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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 6
INFERENCE ON TWO-COMPONENT MIXTURES UNDER TAIL RESTRICTIONS
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- Published online by Cambridge University Press:
- 04 April 2016, pp. 610-635
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TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
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- Published online by Cambridge University Press:
- 01 December 2009, pp. 1829-1850
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- Cited by 6
INFERENCE ON A SEMIPARAMETRIC MODEL WITH GLOBAL POWER LAW AND LOCAL NONPARAMETRIC TRENDS
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- 14 May 2019, pp. 223-249
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A Hausman Specification Test in a Simultaneous Equations Model
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- 18 October 2010, pp. 465-467
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A Zero-One Result for the Least Squares Estimator
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- 18 October 2010, pp. 85-96
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THE CORRELATION STRUCTURE OF SPATIAL AUTOREGRESSIONS
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- 27 April 2012, pp. 1373-1391
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ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS
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- 15 February 2016, pp. 331-365
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Symmetry, Regression Design, and Sampling Distributions
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- 11 February 2009, pp. 116-129
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TRANSFORMATIONS FOR MULTIVARIATE STATISTICS
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- 01 October 2004, pp. 963-987
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TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS
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- 17 February 2010, pp. 1363-1397
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Prediction with a Two-Way Error Component Regression Model
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- 18 October 2010, p. 171
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DISTRIBUTION-FREE ESTIMATION OF THE BOX–COX REGRESSION MODEL WITH CENSORING
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- 25 November 2011, pp. 680-695
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(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
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- 13 July 2015, pp. 1317-1348
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Asymptotic Expansions for Random Walks with Normal Errors
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- 11 February 2009, pp. 363-376
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Autoregressive Errors in Singular Systems of Equations
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- 11 February 2009, pp. 254-285
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ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES
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- 07 November 2022, pp. 472-510
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INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS
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- 19 October 2018, pp. 901-942
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IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION
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- 01 June 1999, pp. 377-387
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Bruce E. Hansen, Strong Laws for Dependent Heterogeneous Processes. Econometric Theory 7(1992): 213–221
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- 18 October 2010, pp. 421-422
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ECONOMETRIC METHODS: by Jack Johnston and John DiNardo, McGraw Hill, 1997
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- 01 February 2000, pp. 139-142
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