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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 50
Infinite-Order Cointegrated Vector Autoregressive Processes
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 814-844
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- Cited by 50
DETECTING LACK OF IDENTIFICATION IN GMM
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- Published online by Cambridge University Press:
- 31 January 2003, pp. 322-330
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- Cited by 49
TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE
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- Published online by Cambridge University Press:
- 06 September 2007, pp. 88-108
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- Cited by 49
Limit Theory for M-Estimates in an Integrated Infinite Variance
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- 11 February 2009, pp. 200-212
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- Cited by 49
ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS
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- 22 August 2005, pp. 946-961
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- Cited by 49
On the Asymptotic Behavior of Least-Squares Estimators in AR Time Series with Roots Near the Unit Circle
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- 11 February 2009, pp. 269-306
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- Cited by 49
LIMITED TIME SERIES WITH A UNIT ROOT
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- 22 August 2005, pp. 907-945
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- Cited by 48
COMPLEX UNIT ROOTS AND BUSINESS CYCLES: ARE THEY REAL?
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- 25 September 2001, pp. 962-983
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- Cited by 48
TESTS FOR NONLINEAR COINTEGRATION
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- 07 October 2009, pp. 682-709
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- Cited by 48
A GENERAL METHOD TO ESTIMATE CORRELATED DISCRETE RANDOM VARIABLES
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- 01 April 1999, pp. 228-237
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- Cited by 48
ANALYZING THE RANDOM COEFFICIENT MODEL NONPARAMETRICALLY
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- 26 October 2009, pp. 804-837
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- Cited by 47
WORLDWIDE ECONOMETRICS RANKINGS: 1989–2005
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- 14 August 2007, pp. 952-1012
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- Cited by 47
Additive Interactive Regression Models: Circumvention of the Curse of Dimensionality
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- 11 February 2009, pp. 466-479
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- Cited by 47
CENTRAL LIMIT AND FUNCTIONAL CENTRAL LIMIT THEOREMS FOR HILBERT-VALUED DEPENDENT HETEROGENEOUS ARRAYS WITH APPLICATIONS
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- 01 April 1998, pp. 260-284
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Weak Convergence of Sample Covariance Matrices to Stochastic Integrals Via Martingale Approximations
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- 18 October 2010, pp. 528-533
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- Cited by 47
REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS
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- 25 April 2007, pp. 557-614
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- Cited by 47
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS
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- 01 February 2000, pp. 23-43
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- Cited by 47
CHALLENGES FOR ECONOMETRIC MODEL SELECTION
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- 08 February 2005, pp. 60-68
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- Cited by 47
U-Processes in the Analysis of a Generalized Semiparametric Regression Estimator
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- 11 February 2009, pp. 372-395
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- Cited by 47
Maximum Likelihood Estimation for MA(1) Processes with a Root on or near the Unit Circle
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- 11 February 2009, pp. 1-29
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