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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 8
On the Use of Artificial Regressions in Certain Microeconometric Models
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 290-305
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SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL
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- 20 March 2015, pp. 1023-1054
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SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA
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- 02 August 2011, pp. 363-386
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OPTIMAL SIMILAR TESTS FOR STRUCTURAL CHANGE FOR THE LINEAR REGRESSION MODEL
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- 17 May 2002, pp. 853-867
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Efficient Estimation with Orthogonal Regressors
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- 11 February 2009, p. 687
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ML Estimation of Linear Regression Model with AR(1) Errors and Two Observations
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- 11 February 2009, pp. 641-642
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A MAX-CORRELATION WHITE NOISE TEST FOR WEAKLY DEPENDENT TIME SERIES
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- 12 May 2020, pp. 907-960
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EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL
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- 01 August 2009, pp. 915-957
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Edgeworth Expansion for the OLS Estimator in a Time Series Regression Model
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- 18 October 2010, pp. 223-239
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Functional Forms of Characteristic Functions and Characterizations of Multivariate Distributions
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- 11 February 2009, pp. 445-458
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The Wald, LR, and LM Inequality
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- 11 February 2009, pp. 223-224
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AN ALMOST CLOSED FORM ESTIMATOR FOR THE EGARCH MODEL
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- 22 August 2016, pp. 1013-1038
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POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ2 APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL
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- 19 June 2009, pp. 260-299
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ESTIMATION OF THE LONG-RUN AVERAGE RELATIONSHIP IN NONSTATIONARY PANEL TIME SERIES
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- 01 December 2004, pp. 1227-1260
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IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS
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- 21 February 2017, pp. 134-165
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EXPLOITING INFINITE VARIANCE THROUGH DUMMY VARIABLES IN NONSTATIONARY AUTOREGRESSIONS
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- 13 August 2013, pp. 1162-1195
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GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS
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- 23 February 2021, pp. 35-65
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AN IN-DEPTH LOOK AT HIGHEST POSTERIOR MODEL SELECTION
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- 30 November 2007, pp. 377-403
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INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION
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- 15 May 2002, pp. 646-672
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SHRINKAGE EFFICIENCY BOUNDS
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- 02 October 2014, pp. 860-879
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