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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 19
VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
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- Published online by Cambridge University Press:
- 23 September 2005, pp. 1087-1111
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- Cited by 19
An Alternative Heteroscedastic Error Components Model
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 349-350
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ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
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- Published online by Cambridge University Press:
- 17 July 2002, pp. 1172-1196
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- Cited by 19
Optimal Rates of Convergence of Parameter Estimators in the Binary Response Model with Weak Distributional Assumptions
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- 11 February 2009, pp. 1-18
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THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
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- Published online by Cambridge University Press:
- 14 May 2007, pp. 1013-1021
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ON THE ASYMPTOTIC EFFICIENCY OF GMM
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- 23 October 2013, pp. 372-406
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ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS
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- 06 July 2012, pp. 115-152
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- Cited by 18
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
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- 25 March 2011, pp. 957-991
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- Cited by 18
An Alternative Heteroscedastic Error Components Model
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- Published online by Cambridge University Press:
- 18 October 2010, p. 326
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- Cited by 18
Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation
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- 11 February 2009, pp. 172-197
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LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS
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- 21 May 2012, pp. 1283-1312
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- Cited by 18
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
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- 25 September 2001, pp. 913-932
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- Cited by 18
Robust M-Tests
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- 11 February 2009, pp. 69-84
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03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation—Solution
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- 01 October 2004, pp. 990-993
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- Cited by 18
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS
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- 30 January 2007, pp. 251-280
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- Cited by 18
BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS
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- 05 October 2000, pp. 779-789
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THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION
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- 01 August 2004, pp. 735-742
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- Cited by 18
TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS
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- 25 March 2011, pp. 992-1025
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- Cited by 18
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE
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- 27 April 2012, pp. 1165-1185
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ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS
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- 26 February 2015, pp. 261-358
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