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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 11
A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION
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- Published online by Cambridge University Press:
- 03 November 2006, pp. 1091-1111
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- Cited by 11
THE LIMITS OF ECONOMETRICS: NONPARAMETRIC ESTIMATION IN HILBERT SPACES
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- Published online by Cambridge University Press:
- 01 August 2009, pp. 1070-1086
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DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER
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- Published online by Cambridge University Press:
- 20 September 2016, pp. 349-382
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Locally Optimal Properties of the Durbin-Watson Test
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 509-516
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BARTLETT CORRECTION IN THE STABLE AR(1) MODEL WITH INTERCEPT AND TREND
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- Published online by Cambridge University Press:
- 01 June 2009, pp. 857-872
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POWER FUNCTIONS AND ENVELOPES FOR UNIT ROOT TESTS
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- Published online by Cambridge University Press:
- 31 January 2003, pp. 240-253
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AVERAGE DERIVATIVES FOR HAZARD FUNCTIONS
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- Published online by Cambridge University Press:
- 08 June 2004, pp. 437-463
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SEMIPARAMETRIC ESTIMATION OF SEPARABLE MODELS WITH POSSIBLY LIMITED DEPENDENT VARIABLES
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- 24 September 2003, pp. 1008-1039
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TESTING UNDER WEAK IDENTIFICATION WITH CONDITIONAL MOMENT RESTRICTIONS
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- 21 May 2012, pp. 1229-1282
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ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL
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- 01 August 2004, pp. 645-670
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FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS
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- 01 April 2009, pp. 364-410
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Efficient IV Estimation in Nonstationary Regression: An Overview and Simulation Study
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- 11 February 2009, pp. 1095-1130
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DETECTION OF NONCONSTANT LONG MEMORY PARAMETER
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- 16 October 2013, pp. 1009-1056
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SPATIAL DEPENDENCE IN OPTION OBSERVATION ERRORS
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- 13 April 2020, pp. 205-247
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BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS
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- 15 February 2016, pp. 1523-1568
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Adaptive Estimation in Time Serise Regression Models With Heteroskedasticity of Unknown Form
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- 18 October 2010, pp. 161-187
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ON THE TAIL BEHAVIORS OF A FAMILY OF GARCH PROCESSES
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- 30 August 2006, pp. 852-862
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IDENTIFICATION OF COVARIANCE STRUCTURES
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- Published online by Cambridge University Press:
- 09 February 2006, pp. 235-257
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Minimax Estimators for the Location Vectors of Spherically Symmetric Densities
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- 18 October 2010, pp. 409-417
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REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES
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- 24 September 2002, pp. 1309-1335
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