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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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PROBLEMS AND SOLUTIONS
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- 01 February 2000, pp. 143-150
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RENORMING VOLATILITIES IN A FAMILY OF GARCH MODELS
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- 11 December 2017, pp. 1370-1382
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ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS
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- 01 August 2009, pp. 985-994
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Handbook of Econometrics, vol. 4Robert F. Engle and Daniel L. McFadden, Editors Elsevier Science B. V., 1994
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- 11 February 2009, pp. 119-132
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Nested Effects
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- 11 February 2009, pp. 687-688
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System IdentificationT. Söderström and P. Stoica Prentice Hall International, 1989
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- 11 February 2009, pp. 813-815
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02.4.1. On Hadamard Product of Square Roots of Correlation Matrices—Solution
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- 01 August 2003, pp. 703-704
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Generalized Inverses of Partitioned Matrices
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- 11 February 2009, pp. 530-533
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A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data
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- 11 February 2009, pp. 425-427
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PARTIAL IDENTIFICATION OF NONSEPARABLE MODELS USING BINARY INSTRUMENTS
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- 30 October 2020, pp. 817-848
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IDENTIFICATION AND INFERENCE ON REGRESSIONS WITH MISSING COVARIATE DATA
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- 02 September 2015, pp. 196-241
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NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE
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- 11 April 2014, pp. 894-922
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Optimal Instrumental Variable Estimator of the AR Parameter of an ARMA(1.1)
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- 11 February 2009, pp. 117-119
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JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS
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- 02 November 2017, pp. 1325-1369
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Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples
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- 11 February 2009, pp. 432-457
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INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION
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- 25 September 2001, pp. 933-961
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ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION
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- 01 April 2009, pp. 305-335
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Testing for Correlated Effects in Panels
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- 11 February 2009, pp. 401-402
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TWO-STEP ESTIMATION OF QUANTILE PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
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- 18 August 2022, pp. 419-446
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A Misspecified Model
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- 11 February 2009, p. 306
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