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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 12
ON VARIABLE SELECTION IN LINEAR REGRESSION
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- Published online by Cambridge University Press:
- 17 May 2002, pp. 913-925
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- Cited by 12
EQUIVALENCE OF THE HIGHER ORDER ASYMPTOTIC EFFICIENCY OF k-STEP AND EXTREMUM STATISTICS
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- 17 July 2002, pp. 1040-1085
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RISK MINIMIZATION FOR TIME SERIES BINARY CHOICE WITH VARIABLE SELECTION
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- 05 March 2010, pp. 1437-1452
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A Continuous Time Approximation to the Stationary First-Order Autoregressive Model
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- 11 February 2009, pp. 236-252
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NONPARAMETRIC IDENTIFICATION OF POSITIVE EIGENFUNCTIONS
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- 09 October 2014, pp. 1310-1330
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MULTISTEP PREDICTION OF PANEL VECTOR AUTOREGRESSIVE PROCESSES
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- 16 January 2013, pp. 699-734
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SPECIFICATION TEST FOR MISSING FUNCTIONAL DATA
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- 21 May 2012, pp. 959-1002
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Semiparametric Estimation of a Single-Index Model with Nonparametrically Generated Regressors
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- 11 February 2009, pp. 3-31
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AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS
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- 29 December 2014, pp. 30-70
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LOCAL SEMIPARAMETRIC EFFICIENCY BOUNDS UNDER SHAPE RESTRICTIONS
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- 05 October 2000, pp. 729-739
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- Cited by 12
SPECIFICATION TESTING DRIVEN BY ORTHOGONAL SERIES FOR NONLINEAR COINTEGRATION WITH ENDOGENEITY
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- 09 June 2017, pp. 754-789
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NONPARAMETRIC INSTRUMENTAL REGRESSION WITH ERRORS IN VARIABLES
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- 14 February 2018, pp. 1256-1280
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EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS
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- 30 April 2010, pp. 154-177
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Continuous Weak Convergence and Stochastic Equicontinuity Results for Integrated Processes with an Application to the Estimation of a Regression Model
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- 11 February 2009, pp. 155-188
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A Consistent Test of Stationary-Ergodicity
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- 11 February 2009, pp. 589-601
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- Cited by 11
ASYMPTOTICS OF NONSTATIONARY FRACTIONAL INTEGRATED SERIES
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- 01 October 1998, pp. 641-662
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LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS
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- 22 March 2010, pp. 1807-1819
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TARGETING ESTIMATION OF CCC-GARCH MODELS WITH INFINITE FOURTH MOMENTS
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- 07 September 2015, pp. 498-531
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OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION
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- 02 October 2014, pp. 1054-1077
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ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX
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- 06 June 2003, pp. 587-601
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