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 10
ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 631-635
-
- Article
- Export citation
- Cited by 9
Curved Exponential Models in Econometrics
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 771-790
-
- Article
- Export citation
- Cited by 9
Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 30-60
-
- Article
- Export citation
- Cited by 9
Distribution of F-Ratio
-
- Published online by Cambridge University Press:
- 18 October 2010, pp. 449-452
-
- Article
- Export citation
- Cited by 9
TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS
-
- Published online by Cambridge University Press:
- 06 September 2007, pp. 1162-1215
-
- Article
- Export citation
- Cited by 9
EFFICIENT SEMIPARAMETRIC ESTIMATION OF DURATION MODELS WITH UNOBSERVED HETEROGENEITY
-
- Published online by Cambridge University Press:
- 30 January 2007, pp. 281-308
-
- Article
- Export citation
- Cited by 9
A Variance Comparison of OLS and Feasible GLS Estimators
-
- Published online by Cambridge University Press:
- 18 October 2010, pp. 329-335
-
- Article
- Export citation
- Cited by 9
ESTIMATION OF SPATIAL AUTOREGRESSIONS WITH STOCHASTIC WEIGHT MATRICES
-
- Published online by Cambridge University Press:
- 03 May 2018, pp. 417-463
-
- Article
- Export citation
- Cited by 9
ASYMPTOTIC INFERENCE FOR NEARLY UNSTABLE AR(p) PROCESSES
-
- Published online by Cambridge University Press:
- 01 April 1999, pp. 184-217
-
- Article
- Export citation
- Cited by 9
LM TESTS IN THE PRESENCE OF NON-NORMAL ERROR DISTRIBUTIONS
-
- Published online by Cambridge University Press:
- 01 April 2000, pp. 249-261
-
- Article
- Export citation
- Cited by 9
A Note on Autoregressive Modeling
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 884-899
-
- Article
- Export citation
- Cited by 9
ASYMPTOTICALLY EFFICIENT MODEL SELECTION FOR PANEL DATA FORECASTING
-
- Published online by Cambridge University Press:
- 30 October 2018, pp. 842-899
-
- Article
- Export citation
- Cited by 9
Nonuniform Bounds for Nonparametric t-Tests
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 253-263
-
- Article
- Export citation
- Cited by 9
OPTIMAL MULTISTEP VAR FORECAST AVERAGING
-
- Published online by Cambridge University Press:
- 23 March 2020, pp. 1099-1126
-
- Article
- Export citation
- Cited by 9
USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
-
- Published online by Cambridge University Press:
- 21 January 2008, pp. 553-579
-
- Article
- Export citation
- Cited by 9
A Bootstrap Test for Positive Definiteness of Income Effect Matrices
-
- Published online by Cambridge University Press:
- 18 October 2010, pp. 276-292
-
- Article
- Export citation
- Cited by 9
The Et Interview: Professor Albert Rex Bergstrom
- Part of:
-
- Published online by Cambridge University Press:
- 18 October 2010, pp. 301-327
-
- Article
- Export citation
- Cited by 9
Efficiency as Correlation
-
- Published online by Cambridge University Press:
- 11 February 2009, p. 228
-
- Article
- Export citation
- Cited by 9
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS
-
- Published online by Cambridge University Press:
- 09 April 2017, pp. 447-476
-
- Article
- Export citation
- Cited by 9
ROBUST INFERENCE IN AUTOREGRESSIONS WITH MULTIPLE OUTLIERS
-
- Published online by Cambridge University Press:
- 01 December 2009, pp. 1625-1661
-
- Article
- Export citation