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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 24
DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION
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- Published online by Cambridge University Press:
- 04 August 2003, pp. 778-811
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- Cited by 24
A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
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- Published online by Cambridge University Press:
- 06 July 2012, pp. 187-212
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On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity
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- 11 February 2009, pp. 70-90
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UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA
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- 25 April 2014, pp. 1110-1133
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DATA DEPENDENT RULES FOR SELECTION OF THE NUMBER OF LEADS AND LAGS IN THE DYNAMIC OLS COINTEGRATING REGRESSION
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- 09 July 2008, pp. 1425-1441
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TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS
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- 27 October 2014, pp. 953-980
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THE IMPOSSIBILITY OF CONSISTENT DISCRIMINATION BETWEEN I(0) AND I(1) PROCESSES
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- Published online by Cambridge University Press:
- 22 January 2008, pp. 616-630
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Point Optimal Tests for Testing the Order of Differencing in ARIMA Models
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- 11 February 2009, pp. 343-362
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GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
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- 22 January 2008, pp. 631-650
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Bayesian Asymptotic Theory in a Time Series Model with a Possible Nonstationary Process
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- 11 February 2009, pp. 764-773
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J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY
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- 20 March 2003, pp. 457-480
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AUTOMATIC POSITIVE SEMIDEFINITE HAC COVARIANCE MATRIX AND GMM ESTIMATION
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- 08 February 2005, pp. 158-170
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MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION
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- Published online by Cambridge University Press:
- 02 April 2015, pp. 793-826
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- Cited by 23
Identification and Estimation of Continuous Time Dynamic Systems With Exogenous Variables Using Panel Data
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- 11 February 2009, pp. 283-295
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ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS
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- 08 February 2005, pp. 181-211
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- Cited by 23
Bayesian Inference of Trend and Difference-Stationarity
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- 11 February 2009, pp. 596-608
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THE MEAN-MEDIAN-MODE INEQUALITY: COUNTEREXAMPLES
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- 31 March 2005, pp. 477-482
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A Reappraisal of Misspecified Econometric Models
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- 11 February 2009, pp. 597-619
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A NONPARAMETRIC REGRESSION ESTIMATOR THAT ADAPTS TO ERROR DISTRIBUTION OF UNKNOWN FORM
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- 05 April 2007, pp. 371-413
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Predictors in Dynamic Nonlinear Models: Large-Sample Behavior
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- 18 October 2010, pp. 430-452
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