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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 13
SPATIAL SEMIPARAMETRIC MODEL WITH ENDOGENOUS REGRESSORS
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- Published online by Cambridge University Press:
- 18 December 2014, pp. 714-739
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- Cited by 13
PROPERTIES OF DOUBLY ROBUST ESTIMATORS WHEN NUISANCE FUNCTIONS ARE ESTIMATED NONPARAMETRICALLY
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- Published online by Cambridge University Press:
- 03 December 2018, pp. 1048-1087
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STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS
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- 24 July 2017, pp. 985-1017
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TESTING FOR EMBEDDABILITY BY STATIONARY REVERSIBLE CONTINUOUS-TIME MARKOV PROCESSES
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- Published online by Cambridge University Press:
- 01 December 1998, pp. 744-769
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Bandwidth Selection, Prewhitening, and the Power of the Phillips-Perron Test
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- 11 February 2009, pp. 679-691
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TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS
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- 16 April 2014, pp. 923-960
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WIENER–KOLMOGOROV FILTERING, FREQUENCY-SELECTIVE FILTERING, AND POLYNOMIAL REGRESSION
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- 06 December 2006, pp. 71-88
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NONPARAMETRIC TWO-STEP SIEVE M ESTIMATION AND INFERENCE
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- 25 April 2018, pp. 1281-1324
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FIXED-B ASYMPTOTICS FOR THE STUDENTIZED MEAN FROM TIME SERIES WITH SHORT, LONG, OR NEGATIVE MEMORY
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- 13 September 2011, pp. 471-481
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COMMENTS ON THE PAPER BY MINXIAN YANG: “SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS”
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- 15 May 2002, pp. 815-818
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THE INTEGRATED MEAN SQUARED ERROR OF SERIES REGRESSION AND A ROSENTHAL HILBERT-SPACE INEQUALITY
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- 19 August 2014, pp. 337-361
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LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS
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- 03 March 2001, pp. 283-295
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INCONSISTENT VAR REGRESSION WITH COMMON EXPLOSIVE ROOTS
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- 16 January 2013, pp. 808-837
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POINT DECISIONS FOR INTERVAL–IDENTIFIED PARAMETERS
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- 29 January 2014, pp. 334-356
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PREDICTION AND SIGNAL EXTRACTION OF STRONGLY DEPENDENT PROCESSES IN THE FREQUENCY DOMAIN
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- 15 May 2002, pp. 584-624
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An Alternative Approach to the Asymptotic Theory of Spurious Regression, Cointegration, and Near Cointegration
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- 11 February 2009, pp. 36-61
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ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS
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- 04 April 2008, pp. 1131-1136
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IDENTIFICATION OF DISCRETE CHOICE DYNAMIC PROGRAMMING MODELS WITH NONPARAMETRIC DISTRIBUTION OF UNOBSERVABLES
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- 21 March 2016, pp. 551-577
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TESTING FOR STRUCTURAL CHANGES IN FACTOR MODELS VIA A NONPARAMETRIC REGRESSION
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- 12 May 2020, pp. 1127-1158
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NEAR SEASONAL INTEGRATION
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- 07 February 2001, pp. 70-86
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