Most cited
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 59
STRUCTURAL CHANGE IN AR(1) MODELS
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- Published online by Cambridge University Press:
- 07 February 2001, pp. 87-155
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- Cited by 59
Implications of Aggregation with Common Factors
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 208-222
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- Cited by 59
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I: Weakly Dependent Processes
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- Published online by Cambridge University Press:
- 05 October 2000, pp. 621-642
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- Cited by 59
On the Shape of the Likelihood/Posterior in Cointegration Models
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- 11 February 2009, pp. 514-551
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REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS
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- 27 November 2013, pp. 580-605
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- Cited by 59
ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR
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- 08 August 2013, pp. 60-93
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ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS
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- 11 October 2010, pp. 497-521
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- Cited by 58
Adaptive Rules for Seminonparametric Estimators That Achieve Asymptotic Normality
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- 11 February 2009, pp. 307-340
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- Cited by 58
Spurious Break
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- 11 February 2009, pp. 736-749
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- Cited by 58
Testing a Parametric Model Against a Semiparametric Alternative
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- 11 February 2009, pp. 821-848
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- Cited by 57
HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT
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- 01 October 2009, pp. 1228-1276
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- Cited by 57
NONPARAMETRIC REGRESSION IN THE PRESENCE OF MEASUREMENT ERROR
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- 01 December 2004, pp. 1046-1093
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- Cited by 57
NONPARAMETRIC SIGNIFICANCE TESTING
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- 01 August 2000, pp. 576-601
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- Cited by 56
A GENERAL DOUBLE ROBUSTNESS RESULT FOR ESTIMATING AVERAGE TREATMENT EFFECTS
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- 16 February 2017, pp. 112-133
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- Cited by 56
NONCAUSAL VECTOR AUTOREGRESSION
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- 12 November 2012, pp. 447-481
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- Cited by 56
AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
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- 16 May 2002, pp. 469-490
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- Cited by 56
Asymptotic Theory of LAD Estimation in a Unit Root Process with Finite Variance Errors
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- 11 February 2009, pp. 129-153
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- Cited by 56
SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR MODELS FOR DEPENDENT DATA WITH GENERATED REGRESSORS
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- 15 May 2002, pp. 625-645
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- Cited by 55
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
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- 25 February 2013, pp. 857-904
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- Cited by 55
The Estimation of Open Higher-Order Continuous Time Dynamic Models with Mixed Stock and Flow Data
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- 18 October 2010, pp. 350-373
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