Most cited
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 21
The Cumulant Generating Function Estimation Method: Implementation and Asymptotic Efficiency
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 170-184
-
- Article
- Export citation
- Cited by 21
A POWERFUL TEST OF THE AUTOREGRESSIVE UNIT ROOT HYPOTHESIS BASED ON A TUNING PARAMETER FREE STATISTIC
-
- Published online by Cambridge University Press:
- 01 December 2009, pp. 1515-1544
-
- Article
- Export citation
- Cited by 21
EFFICIENT IV ESTIMATION FOR AUTOREGRESSIVE MODELS WITH CONDITIONAL HETEROSKEDASTICITY
-
- Published online by Cambridge University Press:
- 15 May 2002, pp. 547-583
-
- Article
- Export citation
- Cited by 21
STATIONARITY TESTING WITH COVARIATES
-
- Published online by Cambridge University Press:
- 05 March 2004, pp. 56-94
-
- Article
- Export citation
- Cited by 21
ADDENDUM TO “ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES”
-
- Published online by Cambridge University Press:
- 08 June 2004, pp. 627-635
-
- Article
- Export citation
- Cited by 21
A Survey on the Invariant Polynomials with Matrix Arguments in Relation to Econometric Distribution Theory
-
- Published online by Cambridge University Press:
- 18 October 2010, pp. 232-248
-
- Article
- Export citation
- Cited by 21
A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
-
- Published online by Cambridge University Press:
- 14 May 2007, pp. 930-951
-
- Article
- Export citation
- Cited by 21
TESTING STRUCTURAL CHANGE IN PARTIALLY LINEAR MODELS
-
- Published online by Cambridge University Press:
- 22 March 2010, pp. 1761-1806
-
- Article
- Export citation
- Cited by 21
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS
-
- Published online by Cambridge University Press:
- 06 March 2002, pp. 119-139
-
- Article
- Export citation
- Cited by 21
TRYGVE HAAVELMO AT THE COWLES COMMISSION
-
- Published online by Cambridge University Press:
- 27 June 2014, pp. 1-84
-
- Article
- Export citation
- Cited by 21
Some Exact Formulae for Autoregressive Moving Average Processes
-
- Published online by Cambridge University Press:
- 18 October 2010, pp. 384-402
-
- Article
- Export citation
- Cited by 21
GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE
-
- Published online by Cambridge University Press:
- 29 November 2013, pp. 287-333
-
- Article
- Export citation
- Cited by 21
A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM
-
- Published online by Cambridge University Press:
- 25 November 2011, pp. 671-679
-
- Article
- Export citation
- Cited by 21
Laws of Large Numbers for Hilbert Space-Valued Mixingales with Applications
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 284-304
-
- Article
- Export citation
- Cited by 21
NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION
-
- Published online by Cambridge University Press:
- 25 November 2011, pp. 509-547
-
- Article
- Export citation
- Cited by 21
On the Asymptotic Power of Unit Root Tests
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 189-221
-
- Article
- Export citation
- Cited by 21
A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME-SERIES REGRESSION MODELS
-
- Published online by Cambridge University Press:
- 07 February 2001, pp. 188-221
-
- Article
- Export citation
- Cited by 21
The Et Interview: Professor Sir Richard Stone
- Part of:
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 85-123
-
- Article
- Export citation
- Cited by 21
TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES
-
- Published online by Cambridge University Press:
- 01 December 2017, pp. 1018-1064
-
- Article
-
- You have access
- Open access
- Export citation
- Cited by 21
SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS
-
- Published online by Cambridge University Press:
- 26 February 2008, pp. 749-794
-
- Article
- Export citation