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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 8
UNIFORM BAHADUR REPRESENTATION FOR NONPARAMETRIC CENSORED QUANTILE REGRESSION: A REDISTRIBUTION-OF-MASS APPROACH
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- Published online by Cambridge University Press:
- 15 February 2016, pp. 242-261
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ON NONPARAMETRIC INFERENCE IN THE REGRESSION DISCONTINUITY DESIGN
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- Published online by Cambridge University Press:
- 09 May 2017, pp. 694-703
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ASYMPTOTICALLY UMP PANEL UNIT ROOT TESTS—THE EFFECT OF HETEROGENEITY IN THE ALTERNATIVES
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- Published online by Cambridge University Press:
- 23 September 2014, pp. 539-559
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On Limited Dependent Variable Models: Maximum Likelihood Estimation and Test of One-sided Hypothesis
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 385-395
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IDENTIFICATION AND DICHOTOMIZATION OF LONG- AND SHORT-RUN RELATIONS OF COINTEGRATED VECTOR AUTOREGRESSIVE MODELS
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- Published online by Cambridge University Press:
- 25 September 2001, pp. 889-912
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A Point Optimal Test for Moving Average Regression Disturbances
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 211-222
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KERNEL AND BANDWIDTH SELECTION, PREWHITENING, AND THE PERFORMANCE OF THE FULLY MODIFIED LEAST SQUARES ESTIMATION METHOD
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- Published online by Cambridge University Press:
- 17 May 2002, pp. 948-961
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ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993
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- 11 February 2009, pp. 631-635
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IDENTIFYING RESTRICTIONS FOR FINITE PARAMETER CONTINUOUS TIME MODELS WITH DISCRETE TIME DATA
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- Published online by Cambridge University Press:
- 22 December 2015, pp. 739-754
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Testing for Stationarity in the Components Representation of a Time Series
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 586-591
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NONPARAMETRIC ESTIMATION OF HOMOGENEOUS FUNCTIONS
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- Published online by Cambridge University Press:
- 06 June 2003, pp. 640-663
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Trace Minimization of Singular Systems with Cross-Equation Restrictions
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- Published online by Cambridge University Press:
- 11 February 2009, p. 450
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INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS
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- 26 March 2020, pp. 281-310
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- Cited by 7
COVARIANCE MATRIX ESTIMATION AND THE LIMITING BEHAVIOR OF THE OVERIDENTIFYING RESTRICTIONS TEST IN THE PRESENCE OF NEGLECTED STRUCTURAL INSTABILITY
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- 24 September 2003, pp. 962-983
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The Heteroskedastic Consequences of an Arbitrary Variance for Initial Disturbance of an AR(1) Model
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- 11 February 2009, pp. 544-545
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- Cited by 7
NONSTANDARD QUANTILE-REGRESSION INFERENCE
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- Published online by Cambridge University Press:
- 01 October 2009, pp. 1415-1432
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SECOND-ORDER REFINEMENT OF EMPIRICAL LIKELIHOOD FOR TESTING OVERIDENTIFYING RESTRICTIONS
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- Published online by Cambridge University Press:
- 30 July 2012, pp. 324-353
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ON THE IDENTIFICATION AND ESTIMATION OF NONSTATIONARY AND COINTEGRATED ARMAX SYSTEMS
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- 03 November 2006, pp. 1138-1175
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SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE
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- 27 August 2010, pp. 260-284
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A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES
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- 30 August 2006, pp. 985-988
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