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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 26
On Jeffreys Prior when Using the Exact Likelihood Function
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- 11 February 2009, pp. 633-644
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- Cited by 26
CHARACTERISTIC FUNCTION BASED TESTING FOR CONDITIONAL INDEPENDENCE: A NONPARAMETRIC REGRESSION APPROACH
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- 11 April 2017, pp. 815-849
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- Cited by 26
An Asymptotic Expansion in the GARCH(l, 1) Model
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- 11 February 2009, pp. 558-581
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A NOTE ON ESTIMATING AND TESTING FOR MULTIPLE STRUCTURAL CHANGES IN MODELS WITH ENDOGENOUS REGRESSORS VIA 2SLS
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- 10 October 2013, pp. 491-507
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NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS
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- 14 May 2007, pp. 880-898
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- Cited by 26
Testing for Unit Roots in Models with Structural Change
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- 11 February 2009, pp. 917-936
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A STRONG CONSISTENCY PROOF FOR HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE MATRIX ESTIMATORS
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- 01 April 2000, pp. 262-268
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YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
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- 30 August 2006, pp. 913-931
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- Cited by 26
ESTIMATION-ADJUSTED VAR
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- 08 January 2013, pp. 735-770
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NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING
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- 08 September 2014, pp. 471-492
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TESTING FOR CHANGES IN KENDALL’S TAU
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- 04 November 2016, pp. 1352-1386
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- Cited by 26
MORE EFFICIENT ESTIMATION IN NONPARAMETRIC REGRESSION WITH NONPARAMETRIC AUTOCORRELATED ERRORS
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- 12 December 2005, pp. 98-126
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A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
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- 15 May 2002, pp. 800-814
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EFFICIENCY OF LINEAR ESTIMATORS UNDER HEAVY-TAILEDNESS: CONVOLUTIONS OF α-SYMMETRIC DISTRIBUTIONS
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- 05 April 2007, pp. 501-517
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INSTRUMENTAL VARIABLES ESTIMATION WITH PANEL DATA
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- 19 July 2005, pp. 865-869
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- Cited by 25
TESTING FOR THE MARKOV PROPERTY IN TIME SERIES
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- 07 June 2011, pp. 130-178
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- Cited by 25
Stochastic Expansions and Asymptotic Approximations
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- 18 October 2010, pp. 343-367
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MIXED NORMALITY AND ANCILLARITY IN I(2) SYSTEMS
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- 15 December 2000, pp. 878-904
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- Cited by 25
LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE
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- 06 December 2006, pp. 37-70
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Asymptotic Distribution of the Maximum Likelihood Estimator for a Stochastic Frontier Function Model with a Singular Information Matrix
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- 11 February 2009, pp. 413-430
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