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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 14
ROBUST ESTIMATION OF STRUCTURAL BREAK POINTS
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- Published online by Cambridge University Press:
- 16 May 2002, pp. 349-386
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- Cited by 14
TRYGVE HAAVELMO’S EXPERIMENTAL METHODOLOGY AND SCENARIO ANALYSIS IN A COINTEGRATED VECTOR AUTOREGRESSION
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- Published online by Cambridge University Press:
- 31 July 2014, pp. 249-274
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A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
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- Published online by Cambridge University Press:
- 01 October 2004, pp. 943-962
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DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY
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- Published online by Cambridge University Press:
- 22 September 2015, pp. 253-276
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FINITE-SAMPLE MOMENTS OF THE COEFFICIENT OF VARIATION
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- 01 February 2009, pp. 291-297
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The GLS Transformation Matrix and a Semi-recursive Estimator for the Linear Regression Model with ARMA Errors
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- 18 October 2010, pp. 95-111
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Unbiased Estimation of the MSE Matrix of Stein-Rule Estimators, Confidence Ellipsoids, and Hypothesis Testing
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 63-74
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Econometric Analysis of Panel DataBadi H. Baltagi Wiley, 1995
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- 11 February 2009, pp. 747-754
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Estimating Error Component Models With General MA(q) Disturbances
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- 11 February 2009, pp. 396-408
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NONPARAMETRIC ESTIMATION OF DYNAMIC PANEL MODELS WITH FIXED EFFECTS
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- 27 May 2014, pp. 1315-1347
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- Cited by 14
CHANGE POINT TESTS FOR THE TAIL INDEX OF β-MIXING RANDOM VARIABLES
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- 06 June 2016, pp. 915-954
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SEMIPARAMETRIC EFFICIENCY BOUND IN TIME-SERIES MODELS FOR CONDITIONAL QUANTILES
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- 18 August 2009, pp. 383-405
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NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS
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- 21 February 2013, pp. 905-919
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NONPARAMETRIC TRANSFORMATION REGRESSION WITH NONSTATIONARY DATA
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- Published online by Cambridge University Press:
- 10 October 2014, pp. 1-29
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- Cited by 13
PMSE PERFORMANCE OF THE BIASED ESTIMATORS IN A LINEAR REGRESSION MODEL WHEN RELEVANT REGRESSORS ARE OMITTED
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- 17 July 2002, pp. 1086-1098
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ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA
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- 11 June 2008, pp. 1254-1276
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A CENTRAL LIMIT THEOREM FOR MIXING TRIANGULAR ARRAYS OF VARIABLES WHOSE DEPENDENCE IS ALLOWED TO GROW WITH THE SAMPLE SIZE
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- Published online by Cambridge University Press:
- 23 September 2005, pp. 1165-1171
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REFINED TESTS FOR SPATIAL CORRELATION
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- 04 November 2014, pp. 1249-1280
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ON THE STATIONARITY OF DYNAMIC CONDITIONAL CORRELATION MODELS
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- 06 May 2016, pp. 636-663
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- Cited by 13
NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE
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- 25 April 2018, pp. 1281-1324
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