Most cited
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 11
ASYMPTOTIC ESTIMATION OF THE E-GINI INDEX
-
- Published online by Cambridge University Press:
- 06 June 2003, pp. 587-601
-
- Article
- Export citation
- Cited by 11
EDGEWORTH AND SADDLEPOINT EXPANSIONS FOR NONLINEAR ESTIMATORS
-
- Published online by Cambridge University Press:
- 25 February 2013, pp. 1057-1078
-
- Article
- Export citation
- Cited by 11
A MODIFIED INFORMATION CRITERION FOR COINTEGRATION TESTS BASED ON A VAR APPROXIMATION
-
- Published online by Cambridge University Press:
- 25 April 2007, pp. 638-685
-
- Article
- Export citation
- Cited by 11
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
-
- Published online by Cambridge University Press:
- 03 November 2006, pp. 1091-1111
-
- Article
- Export citation
- Cited by 11
SEMIPARAMETRIC ESTIMATION OF SEPARABLE MODELS WITH POSSIBLY LIMITED DEPENDENT VARIABLES
-
- Published online by Cambridge University Press:
- 24 September 2003, pp. 1008-1039
-
- Article
- Export citation
- Cited by 11
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS
-
- Published online by Cambridge University Press:
- 01 April 2009, pp. 364-410
-
- Article
- Export citation
- Cited by 11
AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS
-
- Published online by Cambridge University Press:
- 08 June 2004, pp. 437-463
-
- Article
- Export citation
- Cited by 11
BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND
-
- Published online by Cambridge University Press:
- 01 June 2009, pp. 857-872
-
- Article
- Export citation
- Cited by 11
Locally Optimal Properties of the Durbin-Watson Test
-
- Published online by Cambridge University Press:
- 18 October 2010, pp. 509-516
-
- Article
- Export citation
- Cited by 11
POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS
-
- Published online by Cambridge University Press:
- 31 January 2003, pp. 240-253
-
- Article
- Export citation
- Cited by 11
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
-
- Published online by Cambridge University Press:
- 01 August 2004, pp. 645-670
-
- Article
- Export citation
- Cited by 11
TESTING UNDER WEAK IDENTIFICATION WITH CONDITIONAL MOMENT RESTRICTIONS
-
- Published online by Cambridge University Press:
- 21 May 2012, pp. 1229-1282
-
- Article
- Export citation
- Cited by 11
THE LIMITS OF ECONOMETRICS: NONPARAMETRIC ESTIMATION IN HILBERT SPACES
-
- Published online by Cambridge University Press:
- 01 August 2009, pp. 1070-1086
-
- Article
- Export citation
- Cited by 11
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER
-
- Published online by Cambridge University Press:
- 20 September 2016, pp. 349-382
-
- Article
- Export citation
- Cited by 11
REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES
-
- Published online by Cambridge University Press:
- 24 September 2002, pp. 1309-1335
-
- Article
- Export citation
- Cited by 11
Efficient IV Estimation in Nonstationary Regression: An Overview and Simulation Study
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 1095-1130
-
- Article
- Export citation
- Cited by 11
SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS
-
- Published online by Cambridge University Press:
- 13 April 2020, pp. 205-247
-
- Article
- Export citation
- Cited by 11
ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES
-
- Published online by Cambridge University Press:
- 30 August 2006, pp. 852-862
-
- Article
- Export citation
- Cited by 11
DETECTION OF NONCONSTANT LONG MEMORY PARAMETER
-
- Published online by Cambridge University Press:
- 16 October 2013, pp. 1009-1056
-
- Article
- Export citation
- Cited by 11
IDENTIFICATION OF COVARIANCE STRUCTURES
-
- Published online by Cambridge University Press:
- 09 February 2006, pp. 235-257
-
- Article
- Export citation