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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 7
Gaussian Estimation of a Continuous Time Dynamic Model with Common Stochastic Trends
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 361-373
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OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
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- 01 June 2009, pp. 793-805
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TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS
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- 15 March 2006, pp. 457-482
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The Effect of Nonnormality
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- 11 February 2009, pp. 52-78
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COMPARISON OF INFERENTIAL METHODS IN PARTIALLY IDENTIFIED MODELS IN TERMS OF ERROR IN COVERAGE PROBABILITY
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- 13 November 2014, pp. 187-242
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BAYESIAN CONSISTENCY FOR STATIONARY MODELS
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- 25 April 2007, pp. 749-759
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The Differencing Test in a Regression with Equicorrelated Disturbances
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- 11 February 2009, p. 488
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CONSTRAINT QUALIFICATIONS IN PARTIAL IDENTIFICATION
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- 04 June 2021, pp. 596-619
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AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
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- 08 February 2022, pp. 412-441
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Trace Minimization of Singular Systems with Cross-Equation Restrictions
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- 11 February 2009, pp. 314-315
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A Simple Linear Trend Model with Error Components
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- 11 February 2009, p. 463
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ROBUST TESTS OF THE UNIT ROOT HYPOTHESIS SHOULD NOT BE “MODIFIED”
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- 10 February 2004, pp. 360-381
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SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
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- 23 March 2021, pp. 209-272
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A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA
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- 05 April 2007, pp. 414-439
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On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models
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- 11 February 2009, pp. 369-384
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BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS
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- 12 April 2018, pp. 142-166
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KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST
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- 26 February 2008, pp. 696-725
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A BIAS-CORRECTED NONPARAMETRIC ENVELOPMENT ESTIMATOR OF FRONTIERS
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- 01 October 2009, pp. 1289-1318
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ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
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- 27 April 2012, pp. 1003-1036
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MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES
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- 14 October 2014, pp. 703-728
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