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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 20
TESTING GARCH-X TYPE MODELS
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- Published online by Cambridge University Press:
- 18 October 2018, pp. 1012-1047
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THE DENSITY OF A QUADRATIC FORM IN A VECTOR UNIFORMLY DISTRIBUTED ON THE n-SPHERE
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- 07 February 2001, pp. 1-28
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MIXED CAUSAL-NONCAUSAL AR PROCESSES AND THE MODELLING OF EXPLOSIVE BUBBLES
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- 28 January 2019, pp. 1234-1270
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NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS
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- 19 June 2017, pp. 659-693
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BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY
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- 13 September 2011, pp. 422-456
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DERIVING THE EXACT DISCRETE ANALOG OF A CONTINUOUS TIME SYSTEM
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- 15 December 2000, pp. 998-1015
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ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
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- 17 February 2010, pp. 1263-1304
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GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE
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- 29 November 2013, pp. 287-333
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AN ALTERNATIVE DERIVATION OF MUNDLAK'S FIXED EFFECTS RESULTS USING SYSTEM ESTIMATION
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- 03 November 2006, pp. 1191-1194
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The ET Interview: Professor Clive Granger
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- 11 February 2009, pp. 253-303
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A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS
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- 30 January 2007, pp. 201-220
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A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL
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- 26 February 2008, pp. 823-828
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SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
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- 04 August 2003, pp. 829-864
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NONNESTED TESTING IN MODELS ESTIMATED VIA GENERALIZED METHOD OF MOMENTS
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- 13 September 2010, pp. 443-456
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CONSISTENT SPECIFICATION TESTING FOR CONDITIONAL SYMMETRY
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- 01 February 1998, pp. 139-149
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UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION
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- 11 May 2015, pp. 655-685
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POSTERIOR CONSISTENCY IN CONDITIONAL DENSITY ESTIMATION BY COVARIATE DEPENDENT MIXTURES
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- 18 November 2013, pp. 606-646
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ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES
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- 27 February 2017, pp. 1-22
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GEL METHODS FOR NONSMOOTH MOMENT INDICATORS
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- 30 April 2010, pp. 74-113
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WRITING “THE PROBABILITY APPROACH” WITH NOWHERE TO GO: HAAVELMO IN THE UNITED STATES, 1939–1944
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- 14 May 2007, pp. 775-837
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