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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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Errors in Variables and Cointegration
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 60-80
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ON PLUG-IN ESTIMATION OF LONG MEMORY MODELS
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- Published online by Cambridge University Press:
- 31 March 2005, pp. 431-454
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BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES
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- Published online by Cambridge University Press:
- 04 September 2018, pp. 653-683
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APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO TEST FOR COINTEGRATION
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- Published online by Cambridge University Press:
- 01 December 1999, pp. 789-813
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Standard Errors for the Long-Run Variance Matrix
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 305-306
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A Mixed-Error Component Model
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- 11 February 2009, pp. 192-193
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The Equivalence of the Boothe-MacKinnon and the Hausman Specification Tests in the Context of Panel Data
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- 11 February 2009, pp. 409-410
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ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS
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- Published online by Cambridge University Press:
- 05 March 2019, pp. 86-121
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Hypothesis Testing in Demand Systems: Some Examples of Size Corrections Using Edgeworth Approximations
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- 18 October 2010, pp. 403-408
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OBITUARY: G.S. Maddala, 1933–1999
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- 01 August 1999, pp. 639-641
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Time Series Analysis in Pooled Cross-Sections
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- 18 October 2010, pp. 331-349
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IMPROVED AND EXTENDED END-OF-SAMPLE INSTABILITY TESTS USING A FEASIBLE QUASI-GENERALIZED LEAST SQUARES PROCEDURE
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- 04 November 2009, pp. 994-1031
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THE DICKEY–FULLER TEST FOR EXPONENTIAL RANDOM WALKS
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- Published online by Cambridge University Press:
- 04 August 2003, pp. 865-877
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RIGHT-TAIL INFORMATION IN FINANCIAL MARKETS
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- Published online by Cambridge University Press:
- 20 August 2013, pp. 94-126
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FACTORISABLE MULTITASK QUANTILE REGRESSION
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- 22 September 2020, pp. 794-816
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IDENTIFICATION OF LINEAR REGRESSIONS WITH ERRORS IN ALL VARIABLES
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- 29 June 2020, pp. 633-663
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THE ET INTERVIEW: PROFESSOR PETER SCHMIDT
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- 25 August 2022, pp. 881-899
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LARGE SAMPLE PROPERTIES OF BAYESIAN ESTIMATION OF SPATIAL ECONOMETRIC MODELS
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- 11 August 2020, pp. 708-746
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A NOVEL APPROACH TO PREDICTIVE ACCURACY TESTING IN NESTED ENVIRONMENTS
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- 17 May 2023, pp. 1-44
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A Multiple Decision Theory Analysis of Structural Stability in Regression
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- 18 October 2010, pp. 499-508
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