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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 13
RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
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- Published online by Cambridge University Press:
- 30 August 2006, pp. 973-984
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- Cited by 13
CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS
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- Published online by Cambridge University Press:
- 04 August 2003, pp. 707-743
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- Cited by 13
On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives
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- 18 October 2010, pp. 501-517
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ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES
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- 01 April 2009, pp. 411-441
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- Cited by 13
EMPIRICAL LIKELIHOOD ESTIMATION OF CONDITIONAL MOMENT RESTRICTION MODELS WITH UNKNOWN FUNCTIONS
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- 30 April 2010, pp. 8-46
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- Cited by 12
IDENTIFICATION OF PAIRED NONSEPARABLE MEASUREMENT ERROR MODELS
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- 03 June 2016, pp. 955-979
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BOOTSTRAPPING DENSITY-WEIGHTED AVERAGE DERIVATIVES
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- 29 April 2014, pp. 1135-1164
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- Cited by 12
ASYMPTOTIC INFERENCE ON THE MOVING AVERAGE IMPACT MATRIX IN COINTEGRATED I (2) VAR SYSTEMS
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- 15 May 2002, pp. 673-690
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- Cited by 12
CHI-SQUARE-TYPE DISTRIBUTIONS FOR HEAVY-TAILED VARIATES
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- 01 June 1998, pp. 339-354
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- Cited by 12
The Estimation of Nonparametric Functions in a Hilbert Space
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- 18 October 2010, pp. 7-26
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A UNIFIED APPROACH TO THE MEASUREMENT ERROR PROBLEM IN TIME SERIES MODELS
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- 16 May 2002, pp. 278-296
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- Cited by 12
Encompassing and Specificity
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- 11 February 2009, pp. 620-656
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ASYMPTOTIC THEORY FOR NONLINEAR QUANTILE REGRESSION UNDER WEAK DEPENDENCE
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- 23 March 2015, pp. 686-713
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- Cited by 12
SIMPLE, ROBUST, AND ACCURATE F AND t TESTS IN COINTEGRATED SYSTEMS
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- 12 September 2017, pp. 949-984
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- Cited by 12
EXPANSIONS FOR THE DISTRIBUTION OF THE MAXIMUM LIKELIHOOD ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER
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- 08 June 2004, pp. 464-484
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- Cited by 12
Haavelmo's Identification Theory
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 198-219
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TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS
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- 27 October 2014, pp. 811-859
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- Cited by 12
BOOTSTRAPPING PRE-AVERAGED REALIZED VOLATILITY UNDER MARKET MICROSTRUCTURE NOISE
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- 09 September 2016, pp. 791-838
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- Cited by 12
INFERENCE ON SEGMENTED COINTEGRATION
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- 06 June 2003, pp. 620-639
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POWER MAXIMIZATION AND SIZE CONTROL IN HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS WITH EXPONENTIATED KERNELS
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- 17 May 2011, pp. 1320-1368
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