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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 25
HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT
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- Published online by Cambridge University Press:
- 01 December 2009, pp. 1734-1753
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- Cited by 25
SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS
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- 09 February 2006, pp. 258-278
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Noninvertibility and Pseudo-Maximum Likelihood Estimation of Misspecified ARMA Models
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- 11 February 2009, pp. 435-449
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A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS
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- 03 November 2006, pp. 989-1029
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SEMIPARAMETRIC ESTIMATION OF A HETEROSKEDASTIC SAMPLE SELECTION MODEL
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- 24 September 2003, pp. 1040-1064
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HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE
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- 22 December 2014, pp. 981-1015
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HIGHER ORDER MOMENTS OF MARKOV SWITCHING VARMA MODELS
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- 28 October 2016, pp. 1502-1515
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Semiparametric Estimation of Location and Other Discrete Choice Moments
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- 11 February 2009, pp. 32-51
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STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS
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- 23 September 2005, pp. 1112-1129
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LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES
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- 27 April 2012, pp. 935-958
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IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY
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- 08 April 2010, pp. 1855-1861
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A Bayesian Analysis Of The Unit Root Hypothesis Within An Unobserved Components Model
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- 11 February 2009, pp. 552-578
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A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
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- 22 August 2005, pp. 991-1016
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Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays
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- 11 February 2009, pp. 347-359
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CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS
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- 24 September 2003, pp. 1128-1143
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A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY
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- 06 July 2012, pp. 187-212
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DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION
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- 04 August 2003, pp. 778-811
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SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY
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- 29 March 2019, pp. 122-169
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Who Invented Local Power Analysis?
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- 11 February 2009, pp. 265-268
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On the Limit Behavior of a Chi-Square Type Test if the Number of Conditional Moments Tested Approaches Infinity
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- 11 February 2009, pp. 70-90
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