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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 6
THE CORRELATION STRUCTURE OF SPATIAL AUTOREGRESSIONS
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- Published online by Cambridge University Press:
- 27 April 2012, pp. 1373-1391
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A Zero-One Result for the Least Squares Estimator
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 85-96
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TRANSFORMATIONS FOR MULTIVARIATE STATISTICS
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- Published online by Cambridge University Press:
- 01 October 2004, pp. 963-987
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ESTIMATING VOLATILITY FUNCTIONALS WITH MULTIPLE TRANSACTIONS
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- Published online by Cambridge University Press:
- 15 February 2016, pp. 331-365
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TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT
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- Published online by Cambridge University Press:
- 01 December 2009, pp. 1829-1850
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A Hausman Specification Test in a Simultaneous Equations Model
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 465-467
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Prediction with a Two-Way Error Component Regression Model
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- Published online by Cambridge University Press:
- 18 October 2010, p. 171
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Bruce E. Hansen, Strong Laws for Dependent Heterogeneous Processes. Econometric Theory 7(1992): 213–221
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 421-422
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Asymptotic Expansions for Random Walks with Normal Errors
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- 11 February 2009, pp. 363-376
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Autoregressive Errors in Singular Systems of Equations
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 254-285
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IMPROVED ESTIMATION OF THE EXPECTED KULLBACK–LEIBLER DISCREPANCY IN CASE OF MISSPECIFICATION
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- Published online by Cambridge University Press:
- 01 June 1999, pp. 377-387
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INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS
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- Published online by Cambridge University Press:
- 19 October 2018, pp. 901-942
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ECONOMETRIC METHODS: by Jack Johnston and John DiNardo, McGraw Hill, 1997
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- 01 February 2000, pp. 139-142
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(WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS?
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- 13 July 2015, pp. 1317-1348
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DISTRIBUTION-FREE ESTIMATION OF THE BOX–COX REGRESSION MODEL WITH CENSORING
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- 25 November 2011, pp. 680-695
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Variance Component Estimation Under Misspecification
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- 11 February 2009, pp. 418-419
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SEMIPARAMETRIC ESTIMATION OF MULTIPLE EQUATION MODELS
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- 01 August 2000, pp. 551-575
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A PERMUTATION-BASED ESTIMATOR FOR MONOTONE INDEX MODELS
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- 03 April 2008, pp. 795-807
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ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
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- 06 July 2012, pp. 393-418
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THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES
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- 27 July 2001, pp. 671-685
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