Most cited
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 110
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION
-
- Published online by Cambridge University Press:
- 09 July 2008, pp. 1554-1583
-
- Article
- Export citation
- Cited by 108
A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
-
- Published online by Cambridge University Press:
- 03 November 2006, pp. 1030-1051
-
- Article
- Export citation
- Cited by 108
HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTING USING BANDWIDTH EQUAL TO SAMPLE SIZE
-
- Published online by Cambridge University Press:
- 24 September 2002, pp. 1350-1366
-
- Article
- Export citation
- Cited by 108
Multiplicative Panel Data Models Without the Strict Exogeneity Assumption
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 667-678
-
- Article
- Export citation
- Cited by 106
Specification Testing with Locally Misspecified Alternatives
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 649-658
-
- Article
- Export citation
- Cited by 106
Testing for Consistency using Artificial Regressions
-
- Published online by Cambridge University Press:
- 18 October 2010, pp. 363-384
-
- Article
- Export citation
- Cited by 103
TESTS OF RANK
-
- Published online by Cambridge University Press:
- 01 April 2000, pp. 151-175
-
- Article
- Export citation
- Cited by 103
LIMIT THEOREMS FOR BIPOWER VARIATION IN FINANCIAL ECONOMETRICS
-
- Published online by Cambridge University Press:
- 23 May 2006, pp. 677-719
-
- Article
- Export citation
- Cited by 103
Finite Sample Performance of Likelihood Ratio Tests for Cointegrating Ranks in Vector Autoregressions
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 1015-1032
-
- Article
- Export citation
- Cited by 103
LASSO-TYPE GMM ESTIMATOR
-
- Published online by Cambridge University Press:
- 01 February 2009, pp. 270-290
-
- Article
- Export citation
- Cited by 100
Adaptive Estimation in ARCH Models
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 539-569
-
- Article
- Export citation
- Cited by 100
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS
-
- Published online by Cambridge University Press:
- 01 June 1999, pp. 299-336
-
- Article
- Export citation
- Cited by 99
ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS
-
- Published online by Cambridge University Press:
- 27 July 2001, pp. 686-710
-
- Article
- Export citation
- Cited by 97
NONPARAMETRIC ESTIMATION OF VARYING COEFFICIENT DYNAMIC PANEL DATA MODELS
-
- Published online by Cambridge University Press:
- 23 June 2008, pp. 1321-1342
-
- Article
- Export citation
- Cited by 97
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
-
- Published online by Cambridge University Press:
- 17 March 2010, pp. 1577-1606
-
- Article
- Export citation
- Cited by 97
DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
-
- Published online by Cambridge University Press:
- 10 December 2015, pp. 158-195
-
- Article
- Export citation
- Cited by 97
Testing the Goodness of Fit of a Parametric Density Function by Kernel Method
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 316-356
-
- Article
- Export citation
- Cited by 96
Time Series Regression With a Unit Root and Infinite-Variance Errors
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 44-62
-
- Article
- Export citation
- Cited by 96
BAYESIAN INFERENCE BASED ONLY ON SIMULATED LIKELIHOOD: PARTICLE FILTER ANALYSIS OF DYNAMIC ECONOMIC MODELS
-
- Published online by Cambridge University Press:
- 17 May 2011, pp. 933-956
-
- Article
- Export citation
- Cited by 95
NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
-
- Published online by Cambridge University Press:
- 16 May 2002, pp. 197-251
-
- Article
- Export citation