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- Cited by 16
THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS
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- 22 August 2018, pp. 465-509
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WORLDWIDE INSTITUTIONAL RANKINGS IN ECONOMETRICS: 1989–1995
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- 01 February 1998, pp. 1-43
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Mirror-Image and Invariant Distributions in ARMA Models
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- 18 October 2010, pp. 36-52
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AUTOMATED DISCOVERY IN ECONOMETRICS
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- 08 February 2005, pp. 3-20
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ON THE JACKKNIFE-AFTER-BOOTSTRAP METHOD FOR DEPENDENT DATA AND ITS CONSISTENCY PROPERTIES
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- 06 March 2002, pp. 79-98
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THE ASYMPTOTIC EFFICIENCY OF COINTEGRATION ESTIMATORS UNDER TEMPORAL AGGREGATION
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- 08 January 2003, pp. 49-77
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HAAVELMO’S PROBABILITY APPROACH AND THE COINTEGRATED VAR
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- 08 July 2014, pp. 213-232
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EFFICIENT SEMIPARAMETRIC SEEMINGLY UNRELATED QUANTILE REGRESSION ESTIMATION
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- 01 October 2009, pp. 1392-1414
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UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS
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- 03 May 2016, pp. 302-348
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INFERENCE IN DYNAMIC, NONPARAMETRIC MODELS OF PRODUCTION: CENTRAL LIMIT THEOREMS FOR MALMQUIST INDICES
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- 15 June 2020, pp. 537-572
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SIMPLE TWO-STAGE INFERENCE FOR A CLASS OF PARTIALLY IDENTIFIED MODELS
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- 08 September 2014, pp. 493-520
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TESTING LINEAR RESTRICTIONS ON COINTEGRATING VECTORS: SIZES AND POWERS OF WALD AND LIKELIHOOD RATIO TESTS IN FINITE SAMPLES
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- 16 May 2002, pp. 505-524
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ROBUST FORECAST COMPARISON
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- 27 October 2016, pp. 1306-1351
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A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
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- 23 May 2006, pp. 587-613
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The Efficiency of OLS in a Seemingly Unrelated Regressions Model
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- 18 October 2010, pp. 536-537
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PARTIALLY LINEAR MODELS WITH UNIT ROOTS
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- 22 August 2005, pp. 877-906
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- Cited by 15
NONPARAMETRIC ESTIMATION WITH AGGREGATED DATA
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- 16 May 2002, pp. 420-468
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ESTIMATING CONTINUOUS-TIME MODELS ON THE BASIS OF DISCRETE DATA VIA AN EXACT DISCRETE ANALOG
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- 01 August 2009, pp. 1120-1137
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Worldwide Rankings of Research Activity in Econometrics: An Update: 1980–1988
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- 11 February 2009, pp. 1-16
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THE EXACT CUMULATIVE DISTRIBUTION FUNCTION OF A RATIO OF QUADRATIC FORMS IN NORMAL VARIABLES, WITH APPLICATION TO THE AR(1) MODEL
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- 17 May 2002, pp. 823-852
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