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 20
When are Expectiles Percentiles?
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 526-527
-
- Article
- Export citation
- Cited by 20
NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS
-
- Published online by Cambridge University Press:
- 19 June 2017, pp. 659-693
-
- Article
- Export citation
- Cited by 20
MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES
-
- Published online by Cambridge University Press:
- 28 January 2019, pp. 1234-1270
-
- Article
- Export citation
- Cited by 20
Professor J. D. Sargan
- Part of:
-
- Published online by Cambridge University Press:
- 18 October 2010, pp. 119-139
-
- Article
- Export citation
- Cited by 20
SIMULTANEOUSLY MODELING CONDITIONAL HETEROSKEDASTICITY AND SCALE CHANGE
-
- Published online by Cambridge University Press:
- 08 June 2004, pp. 563-596
-
- Article
- Export citation
- Cited by 20
INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
-
- Published online by Cambridge University Press:
- 02 August 2011, pp. 328-362
-
- Article
- Export citation
- Cited by 20
TESTING GARCH-X TYPE MODELS
-
- Published online by Cambridge University Press:
- 18 October 2018, pp. 1012-1047
-
- Article
- Export citation
- Cited by 20
THE DENSITY OF A QUADRATIC FORM IN A VECTOR UNIFORMLY DISTRIBUTED ON THE n-SPHERE
-
- Published online by Cambridge University Press:
- 07 February 2001, pp. 1-28
-
- Article
- Export citation
- Cited by 20
AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
-
- Published online by Cambridge University Press:
- 03 November 2006, pp. 1191-1194
-
- Article
- Export citation
- Cited by 20
The ET Interview: Professor Clive Granger
- Part of:
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 253-303
-
- Article
- Export citation
- Cited by 20
DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM
-
- Published online by Cambridge University Press:
- 15 December 2000, pp. 998-1015
-
- Article
- Export citation
- Cited by 20
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY
-
- Published online by Cambridge University Press:
- 13 September 2011, pp. 422-456
-
- Article
- Export citation
- Cited by 20
ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
-
- Published online by Cambridge University Press:
- 17 February 2010, pp. 1263-1304
-
- Article
- Export citation
- Cited by 20
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
-
- Published online by Cambridge University Press:
- 04 August 2003, pp. 829-864
-
- Article
- Export citation
- Cited by 20
A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL
-
- Published online by Cambridge University Press:
- 26 February 2008, pp. 823-828
-
- Article
- Export citation
- Cited by 20
CONSISTENT SPECIFICATION TESTING FOR CONDITIONAL SYMMETRY
-
- Published online by Cambridge University Press:
- 01 February 1998, pp. 139-149
-
- Article
- Export citation
- Cited by 20
UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION
-
- Published online by Cambridge University Press:
- 11 May 2015, pp. 655-685
-
- Article
- Export citation
- Cited by 20
GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
-
- Published online by Cambridge University Press:
- 30 April 2010, pp. 74-113
-
- Article
- Export citation
- Cited by 20
WRITING “THE PROBABILITY APPROACH” WITH NOWHERE TO GO: HAAVELMO IN THE UNITED STATES, 1939–1944
-
- Published online by Cambridge University Press:
- 14 May 2007, pp. 775-837
-
- Article
- Export citation
- Cited by 20
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
-
- Published online by Cambridge University Press:
- 31 March 2005, pp. 413-430
-
- Article
- Export citation