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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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Robust Nonstationary Regression
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 912-951
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Noninformative Priors and Bayesian Testing for the AR(1) Model
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 461-482
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VALID CONFIDENCE INTERVALS IN REGRESSION AFTER VARIABLE SELECTION
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- 01 August 1998, pp. 463-482
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Residual-Based Tests for the Null of Stationarity with Applications to U.S. Macroeconomic Time Series
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- 11 February 2009, pp. 720-746
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A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS
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- 27 April 2012, pp. 1144-1163
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A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
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- 27 July 2001, pp. 540-566
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BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD
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- 01 October 2009, pp. 1143-1179
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ON THE NUMBER OF BOOTSTRAP REPETITIONS FOR BCa CONFIDENCE INTERVALS
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- 17 May 2002, pp. 962-984
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IDENTIFICATION OF THE BINARY CHOICE MODEL WITH MISCLASSIFICATION
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- 01 August 2000, pp. 603-609
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A PORTMANTEAU TEST FOR SERIALLY CORRELATED ERRORS IN FIXED EFFECTS MODELS
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- 30 August 2006, pp. 835-851
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ESTIMATION OF NONLINEAR ERROR CORRECTION MODELS
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- 27 August 2010, pp. 201-234
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QUANTILE REGRESSION WITH MISMEASURED COVARIATES
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- 04 April 2008, pp. 1010-1043
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ASYMPTOTICALLY EFFICIENT MEDIAN REGRESSION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
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- 27 July 2001, pp. 765-784
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NONPARAMETRIC COINTEGRATING REGRESSION WITH ENDOGENEITY AND LONG MEMORY
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- 18 December 2014, pp. 359-401
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ON THE ASYMPTOTIC POWER OF THE VARIANCE RATIO TEST
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- 31 January 2003, pp. 231-239
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ASYMPTOTIC INFERENCE FOR UNIT ROOT PROCESSES WITH GARCH(1,1) ERRORS
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- 06 June 2003, pp. 541-564
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A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes
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- 18 October 2010, pp. 313-329
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Testing for Causation Using Infinite Order Vector Autoregressive Processes
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- 11 February 2009, pp. 61-87
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SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL
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- 27 July 2001, pp. 567-590
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THE LIKELIHOOD RATIO TEST FOR COINTEGRATION RANKS IN THE I(2) MODEL
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- 25 April 2007, pp. 615-637
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