Most cited
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 19
ASYMPTOTIC THEORY FOR SOME HIGH BREAKDOWN POINT ESTIMATORS
-
- Published online by Cambridge University Press:
- 17 July 2002, pp. 1172-1196
-
- Article
- Export citation
- Cited by 19
THE APPROXIMATE MOMENTS OF THE LEAST SQUARES ESTIMATOR FOR THE STATIONARY AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
-
- Published online by Cambridge University Press:
- 14 May 2007, pp. 1013-1021
-
- Article
- Export citation
- Cited by 19
ON THE ASYMPTOTIC EFFICIENCY OF GMM
-
- Published online by Cambridge University Press:
- 23 October 2013, pp. 372-406
-
- Article
- Export citation
- Cited by 19
Using Bootstrapped Confidence Intervals for Improved Inferences with Seemingly Unrelated Regression Equations
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 569-580
-
- Article
- Export citation
- Cited by 19
An Alternative Heteroscedastic Error Components Model
-
- Published online by Cambridge University Press:
- 18 October 2010, pp. 349-350
-
- Article
- Export citation
- Cited by 19
Optimal Rates of Convergence of Parameter Estimators in the Binary Response Model with Weak Distributional Assumptions
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 1-18
-
- Article
- Export citation
- Cited by 19
ORACLE EFFICIENT VARIABLE SELECTION IN RANDOM AND FIXED EFFECTS PANEL DATA MODELS
-
- Published online by Cambridge University Press:
- 06 July 2012, pp. 115-152
-
- Article
- Export citation
- Cited by 18
Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 172-197
-
- Article
- Export citation
- Cited by 18
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
-
- Published online by Cambridge University Press:
- 25 March 2011, pp. 957-991
-
- Article
- Export citation
- Cited by 18
An Alternative Heteroscedastic Error Components Model
-
- Published online by Cambridge University Press:
- 18 October 2010, p. 326
-
- Article
- Export citation
- Cited by 18
LACK-OF-FIT TESTING OF THE CONDITIONAL MEAN FUNCTION IN A CLASS OF MARKOV MULTIPLICATIVE ERROR MODELS
-
- Published online by Cambridge University Press:
- 21 May 2012, pp. 1283-1312
-
- Article
- Export citation
- Cited by 18
03.5.2. Consistent Standard Errors for Target Variance Approach to GARCH Estimation—Solution
-
- Published online by Cambridge University Press:
- 01 October 2004, pp. 990-993
-
- Article
- Export citation
- Cited by 18
THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
-
- Published online by Cambridge University Press:
- 25 September 2001, pp. 913-932
-
- Article
- Export citation
- Cited by 18
Robust M-Tests
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 69-84
-
- Article
- Export citation
- Cited by 18
SEMIPARAMETRIC MULTIVARIATE VOLATILITY MODELS
-
- Published online by Cambridge University Press:
- 30 January 2007, pp. 251-280
-
- Article
- Export citation
- Cited by 18
BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS
-
- Published online by Cambridge University Press:
- 05 October 2000, pp. 779-789
-
- Article
- Export citation
- Cited by 18
TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS
-
- Published online by Cambridge University Press:
- 25 March 2011, pp. 992-1025
-
- Article
- Export citation
- Cited by 18
ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE
-
- Published online by Cambridge University Press:
- 27 April 2012, pp. 1165-1185
-
- Article
- Export citation
- Cited by 18
THE ASYMPTOTIC DISTRIBUTION OF THE COINTEGRATION RANK ESTIMATOR UNDER THE AKAIKE INFORMATION CRITERION
-
- Published online by Cambridge University Press:
- 01 August 2004, pp. 735-742
-
- Article
- Export citation
- Cited by 18
ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS
-
- Published online by Cambridge University Press:
- 26 February 2015, pp. 261-358
-
- Article
-
- You have access
- Export citation