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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
INSTRUMENTAL VARIABLES METHODS WITH HETEROGENEITY AND MISMEASURED INSTRUMENTS
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- 15 February 2016, pp. 69-104
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TESTING FOR LONG MEMORY IN VOLATILITY
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- Published online by Cambridge University Press:
- 24 September 2002, pp. 1291-1308
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ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE
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- Published online by Cambridge University Press:
- 01 February 1999, pp. 139-149
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On Asymptotic Inference in Linear Cointegrated Time Series Systems
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- 11 February 2009, pp. 692-745
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A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION
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- 26 October 2009, pp. 710-743
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On the Approximation of Saddlepoint Expansions in Statistics
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- 11 February 2009, pp. 900-916
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SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
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- 04 November 2009, pp. 965-993
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THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
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- 25 April 2007, pp. 686-710
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MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY
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- 06 September 2007, pp. 1108-1135
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WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989–1999: AN UPDATE
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- 08 January 2003, pp. 165-224
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THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE
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- 01 April 1999, pp. 238-256
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ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS
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- 04 December 2014, pp. 402-430
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Non-Normal Errors and the Distribution of OLS and 2SLS Structural Estimators
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- 18 October 2010, pp. 75-106
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WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
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- 24 July 2015, pp. 1349-1375
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A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS
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- 08 September 2014, pp. 449-470
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CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS
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- 04 August 2003, pp. 707-743
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On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives
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- 18 October 2010, pp. 501-517
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VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
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- 19 July 2005, pp. 710-734
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GRANGER CAUSALITY AND STRUCTURAL CAUSALITY IN CROSS-SECTION AND PANEL DATA
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- 17 March 2016, pp. 263-291
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RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
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- 30 August 2006, pp. 973-984
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