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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 42
AVERAGING ESTIMATORS FOR REGRESSIONS WITH A POSSIBLE STRUCTURAL BREAK
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- Published online by Cambridge University Press:
- 01 December 2009, pp. 1498-1514
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- Cited by 42
BAYESIAN REFERENCE ANALYSIS OF COINTEGRATION
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- Published online by Cambridge University Press:
- 31 March 2005, pp. 326-357
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- Cited by 42
ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION
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- Published online by Cambridge University Press:
- 08 February 2005, pp. 171-180
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A Note on the Estimation of Simultaneous Equations with Error Components
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- 18 October 2010, pp. 113-119
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A SIMPLE TEST OF NORMALITY FOR TIME SERIES
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- 01 August 2004, pp. 671-689
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ESTIMATION IN AN ADDITIVE MODEL WHEN THE COMPONENTS ARE LINKED PARAMETRICALLY
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- 17 May 2002, pp. 886-912
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Priors for Macroeconomic Time Series and Their Application
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- 11 February 2009, pp. 609-632
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A MONTE CARLO STUDY ON THE SELECTION OF COINTEGRATING RANK USING INFORMATION CRITERIA
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- Published online by Cambridge University Press:
- 22 April 2005, pp. 593-620
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THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST
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- 18 August 2009, pp. 369-382
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ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS
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- 19 June 2009, pp. 1-28
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ON THE LACK OF POWER OF OMNIBUS SPECIFICATION TESTS
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- 01 February 2009, pp. 162-194
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TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
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- 27 August 2010, pp. 312-343
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REDUCING BIAS OF MLE IN A DYNAMIC PANEL MODEL
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- 15 March 2006, pp. 499-512
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GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
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- 24 September 2003, pp. 923-943
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- Cited by 41
Principal Components Analysis of Cointegrated Time Series
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- 11 February 2009, pp. 529-557
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- Cited by 40
ASYMPTOTIC THEORY FOR ESTIMATING DRIFT PARAMETERS IN THE FRACTIONAL VASICEK MODEL
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- 09 May 2018, pp. 198-231
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WEIGHTED LEAST ABSOLUTE DEVIATIONS ESTIMATION FOR ARMA MODELS WITH INFINITE VARIANCE
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- 14 May 2007, pp. 852-879
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THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS
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- 11 May 2015, pp. 1095-1139
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SAMPLE MEANS, SAMPLE AUTOCOVARIANCES, AND LINEAR REGRESSION OF STATIONARY MULTIVARIATE LONG MEMORY PROCESSES
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- 06 March 2002, pp. 51-78
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A NONPARAMETRIC SIMULATED MAXIMUM LIKELIHOOD ESTIMATION METHOD
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- 01 August 2004, pp. 701-734
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