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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.
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Proffessor T.W. Anderson
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- 18 October 2010, pp. 249-288
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PARTIALLY SUPERFLUOUS OBSERVATIONS
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- 15 March 2006, pp. 529-536
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ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
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- 05 April 2007, pp. 464-484
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NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS
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- 06 July 2012, pp. 1-27
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ASYMPTOTIC INFERENCE FOR NONSTATIONARY FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE MODELS
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- 27 July 2001, pp. 738-764
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THE FACTOR-LASSO AND K-STEP BOOTSTRAP APPROACH FOR INFERENCE IN HIGH-DIMENSIONAL ECONOMIC APPLICATIONS
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- 22 August 2018, pp. 465-509
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ADAPTIVE BAYESIAN ESTIMATION OF CONDITIONAL DENSITIES
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- 13 July 2016, pp. 980-1012
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SEMIPARAMETRIC ESTIMATION OF NONSTATIONARY CENSORED PANEL DATA MODELS WITH TIME VARYING FACTOR LOADS
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- 14 May 2008, pp. 1149-1173
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ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION
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- 06 September 2007, pp. 256-293
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A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
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- 23 May 2006, pp. 614-632
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EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS
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- 16 April 2014, pp. 961-1020
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Finite Sample Properties of Several Predictors From an Autoregressive Model
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- 11 February 2009, pp. 359-370
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UNIFORM CONVERGENCE OF SERIES ESTIMATORS OVER FUNCTION SPACES
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- 09 July 2008, pp. 1463-1499
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INFERENCE IN DYNAMIC, NONPARAMETRIC MODELS OF PRODUCTION: CENTRAL LIMIT THEOREMS FOR MALMQUIST INDICES
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- 15 June 2020, pp. 537-572
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TESTING GENERALIZED REGRESSION MONOTONICITY
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- 18 December 2018, pp. 1146-1200
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COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE
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- 01 February 2009, pp. 63-116
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A NONPARAMETRIC BOOTSTRAP TEST OF CONDITIONAL DISTRIBUTIONS
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- 23 May 2006, pp. 587-613
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Comment on “The Effect of Model Selection on Confidence Regions and Prediction Regions” by P. Kabaila
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- 11 February 2009, pp. 550-559
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A TEST OF AUTOCORRELATION IN THE PRESENCE OF HETEROSKEDASTICITY OF UNKNOWN FORM
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- 01 February 1998, pp. 87-122
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Asymptotic Distributions of the Least-Squares Estimators and Test Statistics in the Near Unit Root Model with Non-Zero Initial Value and Local Drift and Trend
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- 11 February 2009, pp. 937-966
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