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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 23
TESTING FOR GENERAL FRACTIONAL INTEGRATION IN THE TIME DOMAIN
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- Published online by Cambridge University Press:
- 01 December 2009, pp. 1793-1828
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- Cited by 23
Testing for Cointegration in a System of Equations
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 952-983
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REGRESSION-BASED SEASONAL UNIT ROOT TESTS
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- Published online by Cambridge University Press:
- 01 April 2009, pp. 527-560
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LIMIT THEORY FOR EXPLOSIVELY COINTEGRATED SYSTEMS
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- 04 April 2008, pp. 865-887
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TAIL AND NONTAIL MEMORY WITH APPLICATIONS TO EXTREME VALUE AND ROBUST STATISTICS
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- 08 March 2011, pp. 844-884
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POWER PROPERTIES OF INVARIANT TESTS FOR SPATIAL AUTOCORRELATION IN LINEAR REGRESSION
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- 13 August 2009, pp. 152-186
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SEMIPARAMETRIC FUNCTIONAL COEFFICIENT MODELS WITH INTEGRATED COVARIATES
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- 08 January 2013, pp. 659-672
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DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
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- 02 August 2011, pp. 219-238
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The Exact Likelihood Function for an Empirical Job Search Model
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- 11 February 2009, pp. 464-486
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A Comparison of the Stein-Rule and Positive-Part Stein-Rule Estimators in a Misspecified Linear Regression Model
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- 11 February 2009, pp. 668-679
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EXACT MEAN INTEGRATED SQUARED ERROR OF HIGHER ORDER KERNEL ESTIMATORS
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- 23 September 2005, pp. 1031-1057
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AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS
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- 08 February 2005, pp. 85-115
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NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION
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- 04 November 2009, pp. 1060-1087
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ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS
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- 19 October 2016, pp. 277-301
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CONVERGENCE OF INTEGRAL FUNCTIONALS OF STOCHASTIC PROCESSES
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- 09 February 2006, pp. 304-322
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- Cited by 22
ON THE LAW OF LARGE NUMBERS FOR (GEOMETRICALLY) ERGODIC MARKOV CHAINS
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- 25 April 2007, pp. 761-766
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- Cited by 22
STRONG CONSISTENCY RESULTS FOR LEAST SQUARES ESTIMATORS IN GENERAL VECTOR AUTOREGRESSIONS WITH DETERMINISTIC TERMS
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- 22 April 2005, pp. 534-561
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Econometric Methodology at the Cowles Commission: Rise and Maturity
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- 18 October 2010, pp. 187-209
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- Cited by 22
COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS
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- 17 March 2020, pp. 248-280
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Preliminary-Test Estimation of the Error Variance in Linear Regression
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- 11 February 2009, pp. 299-304
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