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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 28
A Note on Bootstrapping Generalized Method of Moments Estimators
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 187-197
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An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables
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- 18 October 2010, pp. 413-428
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Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model
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- 18 October 2010, pp. 203-222
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ASYMPTOTIC THEORY FOR EMPIRICAL SIMILARITY MODELS
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- 04 November 2009, pp. 1032-1059
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ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS
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- 08 April 2015, pp. 533-611
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UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
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- 12 December 2005, pp. 1-14
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Gaussian Estimation of Mixed-Order Continuous-Time Dynamic Models with Unobservable Stochastic Trends from Mixed Stock and Flow Data
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- 11 February 2009, pp. 467-505
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THE ERROR TERM IN THE HISTORY OF TIME SERIES ECONOMETRICS
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- 03 March 2001, pp. 424-450
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IDENTIFICATION IN TRIANGULAR SYSTEMS USING CONTROL FUNCTIONS
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- 24 September 2010, pp. 663-671
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UNIT ROOT TEST IN A THRESHOLD AUTOREGRESSION: ASYMPTOTIC THEORY AND RESIDUAL-BASED BLOCK BOOTSTRAP
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- 17 July 2008, pp. 1699-1716
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ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES
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- 23 June 2008, pp. 1404-1424
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A ROBUST NEIGHBORHOOD TRUNCATION APPROACH TO ESTIMATION OF INTEGRATED QUARTICITY
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- 20 August 2013, pp. 3-59
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ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS
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- 06 June 2003, pp. 515-540
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ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES
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- 03 November 2014, pp. 880-890
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A General Framework for Testing a Null Hypothesis in a “Mixed” Form
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- 18 October 2010, pp. 63-82
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Noncausality in Continuous Time Models
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- 11 February 2009, pp. 215-256
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Strong Consistency of Regression Quantiles and Related Empirical Processes
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- 18 October 2010, pp. 191-201
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A SPECTRAL METHOD FOR DECONVOLVING A DENSITY
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- 11 October 2010, pp. 546-581
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COMMENTS ON NEUBERG'S REVIEW OF CAUSALITY
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- 06 June 2003, pp. 686-689
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- Cited by 26
On Jeffreys Prior when Using the Exact Likelihood Function
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- 11 February 2009, pp. 633-644
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