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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.
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WRITING “THE PROBABILITY APPROACH” WITH NOWHERE TO GO: HAAVELMO IN THE UNITED STATES, 1939–1944
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- 14 May 2007, pp. 775-837
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ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES
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- 27 February 2017, pp. 1-22
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- Cited by 19
Unbiasedness of Predictions from Etimated Vector Autoregressions
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 387-402
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WEIGHTED AND TWO-STAGE LEAST SQUARES ESTIMATION OF SEMIPARAMETRIC TRUNCATED REGRESSION MODELS
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- Published online by Cambridge University Press:
- 30 January 2007, pp. 309-347
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TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS
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- 06 August 2013, pp. 1238-1288
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TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994
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- 11 February 2009, pp. 625-630
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ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
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- 01 June 2009, pp. 806-818
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A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION
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- 30 August 2006, pp. 947-960
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RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS
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- 01 October 1999, pp. 719-752
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M-ESTIMATION IN GARCH MODELS
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- Published online by Cambridge University Press:
- 09 July 2008, pp. 1530-1553
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ADAPTIVE ESTIMATION OF ERROR CORRECTION MODELS
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- 01 February 1998, pp. 44-69
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The Fredholm Approach to Asymptotic Inference on Nonstationary and Noninvertible Time Series Models
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- 11 February 2009, pp. 411-432
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Series Estimation of Regression Functionals
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- 11 February 2009, pp. 1-28
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ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
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- 28 July 2016, pp. 717-738
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On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation
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- 18 October 2010, pp. 53-72
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THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL
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- 22 April 2005, pp. 659-663
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A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE
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- 02 September 2015, pp. 1434-1482
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ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
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- 06 June 2003, pp. 565-586
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The Econometrics of Learning in Financial Markets
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- 11 February 2009, pp. 151-189
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VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
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- 23 September 2005, pp. 1087-1111
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