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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
A BIAS-CORRECTED NONPARAMETRIC ENVELOPMENT ESTIMATOR OF FRONTIERS
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- Published online by Cambridge University Press:
- 01 October 2009, pp. 1289-1318
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- Cited by 7
MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES
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- 14 October 2014, pp. 703-728
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TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD
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- 30 April 2010, pp. 114-153
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KERNEL ESTIMATION WHEN DENSITY MAY NOT EXIST
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- Published online by Cambridge University Press:
- 26 February 2008, pp. 696-725
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ESTIMATING THE VOLATILITY OCCUPATION TIME VIA REGULARIZED LAPLACE INVERSION
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- Published online by Cambridge University Press:
- 25 May 2015, pp. 1253-1288
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THE VARIANCE RATIO TEST: AN ANALYSIS OF SIZE AND POWER BASED ON A CONTINUOUS-TIME ASYMPTOTIC FRAMEWORK
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- 22 April 2005, pp. 562-592
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CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES
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- 01 June 2009, pp. 739-747
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ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS
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- 13 December 2013, pp. 407-435
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APPROXIMATION TO THE LIMITING DISTRIBUTION OF t- AND F-STATISTICS IN TESTING FOR SEASONAL UNIT ROOTS
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- 27 July 2001, pp. 711-737
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ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES
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- 24 April 2017, pp. 598-627
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ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES
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- 14 October 2014, pp. 753-777
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An Asymptotic Expansion for the Distribution of the Likelihood Radio Criterion for a Gaussian Autoregressive Moving Average Process Under a Local Alternative
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- 18 October 2010, pp. 73-84
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Predictive Consequences of Using Conditioning or Causal Variables
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- 11 February 2009, pp. 150-152
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ADAPTIVE LONG MEMORY TESTING UNDER HETEROSKEDASTICITY
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- 15 February 2016, pp. 755-778
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BLOCK BOOTSTRAP CONSISTENCY UNDER WEAK ASSUMPTIONS
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- 01 February 2018, pp. 1383-1406
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ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS
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- 01 February 1999, pp. 99-113
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A WILD BOOTSTRAP FOR DEPENDENT DATA
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- 17 November 2021, pp. 264-289
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ON THE PROPERTIES OF THE t- AND F-RATIOS IN LINEAR REGRESSIONS WITH NONNORMAL ERRORS
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- 01 August 2004, pp. 690-700
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Relationship Between the Forward and Backward Representations of the Stationary VAR Model
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- 11 February 2009, p. 889
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Comovements Between Diffusion Processes: Characterization, Estimation, and Testing
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- 11 February 2009, pp. 646-666
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