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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 18
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
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- Published online by Cambridge University Press:
- 03 November 2006, pp. 1179-1190
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- Cited by 18
A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS
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- Published online by Cambridge University Press:
- 12 November 2012, pp. 609-628
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- Cited by 18
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
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- Published online by Cambridge University Press:
- 25 September 2001, pp. 863-888
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- Cited by 18
UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
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- Published online by Cambridge University Press:
- 14 April 2011, pp. 1117-1151
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- Cited by 18
The Limit Distribution of level Crossings of a Random Walk, and a Simple Unit Root Test
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- 11 February 2009, pp. 705-723
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- Cited by 18
Analytical Score Function for Irregularly Sampled Continuous Time Stochastic Processes with Control Variables and Missing Values
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- 11 February 2009, pp. 721-735
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REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS
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- 30 September 2009, pp. 541-563
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- Cited by 18
Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches
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- 11 February 2009, pp. 88-112
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- Cited by 18
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS
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- 08 April 2015, pp. 740-791
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- Cited by 17
ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES
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- 18 September 2017, pp. 896-946
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- Cited by 17
ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES
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- 05 June 2017, pp. 186-227
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- Cited by 17
A Theory of Serial Correlation of Stochastic Taste Changers in Direct Utility Functions
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- 18 October 2010, pp. 192-210
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- Cited by 17
ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS
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- Published online by Cambridge University Press:
- 01 April 2014, pp. 737-774
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- Cited by 17
On the Sensitivity of a Regression Coefficient to Monotonic Transformations
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- 11 February 2009, pp. 165-169
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- Cited by 17
THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES
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- Published online by Cambridge University Press:
- 01 June 2000, pp. 347-372
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ANOTHER LOOK AT THE IDENTIFICATION AT INFINITY OF SAMPLE SELECTION MODELS
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- 06 July 2012, pp. 213-224
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- Cited by 17
Estimation of Cointegration Vectors with Linear Restrictions
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- 11 February 2009, pp. 19-35
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- Cited by 17
ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
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- 06 March 2002, pp. 40-50
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- Cited by 17
ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES
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- 13 September 2011, pp. 457-470
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- Cited by 17
ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION
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- 21 September 2020, pp. 913-941
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