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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
FURTHER RESULTS ON THE ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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- 31 March 2005, pp. 413-430
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- Cited by 19
Unbiasedness of Predictions from Etimated Vector Autoregressions
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 387-402
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TIME SERIES ANALYSISJames D. Hamilton Princeton University Press, 1994
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- 11 February 2009, pp. 625-630
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TESTING AND INFERENCE IN NONLINEAR COINTEGRATING VECTOR ERROR CORRECTION MODELS
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- 06 August 2013, pp. 1238-1288
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WEIGHTED AND TWO-STAGE LEAST SQUARES ESTIMATION OF SEMIPARAMETRIC TRUNCATED REGRESSION MODELS
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- 30 January 2007, pp. 309-347
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INTEGRATED CONDITIONAL MOMENT TESTS FOR PARAMETRIC CONDITIONAL DISTRIBUTIONS
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- 02 August 2011, pp. 328-362
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ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
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- 01 June 2009, pp. 806-818
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- Cited by 19
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS
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- 01 October 1999, pp. 719-752
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A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION
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- 30 August 2006, pp. 947-960
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M-ESTIMATION IN GARCH MODELS
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- 09 July 2008, pp. 1530-1553
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ADAPTIVE ESTIMATION OF ERROR CORRECTION MODELS
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- 01 February 1998, pp. 44-69
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THREE RANK FORMULAS ASSOCIATED WITH THE COVARIANCE MATRICES OF THE BLUE AND THE OLSE IN THE GENERAL LINEAR MODEL
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- 22 April 2005, pp. 659-663
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On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation
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- 18 October 2010, pp. 53-72
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ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
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- 28 July 2016, pp. 717-738
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A FLEXIBLE NONPARAMETRIC TEST FOR CONDITIONAL INDEPENDENCE
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- 02 September 2015, pp. 1434-1482
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The Fredholm Approach to Asymptotic Inference on Nonstationary and Noninvertible Time Series Models
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- 11 February 2009, pp. 411-432
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Series Estimation of Regression Functionals
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- 11 February 2009, pp. 1-28
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The Econometrics of Learning in Financial Markets
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- 11 February 2009, pp. 151-189
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ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
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- 06 June 2003, pp. 565-586
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VALIDITY OF THE SAMPLING WINDOW METHOD FOR LONG-RANGE DEPENDENT LINEAR PROCESSES
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- 23 September 2005, pp. 1087-1111
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