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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
NONPARAMETRIC IDENTIFICATION OF LATENT COMPETING RISKS MODELS
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- Published online by Cambridge University Press:
- 01 October 2004, pp. 883-890
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- Cited by 6
SEMIPARAMETRIC ESTIMATION OF MULTIPLE EQUATION MODELS
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- Published online by Cambridge University Press:
- 01 August 2000, pp. 551-575
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- Cited by 6
A CORRECTION FACTOR FOR UNIT ROOT TEST STATISTICS
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- Published online by Cambridge University Press:
- 01 April 1999, pp. 218-227
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- Cited by 6
UNIFORM CONVERGENCE RATES OVER MAXIMAL DOMAINS IN STRUCTURAL NONPARAMETRIC COINTEGRATING REGRESSION
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- Published online by Cambridge University Press:
- 25 January 2017, pp. 1387-1417
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A PERMUTATION-BASED ESTIMATOR FOR MONOTONE INDEX MODELS
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- Published online by Cambridge University Press:
- 03 April 2008, pp. 795-807
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- Cited by 6
Variance Component Estimation Under Misspecification
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 418-419
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ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS
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- Published online by Cambridge University Press:
- 11 July 2011, pp. 913-927
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THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES
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- Published online by Cambridge University Press:
- 27 July 2001, pp. 671-685
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ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
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- 06 July 2012, pp. 393-418
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The Bias of the Standard Errors of OLS Process with an Arbitrary Variance on the Initial Observations
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- 11 February 2009, pp. 149-150
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- Cited by 6
Heteroskedastic Fixed Effects Models
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- Published online by Cambridge University Press:
- 11 February 2009, p. 867
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ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS
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- Published online by Cambridge University Press:
- 17 July 2008, pp. 1628-1662
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SECOND ORDER EXPANSION OF THE T-STATISTIC IN AR(1) MODELS
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- Published online by Cambridge University Press:
- 15 September 2014, pp. 426-448
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A STUDY OF A SEMIPARAMETRIC BINARY CHOICE MODEL WITH INTEGRATED COVARIATES
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- Published online by Cambridge University Press:
- 23 May 2006, pp. 721-742
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- Cited by 6
Variable Augmentation Specification Tests in the Exponential Family
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 94-113
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Estimation of a Panel Data Model in the Presence of Correlation Between Regressors and a Two-Way Error Component
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 130-139
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ON USING LINEAR QUANTILE REGRESSIONS FOR CAUSAL INFERENCE
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- Published online by Cambridge University Press:
- 23 May 2016, pp. 664-690
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WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS
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- Published online by Cambridge University Press:
- 13 June 2016, pp. 691-716
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ITERATIONS OF DEPENDENT RANDOM MAPS AND EXOGENEITY IN NONLINEAR DYNAMICS
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- Published online by Cambridge University Press:
- 04 February 2021, pp. 1135-1172
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- Cited by 5
ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT
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- 01 June 1998, pp. 326-338
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