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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 14
REGRESSION MODEL FITTING WITH A LONG MEMORY COVARIATE PROCESS
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- Published online by Cambridge University Press:
- 08 June 2004, pp. 485-512
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- Cited by 14
ON RANK ESTIMATION IN SYMMETRIC MATRICES: THE CASE OF INDEFINITE MATRIX ESTIMATORS
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- Published online by Cambridge University Press:
- 06 September 2007, pp. 1217-1232
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EFFICIENT DETRENDING IN COINTEGRATING REGRESSION
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- Published online by Cambridge University Press:
- 01 August 1999, pp. 519-548
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RANK-BASED ESTIMATION FOR GARCH PROCESSES
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- Published online by Cambridge University Press:
- 27 April 2012, pp. 1037-1064
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FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION
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- 01 February 2009, pp. 291-297
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ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS
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- 16 May 2002, pp. 349-386
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DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY
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- 22 September 2015, pp. 253-276
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TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION
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- 31 July 2014, pp. 249-274
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The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors
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- 18 October 2010, pp. 95-111
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Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing
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- 11 February 2009, pp. 63-74
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A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
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- 01 October 2004, pp. 943-962
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NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS
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- 27 May 2014, pp. 1315-1347
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Estimating Error Component Models With General MA(q) Disturbances
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- 11 February 2009, pp. 396-408
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Econometric Analysis of Panel DataBadi H. Baltagi Wiley, 1995
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- 11 February 2009, pp. 747-754
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A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS
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- 08 September 2014, pp. 449-470
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GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA
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- 17 March 2016, pp. 263-291
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CHANGE POINT TESTS FOR THE TAIL INDEX OF β-MIXING RANDOM VARIABLES
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- 06 June 2016, pp. 915-954
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NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS
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- 21 February 2013, pp. 905-919
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VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
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- 19 July 2005, pp. 710-734
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NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA
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- 10 October 2014, pp. 1-29
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