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 6
Relationship Between the Forward and Backward Representations of the Stationary VAR Model
-
- Published online by Cambridge University Press:
- 11 February 2009, p. 889
-
- Article
- Export citation
- Cited by 6
SPECIFICATION AND ESTIMATION OF SEMIPARAMETRIC MULTIPLE-INDEX MODELS
-
- Published online by Cambridge University Press:
- 17 July 2008, pp. 1584-1606
-
- Article
- Export citation
- Cited by 6
Comovements Between Diffusion Processes: Characterization, Estimation, and Testing
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 646-666
-
- Article
- Export citation
- Cited by 6
STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL
-
- Published online by Cambridge University Press:
- 22 November 2018, pp. 943-977
-
- Article
- Export citation
- Cited by 6
CONSOLIDATION OF THE HAAVELMO-COWLES COMMISSION RESEARCH PROGRAM
-
- Published online by Cambridge University Press:
- 27 June 2014, pp. 275-293
-
- Article
- Export citation
- Cited by 6
A WILD BOOTSTRAP FOR DEPENDENT DATA
-
- Published online by Cambridge University Press:
- 17 November 2021, pp. 264-289
-
- Article
- Export citation
- Cited by 6
FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT
-
- Published online by Cambridge University Press:
- 13 September 2010, pp. 285-311
-
- Article
- Export citation
- Cited by 6
Sobolev Estimation of Approximate Regressions
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 753-772
-
- Article
- Export citation
- Cited by 6
FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS
-
- Published online by Cambridge University Press:
- 11 June 2008, pp. 1207-1253
-
- Article
- Export citation
- Cited by 6
Solutions to Problems Posed in Volume 20(1) and 20(2): 04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares—Solution
-
- Published online by Cambridge University Press:
- 31 March 2005, pp. 483-484
-
- Article
- Export citation
- Cited by 6
A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS
-
- Published online by Cambridge University Press:
- 20 March 2020, pp. 1-48
-
- Article
- Export citation
- Cited by 6
FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS
-
- Published online by Cambridge University Press:
- 23 May 2006, pp. 743-755
-
- Article
- Export citation
- Cited by 6
THE INTEGRATION ORDER OF VECTOR AUTOREGRESSIVE PROCESSES
-
- Published online by Cambridge University Press:
- 05 April 2007, pp. 546-553
-
- Article
- Export citation
- Cited by 6
Iterative Estimation in Partitioned Regression Models
-
- Published online by Cambridge University Press:
- 11 February 2009, p. 1177
-
- Article
- Export citation
- Cited by 6
EXACT LIKELIHOOD INFERENCE IN GROUP INTERACTION NETWORK MODELS
-
- Published online by Cambridge University Press:
- 19 December 2016, pp. 383-415
-
- Article
- Export citation
- Cited by 6
The Heteroskedastic Consequences of an Arbitrary Variance for the Initial Disturbance of an AR(1) Model
-
- Published online by Cambridge University Press:
- 11 February 2009, p. 405
-
- Article
- Export citation
- Cited by 6
RANK ESTIMATORS FOR A TRANSFORMATION MODEL
-
- Published online by Cambridge University Press:
- 17 July 2002, pp. 1099-1120
-
- Article
- Export citation
- Cited by 6
EFFICIENT SEMIPARAMETRIC SCORING ESTIMATION OF SAMPLE SELECTION MODELS
-
- Published online by Cambridge University Press:
- 01 August 1998, pp. 423-462
-
- Article
- Export citation
- Cited by 6
Existence of Unbiased Estimators of the Black/Scholes Option Price, Other Derivatives, and Hedge Ratios
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 791-807
-
- Article
- Export citation
- Cited by 6
THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS
-
- Published online by Cambridge University Press:
- 06 June 2003, pp. 602-609
-
- Article
- Export citation