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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 18
A FIXED-b PERSPECTIVE ON THE PHILLIPS–PERRON UNIT ROOT TESTS
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- Published online by Cambridge University Press:
- 12 November 2012, pp. 609-628
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- Cited by 18
ON THE BREITUNG TEST FOR PANEL UNIT ROOTS AND LOCAL ASYMPTOTIC POWER
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- 03 November 2006, pp. 1179-1190
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- Cited by 18
CONDITIONAL MOMENT RESTRICTIONS IN CENSORED AND TRUNCATED REGRESSION MODELS
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- 25 September 2001, pp. 863-888
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- Cited by 18
DETECTING FOR SMOOTH STRUCTURAL CHANGES IN GARCH MODELS
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- 08 April 2015, pp. 740-791
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Analytical Score Function for Irregularly Sampled Continuous Time Stochastic Processes with Control Variables and Missing Values
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- 11 February 2009, pp. 721-735
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- Cited by 18
Locally Optimal Tests against Periodic Autoregression: Parametric and Nonparametric Approaches
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- 11 February 2009, pp. 88-112
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UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
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- 14 April 2011, pp. 1117-1151
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REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS
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- 30 September 2009, pp. 541-563
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- Cited by 17
A Theory of Serial Correlation of Stochastic Taste Changers in Direct Utility Functions
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- 18 October 2010, pp. 192-210
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On the Sensitivity of a Regression Coefficient to Monotonic Transformations
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- 11 February 2009, pp. 165-169
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THE EFFECTS OF SYSTEMATIC SAMPLING AND TEMPORAL AGGREGATION ON DISCRETE TIME LONG MEMORY PROCESSES AND THEIR FINITE SAMPLE PROPERTIES
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- 01 June 2000, pp. 347-372
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- Cited by 17
ON THE FUNCTIONAL ESTIMATION OF MULTIVARIATE DIFFUSION PROCESSES
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- 18 September 2017, pp. 896-946
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ECONOMETRIC ANALYSIS OF CONTINUOUS TIME MODELS: A SURVEY OF PETER PHILLIPS’S WORK AND SOME NEW RESULTS
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- 01 April 2014, pp. 737-774
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ADAPTIVE TESTS OF CONDITIONAL MOMENT INEQUALITIES
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- 05 June 2017, pp. 186-227
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ON INTERCEPT ESTIMATION IN THE SAMPLE SELECTION MODEL
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- 06 March 2002, pp. 40-50
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Estimation of Cointegration Vectors with Linear Restrictions
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- 11 February 2009, pp. 19-35
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ASYMPTOTIC THEORY FOR MAXIMUM LIKELIHOOD ESTIMATION OF THE MEMORY PARAMETER IN STATIONARY GAUSSIAN PROCESSES
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- 13 September 2011, pp. 457-470
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- Cited by 17
ANOTHER LOOK AT THE IDENTIFICATION AT INFINITY OF SAMPLE SELECTION MODELS
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- 06 July 2012, pp. 213-224
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ASYMPTOTIC THEORY ON THE LEAST SQUARES ESTIMATION OF THRESHOLD MOVING-AVERAGE MODELS
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- 12 November 2012, pp. 482-516
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- Cited by 17
Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems
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- 11 February 2009, pp. 1-44
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