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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 9
TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS
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- Published online by Cambridge University Press:
- 21 February 2013, pp. 920-940
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- Cited by 9
FAST RATES FOR ESTIMATION ERROR AND ORACLE INEQUALITIES FOR MODEL SELECTION
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- 15 January 2008, pp. 545-552
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ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION
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- Published online by Cambridge University Press:
- 27 May 2021, pp. 562-595
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ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT
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- 15 March 2006, pp. 347-372
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SEMIPARAMETRIC STRUCTURAL MODELS OF BINARY RESPONSE: SHAPE RESTRICTIONS AND PARTIAL IDENTIFICATION
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- 30 July 2012, pp. 231-266
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A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
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- 23 May 2006, pp. 543-586
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The Asymptotic Distributions Of Some Test Statistics in Near-Integrated AR Processes
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- 11 February 2009, pp. 306-330
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A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
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- 08 January 2003, pp. 32-48
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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
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- Published online by Cambridge University Press:
- 06 September 2007, pp. 1136-1161
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A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS
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- 18 July 2008, pp. 1717-1728
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FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC
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- 04 August 2003, pp. 744-753
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A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES
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- 01 February 2009, pp. 195-210
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NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES
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- 16 January 2013, pp. 673-698
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DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
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- 10 September 2018, pp. 777-815
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Comparison of t-Ratios
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- 11 February 2009, pp. 145-146
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DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION
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- 04 November 2010, pp. 609-638
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A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models
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- 11 February 2009, pp. 583-588
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MULTIVARIATE AUTOREGRESSION OF ORDER ONE WITH INFINITE VARIANCE INNOVATIONS
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- 22 January 2008, pp. 677-695
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Simple Versus Multiple Regression Coefficient
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- 11 February 2009, p. 159
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EFFICIENCY BOUNDS FOR SEMIPARAMETRIC ESTIMATION OF INVERSE CONDITIONAL-DENSITY-WEIGHTED FUNCTIONS
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- 01 June 2009, pp. 847-855
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