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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 16
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION
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- Published online by Cambridge University Press:
- 06 September 2007, pp. 216-255
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A NEW CHARACTERIZATION OF THE NORMAL DISTRIBUTION AND TEST FOR NORMALITY
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- 19 May 2015, pp. 1216-1252
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- Cited by 16
UNIT ROOT TESTS BASED ON ADAPTIVE MAXIMUM LIKELIHOOD ESTIMATION
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- 01 February 1999, pp. 1-23
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ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS
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- 03 October 2016, pp. 1046-1080
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Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations
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- 18 October 2010, pp. 374-412
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A COMPARISON OF COMPLEMENTARY AUTOMATIC MODELING METHODS: RETINA AND PcGets
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- 08 February 2005, pp. 262-277
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TESTING FOR LONG MEMORY
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- 06 September 2007, pp. 143-175
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The Bahadur-Kiefer Representation of Lp Regression Estimators
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- 11 February 2009, pp. 257-283
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The VPRT: A Sequential Testing Procedure Dominating the SPRT
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- 11 February 2009, pp. 431-450
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An Exact Discrete Analog to a Closed Linear First-Order Continuous-Time System with Mixed Sample
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- 11 February 2009, pp. 143-149
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THE GLOBAL WEIGHTED LAD ESTIMATORS FOR FINITE/INFINITE VARIANCE ARMA(p,q) MODELS
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- 27 April 2012, pp. 1065-1086
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WHAT DO QUANTILE REGRESSIONS IDENTIFY FOR GENERAL STRUCTURAL FUNCTIONS?
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- 02 October 2014, pp. 1102-1116
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A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity
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- 18 October 2010, pp. 220-231
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On the Asymptotic Optimality of Alternative Minimum-Distance Estimators in Linear Latent-Variable Models
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- 11 February 2009, pp. 867-883
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THE LIVE METHOD FOR GENERALIZED ADDITIVE VOLATILITY MODELS
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- 01 December 2004, pp. 1094-1139
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CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS
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- 22 May 2018, pp. 510-546
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ROBUST INFERENCE FOR THE MEAN IN THE PRESENCE OF SERIAL CORRELATION AND HEAVY-TAILED DISTRIBUTIONS
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- 17 July 2002, pp. 1019-1039
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DECIDING BETWEEN I(0) AND I(1) VIA FLIL-BASED BOUNDS
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- 01 October 1999, pp. 643-663
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CHARACTERISTIC FUNCTION–BASED TESTING FOR MULTIFACTOR CONTINUOUS-TIME MARKOV MODELS VIA NONPARAMETRIC REGRESSION
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- 04 November 2009, pp. 1115-1179
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GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS
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- 22 March 2010, pp. 1838-1845
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