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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 7
PRICING KERNEL ESTIMATION: A LOCAL ESTIMATING EQUATION APPROACH
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- Published online by Cambridge University Press:
- 27 October 2014, pp. 560-580
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- Cited by 7
NONTESTABILITY OF EQUAL WEIGHTS SPATIAL DEPENDENCE
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- Published online by Cambridge University Press:
- 31 May 2011, pp. 1369-1375
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ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS
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- Published online by Cambridge University Press:
- 05 March 2010, pp. 1247-1261
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- Cited by 7
The Effect of Nonnormality
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 52-78
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OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
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- Published online by Cambridge University Press:
- 01 June 2009, pp. 793-805
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AN INTEGRATED KERNEL-WEIGHTED SMOOTHED MAXIMUM SCORE ESTIMATOR FOR THE PARTIALLY LINEAR BINARY RESPONSE MODEL
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- Published online by Cambridge University Press:
- 29 November 2013, pp. 647-675
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A Simple Linear Trend Model with Error Components
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- Published online by Cambridge University Press:
- 11 February 2009, p. 463
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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, pp. 314-315
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ROBUST TESTS OF THE UNIT ROOT HYPOTHESIS SHOULD NOT BE “MODIFIED”
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- 10 February 2004, pp. 360-381
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BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS
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- Published online by Cambridge University Press:
- 12 April 2018, pp. 142-166
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SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
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- Published online by Cambridge University Press:
- 23 March 2021, pp. 209-272
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A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA
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- Published online by Cambridge University Press:
- 05 April 2007, pp. 414-439
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On the Estimated Variances of Regression Coefficients in Misspecified Error Components Models
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 369-384
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ARMA Memory Index Modeling of Economic Time Series
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 35-59
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ESTIMATING THE SKEWNESS IN DISCRETELY OBSERVED LÉVY PROCESSES
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- 01 October 2004, pp. 927-942
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THE CONTINUITY OF THE LIMIT DISTRIBUTION IN THE PARAMETER OF INTEREST IS NOT ESSENTIAL FOR THE VALIDITY OF THE BOOTSTRAP
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- 24 September 2003, pp. 944-961
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PREDICTION ERRORS IN NONSTATIONARY AUTOREGRESSIONS OF INFINITE ORDER
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- 26 October 2009, pp. 774-803
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ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
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- Published online by Cambridge University Press:
- 27 April 2012, pp. 1003-1036
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k-NEAREST NEIGHBOR ESTIMATION OF INVERSE-DENSITY-WEIGHTED EXPECTATIONS WITH DEPENDENT DATA
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- 21 February 2012, pp. 769-803
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- Cited by 7
IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS
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- 21 February 2017, pp. 134-165
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