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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 25
Stochastic Expansions and Asymptotic Approximations
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- 18 October 2010, pp. 343-367
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- Cited by 25
MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS
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- 15 December 2000, pp. 878-904
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- Cited by 25
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
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- 07 June 2011, pp. 130-178
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Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix
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- 11 February 2009, pp. 413-430
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HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT
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- 01 December 2009, pp. 1734-1753
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ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES
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- 21 February 2012, pp. 838-860
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SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
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- 09 February 2006, pp. 258-278
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Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models
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- 11 February 2009, pp. 435-449
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A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
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- 03 November 2006, pp. 989-1029
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HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE
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- 22 December 2014, pp. 981-1015
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SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL
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- 24 September 2003, pp. 1040-1064
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LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES
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- 27 April 2012, pp. 935-958
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STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS
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- 23 September 2005, pp. 1112-1129
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LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS
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- 11 May 2015, pp. 1178-1215
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A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
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- 22 August 2005, pp. 991-1016
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CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS
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- 24 September 2003, pp. 1128-1143
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A Bayesian Analysis Of The Unit Root Hypothesis Within An Unobserved Components Model
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- 11 February 2009, pp. 552-578
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Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays
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- 11 February 2009, pp. 347-359
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A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
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- 06 July 2012, pp. 187-212
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SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY
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- 29 March 2019, pp. 122-169
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