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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 4
BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
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- Published online by Cambridge University Press:
- 12 April 2022, pp. 659-692
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Iterative Estimation in Partitioned Regression Models
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 869-870
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The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series
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- 11 February 2009, pp. 682-704
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LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES
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- Published online by Cambridge University Press:
- 01 June 2000, pp. 301-323
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Estimation of a Single Structural Equation with Structural Change
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 86-96
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TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS
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- Published online by Cambridge University Press:
- 31 March 2005, pp. 455-469
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THE JOINT MOMENT GENERATING FUNCTION OF QUADRATIC FORMS IN MULTIVARIATE AUTOREGRESSIVE SERIES: The Case with Deterministic Components
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- 07 February 2001, pp. 222-246
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EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES
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- 10 October 2013, pp. 357-371
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AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)/UNIT ROOT MODEL FOR PANEL DATA
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- 05 April 2007, pp. 519-535
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COMBINING ESTIMATES OF CONDITIONAL TREATMENT EFFECTS
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- 06 November 2018, pp. 1089-1110
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A Kronecker Matrix Inequality with a Statistical Application
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- 11 February 2009, pp. 654-655
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04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares
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- Published online by Cambridge University Press:
- 05 March 2004, pp. 223-224
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MODEL-FREE INFERENCE FOR TAIL RISK MEASURES
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- 10 November 2014, pp. 122-153
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Approximate Solutions to Stochastic Dynamic Programs
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- 11 February 2009, pp. 392-405
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A NEW MULTILEVEL MODELING APPROACH FOR CLUSTERED SURVIVAL DATA
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- 03 March 2020, pp. 707-750
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THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS
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- 20 August 2013, pp. 1289-1313
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TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS
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- 01 July 2019, pp. 751-772
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Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations
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- 11 February 2009, p. 889
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HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA
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- 25 May 2018, pp. 601-629
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The Asymptotic Distribution of the Iterated Gauss-Newton Estimators of an ARIMA Process
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- 11 February 2009, pp. 490-494
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