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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
k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
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- Published online by Cambridge University Press:
- 21 February 2012, pp. 769-803
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- Cited by 7
ESTIMATING THE SKEWNESS IN DISCRETELY OBSERVED LÉVY PROCESSES
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- Published online by Cambridge University Press:
- 01 October 2004, pp. 927-942
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- Cited by 7
PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER
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- 26 October 2009, pp. 774-803
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THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP
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- Published online by Cambridge University Press:
- 24 September 2003, pp. 944-961
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ARMA Memory Index Modeling of Economic Time Series
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 35-59
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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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- Cited by 7
MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES
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- Published online by Cambridge University Press:
- 14 October 2014, pp. 703-728
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An Asymptotic Expansion for the Distribution of the Likelihood Radio Criterion for a Gaussian Autoregressive Moving Average Process Under a Local Alternative
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- 18 October 2010, pp. 73-84
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BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS
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- Published online by Cambridge University Press:
- 01 February 2018, pp. 1383-1406
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- Cited by 7
Predictive Consequences of Using Conditioning or Causal Variables
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- 11 February 2009, pp. 150-152
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APPROXIMATION TO THE LIMITING DISTRIBUTION OF t- AND F-STATISTICS IN TESTING FOR SEASONAL UNIT ROOTS
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- 27 July 2001, pp. 711-737
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- Cited by 7
ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES
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- 14 October 2014, pp. 753-777
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- Cited by 7
ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS
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- 01 February 1999, pp. 99-113
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ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS
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- 13 December 2013, pp. 407-435
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CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES
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- 01 June 2009, pp. 739-747
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THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK
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- 22 April 2005, pp. 562-592
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- Cited by 7
ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES
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- 24 April 2017, pp. 598-627
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- Cited by 7
TREND EXTRACTION FROM ECONOMIC TIME SERIES WITH MISSING OBSERVATIONS BY GENERALIZED HODRICK–PRESCOTT FILTERS
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- 11 June 2021, pp. 419-453
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ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY
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- Published online by Cambridge University Press:
- 15 February 2016, pp. 755-778
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- Cited by 6
A WILD BOOTSTRAP FOR DEPENDENT DATA
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- 17 November 2021, pp. 264-289
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