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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.
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Differentiation of an Exponential Matrix Function
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 1182-1185
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RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS
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- 06 September 2007, pp. 1033-1082
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A GENERALIZATION OF THE BURRIDGE–GUERRE NONPARAMETRIC UNIT ROOT TEST
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- 23 May 2006, pp. 756-761
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ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS
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- 01 June 2000, pp. 324-346
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VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN
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- 20 March 2003, pp. 495-511
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Equivariance of an Instrumental Variable (IV) Estimator in the Linear Regression Model
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- 11 February 2009, p. 464
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TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES
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- 04 April 2008, pp. 1093-1129
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Estimation of a Triangular, Seemingly Unrelated, Regression System by OLS
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- 11 February 2009, p. 463
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QUANTILE DOUBLE AUTOREGRESSION
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- 25 June 2021, pp. 793-839
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ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS
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- 31 January 2003, pp. 311-321
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UNIT ROOT TEST WITH HIGH-FREQUENCY DATA
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- 08 April 2021, pp. 113-171
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REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES
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- 01 December 2009, pp. 1589-1624
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OPTIMAL VERSUS ROBUST INFERENCE IN NEARLY INTEGRATED NON-GAUSSIAN MODELS
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- 05 March 2004, pp. 23-55
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ROBUST OPTIMAL TESTS FOR CAUSALITY IN MULTIVARIATE TIME SERIES
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- 04 April 2008, pp. 948-987
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Evaluating Models: A Review of L.G. Godfrey Misspecification Tests in Econometrics Econometric Society Monographs No. 16 Cambridge University Press, 1988, pp. 252+xii, $49.50
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- 11 February 2009, pp. 273-281
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Limit Theory in Cointegrated Vector Autoregressions
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- 11 February 2009, pp. 150-153
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LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS
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- 05 November 2014, pp. 671-702
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STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE
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- 17 October 2017, pp. 1159-1179
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A NONPARAMETRIC ESTIMATOR FOR THE COVARIANCE FUNCTION OF FUNCTIONAL DATA
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- 18 November 2014, pp. 1359-1381
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REX BERGSTROM’S CONTRIBUTIONS TO CONTINUOUS TIME MACROECONOMETRIC MODELING
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- 01 August 2009, pp. 1087-1098
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