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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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WEAK-IDENTIFICATION ROBUST WILD BOOTSTRAP APPLIED TO A CONSISTENT MODEL SPECIFICATION TEST
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- Published online by Cambridge University Press:
- 02 June 2020, pp. 409-463
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02.5.2. Durbin–Watson Statistic and Random Individual Effects
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- 01 October 2003, pp. 882-883
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A NOTE ON GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION OF SEMIPARAMETRIC CONDITIONAL MOMENT RESTRICTION MODELS
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- Published online by Cambridge University Press:
- 19 September 2016, pp. 1242-1258
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KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST: A CORRIGENDUM
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- 13 September 2016, pp. 1259-1263
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GENERAL INEQUALITIES FOR GIBBS POSTERIOR WITH NONADDITIVE EMPIRICAL RISK
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- 16 April 2014, pp. 1247-1271
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Asymptotic Expansions of the Distributions of Statistics Related to the Spectral Density Matrix in Multivariate Time Series and Their Applications
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- 11 February 2009, pp. 75-96
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EXPONENTIAL REALIZED GARCH-ITÔ VOLATILITY MODELS
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- 10 November 2022, pp. 1-37
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Some Exact Results for Estimators of the Coefficients on the Exogenous Variables in a Single Equation
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- 11 February 2009, pp. 484-497
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IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
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- 11 June 2021, pp. 689-751
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RELEVANT MOMENT SELECTION UNDER MIXED IDENTIFICATION STRENGTH
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- 16 January 2023, pp. 1-62
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MATRIX ALGEBRA, by Karim M. Abadir and Jan R. Magnus, Cambridge University Press, 2005
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- 30 August 2006, pp. 968-972
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An Inequality Between PerpendicularLeast-Squares and OrdinaryLeast-Squares
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- 11 February 2009, pp. 441-442
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NEW CONTROL FUNCTION APPROACHES IN THRESHOLD REGRESSION WITH ENDOGENEITY
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- 16 March 2023, pp. 1-55
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Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004
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- 22 April 2005, pp. 647-652
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COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES
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- 20 April 2022, pp. 737-788
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ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS
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- 21 October 2019, pp. 559-582
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AR(1) MODELS, UNIT ROOTS, AND ADJUSTED PROFILE LIKELIHOOD
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- 24 September 2003, pp. 885-922
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INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION
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- 13 March 2020, pp. 169-204
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SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
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- 08 April 2021, pp. 301-338
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HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION
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- 01 March 2021, pp. 1292-1324
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