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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 5
WEAK CONVERGENCE OF NONLINEAR TRANSFORMATIONS OF INTEGRATED PROCESSES: THE MULTIVARIATE CASE
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- 01 October 2009, pp. 1180-1207
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- Cited by 5
Instrumental Variables Estimation in Misspecified Single Equations
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 498-529
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NEW CO-EDITORS
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- Published online by Cambridge University Press:
- 05 April 2007, p. 555
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Testing Linear Restrictions with Unequal Variances
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- 18 October 2010, pp. 324-326
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Sampling Distributions and Efficiency Comparisons of OLS and GLS in the Presence of Both Serial Correlation and Heteroskedasticity
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- 11 February 2009, pp. 322-323
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SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS
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- 01 August 1999, pp. 622-628
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A NOTE ON THE PAPER BY H.J. BIERENS: “COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?”
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- 08 June 2004, pp. 636-637
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A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION
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- 15 March 2006, pp. 429-456
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ON THE RECOVERABILITY OF FORECASTERS’ PREFERENCES
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- 12 November 2012, pp. 517-544
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ASYMPTOTICS FOR COINTEGRATED PROCESSES WITH INFREQUENT STOCHASTIC LEVEL SHIFTS AND OUTLIERS
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- 22 January 2008, pp. 587-615
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PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX
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- 27 May 2021, pp. 1092-1116
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Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model
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- 18 October 2010, pp. 66-74
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NEYMAN’S C(α) TEST FOR UNOBSERVED HETEROGENEITY
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- 01 September 2015, pp. 1483-1522
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CLOSED-FORM IDENTIFICATION OF DYNAMIC DISCRETE CHOICE MODELS WITH PROXIES FOR UNOBSERVED STATE VARIABLES
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- 06 March 2017, pp. 166-185
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NONPARAMETRIC ESTIMATION OF SEMIPARAMETRIC TRANSFORMATION MODELS
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- 06 June 2016, pp. 839-873
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REGULAR VARIATION AND THE IDENTIFICATION OF GENERALIZED ACCELERATED FAILURE-TIME MODELS
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- 16 September 2014, pp. 1229-1248
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DISTRIBUTIONS OF QUADRATIC FUNCTIONALS OF THE FRACTIONAL BROWNIAN MOTION BASED ON A MARTINGALE APPROXIMATION
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- 02 April 2014, pp. 1078-1109
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A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS
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- 27 October 2014, pp. 891-910
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Asymptotic Equivalence of Closest Moments and GMM Estimators
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- 18 October 2010, pp. 336-340
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The Bias of the Standard Errors of OLS for an AR(1) Process with an Arbitrary Variance on the Initial Observations
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- 18 October 2010, p. 146
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