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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
TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT
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- 16 November 2018, pp. 1201-1233
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A COMPARISON OF ALTERNATIVE APPROACHES TO SUPREMUM-NORM GOODNESS-OF-FIT TESTS WITH ESTIMATED PARAMETERS
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- 21 February 2013, pp. 969-1008
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SEMIPARAMETRIC EFFICIENCY BOUNDS FOR CONDITIONAL MOMENT RESTRICTION MODELS WITH DIFFERENT CONDITIONING VARIABLES
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- 15 April 2015, pp. 917-946
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Spectral Analysis for Bivariate Time Series with Long Memory
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 773-792
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LARGE SYSTEM OF SEEMINGLY UNRELATED REGRESSIONS: A PENALIZED QUASI-MAXIMUM LIKELIHOOD ESTIMATION PERSPECTIVE
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- 27 May 2019, pp. 526-558
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REDUNDANCY OF MOMENT CONDITIONS AND THE EFFICIENCY OF OLS IN SUR MODELS
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- 09 July 2008, pp. 1456-1460
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THE HISTORY OF ECONOMETRIC IDEAS Mary S. Morgan Cambridge University Press, 1990
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- 11 February 2009, pp. 371-383
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SEMIPARAMETRIC ESTIMATION OF PARTIALLY LINEAR TRANSFORMATION MODELS UNDER CONDITIONAL QUANTILE RESTRICTION
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- 19 December 2014, pp. 458-497
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ECONOMETRICS: by Fumio Hayashi, Princeton University Press, 2000
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- 17 May 2002, pp. 1000-1006
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Robust Estimation of Regression Models with Dependent Regressors: The Functional Least Squares Approach
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- 18 October 2010, pp. 132-150
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OPTIMAL AUXILIARY PRIORS AND REVERSIBLE JUMP PROPOSALS FOR A CLASS OF VARIABLE DIMENSION MODELS
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- 27 April 2020, pp. 49-81
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Improving Some Instrumental Variables Test Procedures
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- 18 October 2010, pp. 240-262
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EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY
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- 01 August 2009, pp. 958-984
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AN ADAPTIVE TEST OF STOCHASTIC MONOTONICITY
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- 16 June 2020, pp. 495-536
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The Cowles Commission, the Brookings Project, and the Econometric Services Industry: Successes and Possible New Directions: A Personal View
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- 18 October 2010, pp. 383-401
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- Cited by 3
Estimation of an Error in Variable Autoregressive Model
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- 18 October 2010, pp. 328-331
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UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH
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- 14 July 2016, pp. 874-914
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EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS
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- 17 July 2020, pp. 664-707
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SPECIFICATION TESTING WHEN THE NULL IS NONPARAMETRIC OR SEMIPARAMETRIC
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- 18 September 2014, pp. 1281-1309
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BIAS CORRECTION OF SEMIPARAMETRIC LONG MEMORY PARAMETER ESTIMATORS VIA THE PREFILTERED SIEVE BOOTSTRAP
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- 18 March 2016, pp. 578-609
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