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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 22
EFFICIENT LIKELIHOOD INFERENCE IN NONSTATIONARY UNIVARIATE MODELS
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- 05 March 2004, pp. 116-146
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- Cited by 22
Stable Non-Gaussian Random ProcessesGennady Samorodnitsky and Murad S. Taqqu Chapman and Hall, 1994
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- 11 February 2009, pp. 133-142
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LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS
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- 13 August 2009, pp. 311-324
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TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
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- 18 September 2018, pp. 729-776
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EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY AND RELATED PROCESSES
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- 15 March 2016, pp. 439-478
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FINITE-SAMPLE BIAS OF THE QMLE IN SPATIAL AUTOREGRESSIVE MODELS
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- 06 July 2012, pp. 68-88
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MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I: IntegralOperator Algebra and Representation Theory
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- 01 August 1999, pp. 435-468
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OPTIMAL INFERENCE WITH MANY INSTRUMENTS
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- 06 March 2002, pp. 140-168
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EMPIRICAL LIKELIHOOD BASED INFERENCE WITH APPLICATIONS TO SOME ECONOMETRIC MODELS
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- 10 February 2004, pp. 231-264
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A NOTE ON THE POOLING OF INDIVIDUAL PANIC UNIT ROOT TESTS
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- 01 December 2009, pp. 1851-1868
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A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS
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- 30 January 2007, pp. 201-220
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NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS
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- 13 September 2010, pp. 443-456
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The Limiting Distribution of the t Ratio Under a Unit Root
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- 11 February 2009, pp. 775-793
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NONPARAMETRIC ESTIMATION OF REGRESSION FUNCTIONS WITH DISCRETE REGRESSORS
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- 01 February 2009, pp. 1-42
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Laws of Large Numbers for Dependent Heterogeneous Processes
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- 11 February 2009, pp. 347-358
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NONPARAMETRIC ESTIMATION OF ADDITIVE NONLINEAR ARX TIME SERIES: LOCAL LINEAR FITTING AND PROJECTIONS
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- 01 August 2000, pp. 465-501
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Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations
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- 18 October 2010, pp. 159-170
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CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY
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- 01 June 2009, pp. 764-792
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A SIEVE BOOTSTRAP TEST FOR COINTEGRATION IN A CONDITIONAL ERROR CORRECTION MODEL
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- 26 October 2009, pp. 647-681
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The Cumulant Generating Function Estimation Method: Implementation and Asymptotic Efficiency
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- 11 February 2009, pp. 170-184
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