited by 26
SMALL BANDWIDTH ASYMPTOTICS FOR DENSITY-WEIGHTED AVERAGE DERIVATIVES
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- 20 August 2013, pp. 176-200
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EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS
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- 05 April 2007, pp. 501-517
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HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS
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- 28 October 2016, pp. 1502-1515
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- Cited by 26
Semiparametric Estimation of Location and Other Discrete Choice Moments
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- 11 February 2009, pp. 32-51
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- Cited by 25
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE
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- 06 December 2006, pp. 37-70
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- Cited by 25
Stochastic Expansions and Asymptotic Approximations
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- 18 October 2010, pp. 343-367
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