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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 15
Determination of Estimators with Minimum Asymptotic Covariance Matrices
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 633-648
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- Cited by 15
A SMOOTH TEST FOR THE EQUALITY OF DISTRIBUTIONS
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- Published online by Cambridge University Press:
- 30 July 2012, pp. 419-446
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Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend
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- 11 February 2009, pp. 937-966
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A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
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- Published online by Cambridge University Press:
- 01 February 1998, pp. 87-122
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ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS
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- 26 October 2009, pp. 744-773
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TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS
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- 30 January 2007, pp. 221-250
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ON MOMENT CONDITIONS FOR QUASI-MAXIMUM LIKELIHOOD ESTIMATION OF MULTIVARIATE ARCH MODELS
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- 12 November 2012, pp. 545-566
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Estimation of the Covariance Matrix of the Least-Squares Regression Coefficients When the Disturbance Covariance Matrix Is of Unknown Form
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- 11 February 2009, pp. 22-45
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COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE
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- 01 February 2009, pp. 63-116
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NONPARAMETRIC NONSTATIONARITY TESTS
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- 20 August 2013, pp. 127-149
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TESTING GENERALIZED REGRESSION MONOTONICITY
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- 18 December 2018, pp. 1146-1200
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- Cited by 14
Distribution of the ML Estimator of an MA(1) and a local level model
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- 11 February 2009, pp. 377-401
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Estimation of Cointegrated Systems with I(2) Processes
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- 11 February 2009, pp. 1-24
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MINIMUM DISTANCE ESTIMATION OF NONSTATIONARY TIME SERIES MODELS
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- 24 September 2002, pp. 1385-1407
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- Cited by 14
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
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- 01 August 2004, pp. 743-804
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REFINED TESTS FOR SPATIAL CORRELATION
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- 04 November 2014, pp. 1249-1280
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A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION
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- 23 March 2020, pp. 840-870
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COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
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- 01 February 2009, pp. 211-242
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PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY
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- 03 December 2018, pp. 1048-1087
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- Cited by 14
Multivariate Time Series: A Polynomial Error Correction Representation Theorem
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- 11 February 2009, pp. 329-342
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