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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 4
SPECIFICATION OF VARIANCE MATRICES FOR PANEL DATA MODELS
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- Published online by Cambridge University Press:
- 19 June 2009, pp. 301-310
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Estimation of Time-Series Regressions with Autoregressive Disturbances and Missing Observations
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- 11 February 2009, p. 889
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DIRECTIONALLY DIFFERENTIABLE ECONOMETRIC MODELS
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- 22 August 2017, pp. 1101-1131
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A PARAMETRIC CHARACTERIZATION OF INTEGRATED VECTOR AUTOREGRESSIVE (VAR) PROCESSES
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- 01 April 1998, pp. 187-199
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TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS
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- 01 July 2019, pp. 751-772
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A NEW MULTILEVEL MODELING APPROACH FOR CLUSTERED SURVIVAL DATA
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- 03 March 2020, pp. 707-750
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FINITE-SAMPLE PROPERTIES OF FORECASTS FROM THE STATIONARY FIRST-ORDER AUTOREGRESSIVE MODEL UNDER A GENERAL ERROR DISTRIBUTION
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- 25 April 2007, pp. 767-773
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A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS
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- 12 April 2018, pp. 111-141
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THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS
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- 20 August 2013, pp. 1289-1313
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ASYMPTOTICALLY EFFICIENT ESTIMATION OF WEIGHTED AVERAGE DERIVATIVES WITH AN INTERVAL CENSORED VARIABLE
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- 23 September 2016, pp. 1218-1241
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03.6.1 The Central Limit Theorem for Student's Distribution—Solution
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- 01 December 2004, pp. 1261-1263
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THE ET INTERVIEW: PROFESSOR JAN KMENTA
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- 22 April 2005, pp. 621-645
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Median Unbiasedness of Estimators of Panel Data Censored Regression Models
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- 11 February 2009, pp. 499-503
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Continuous Time Econometric ModellingA.R. Bergstrom Oxford University Press, 1991
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- 18 October 2010, pp. 571-579
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ASYMPTOTIC EFFICIENCY OF THE ORDINARY LEAST SQUARES ESTIMATOR FOR REGRESSIONS WITH UNSTABLE REGRESSORS
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- 17 July 2002, pp. 1121-1138
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IDENTIFICATION IN DISCRETE MARKOV DECISION MODELS
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- 23 September 2014, pp. 521-538
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AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM
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- 06 December 2006, pp. 106-154
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TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL
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- 09 June 2021, pp. 536-561
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Calculating the Distribution of the Serial Correlation Estimator by Saddlepoint Integration
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- 11 February 2009, pp. 458-480
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UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS
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- 25 February 2014, pp. 775-814
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