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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 17
ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION
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- Published online by Cambridge University Press:
- 21 September 2020, pp. 913-941
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- Cited by 17
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES
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- 21 May 2012, pp. 1313-1349
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- Cited by 17
Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems
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- 11 February 2009, pp. 1-44
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ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
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- 12 November 2012, pp. 482-516
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NONPARAMETRIC STOCHASTIC VOLATILITY
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- 03 July 2018, pp. 1207-1255
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ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR
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- 30 August 2006, pp. 932-946
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A SMOOTHING METHOD THAT LOOKS LIKE THE HODRICK–PRESCOTT FILTER
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- 23 March 2020, pp. 961-981
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MANY INSTRUMENTS ASYMPTOTIC APPROXIMATIONS UNDER NONNORMAL ERROR DISTRIBUTIONS
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- 18 August 2009, pp. 633-645
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SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
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- 30 November 2007, pp. 323-337
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Methods for Constructing Top Order Invariant Polynomials
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- 11 February 2009, pp. 195-207
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On Small Sample Properties of R2 in a Linear Regression Model with Multivariate t Errors and Proxy Variables
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- 11 February 2009, pp. 504-515
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- Cited by 17
Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression
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- 18 October 2010, pp. 27-52
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Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques
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- 18 October 2010, pp. 429-440
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Noncausality and Marginalization of Markov Processes
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- 11 February 2009, pp. 241-262
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Forecasting, Structural Time Series Models and the Kalman Filter, Andrew C. Harvey Cambridge University Press, 1939 - Fore Casting, Structural Time Series Models and The Kalman FilterAdrew C. Harvey Cambridge University Press, 1989
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- 18 October 2010, pp. 293-299
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ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS
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- 22 January 2016, pp. 366-412
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The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case
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- 11 February 2009, pp. 402-412
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Worldwide Rankings of Research Activity in Econometrics: 1980–1985
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- 11 February 2009, pp. 171-194
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- Cited by 17
THE BOOTSTRAP IN THRESHOLD REGRESSION
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- 01 April 2014, pp. 676-714
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CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
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- 11 October 2010, pp. 522-545
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