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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.
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Equivariance of an Instrumental Variable (IV) Estimator in the Linear Regression Model
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- Published online by Cambridge University Press:
- 11 February 2009, p. 464
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ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS
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- 01 June 2000, pp. 324-346
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Asymptotically Optimal Tests Using Limited Information and Testing for Exogeneity
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- 11 February 2009, pp. 53-69
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QUANTILE DOUBLE AUTOREGRESSION
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- Published online by Cambridge University Press:
- 25 June 2021, pp. 793-839
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RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS
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- 06 September 2007, pp. 1033-1082
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ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS
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- 31 January 2003, pp. 311-321
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VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN
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- 20 March 2003, pp. 495-511
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A GENERALIZATION OF THE BURRIDGE–GUERRE NONPARAMETRIC UNIT ROOT TEST
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- 23 May 2006, pp. 756-761
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Estimation of a Triangular, Seemingly Unrelated, Regression System by OLS
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- 11 February 2009, p. 463
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Differentiation of an Exponential Matrix Function
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- 11 February 2009, pp. 1182-1185
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Prediction with a Two-Way Error Component Regression Model
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- 18 October 2010, pp. 175-177
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SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS
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- 19 June 2020, pp. 747-768
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Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50
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- 11 February 2009, pp. 273-281
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Bayesian Encompassing Tests of a Unit Root Hypothesis
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- 11 February 2009, pp. 747-763
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IN-SAMPLE ASYMPTOTICS AND ACROSS-SAMPLE EFFICIENCY GAINS FOR HIGH FREQUENCY DATA STATISTICS
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- 23 July 2021, pp. 70-106
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REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING
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- 01 August 2009, pp. 1087-1098
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OPTIMAL VERSUS ROBUST INFERENCE IN NEARLY INTEGRATED NON-GAUSSIAN MODELS
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- 05 March 2004, pp. 23-55
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ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES
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- 04 April 2008, pp. 948-987
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LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS
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- 05 November 2014, pp. 671-702
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WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS
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- 26 October 2017, pp. 1132-1157
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