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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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Estimation of an Error in Variable Autoregressive Model
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 328-331
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EFFICIENT ESTIMATION OF INTEGRATED VOLATILITY FUNCTIONALS UNDER GENERAL VOLATILITY DYNAMICS
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- Published online by Cambridge University Press:
- 17 July 2020, pp. 664-707
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Power of Tests for Nonlinear Transformation in Regression Analysis
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- 11 February 2009, pp. 357-371
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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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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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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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SADDLEPOINT AND ESTIMATED SADDLEPOINT APPROXIMATIONS FOR OPTIMAL UNIT ROOT TESTS
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- 25 March 2011, pp. 1026-1047
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FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS
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- 10 August 2020, pp. 769-793
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EFFICIENT TWO-STEP GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATION AND TESTS WITH MARTINGALE DIFFERENCES
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- 29 June 2020, pp. 573-612
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ANALYSIS OF GLOBAL AND LOCAL OPTIMA OF REGULARIZED QUANTILE REGRESSION IN HIGH DIMENSIONS: A SUBGRADIENT APPROACH
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- 18 October 2022, pp. 233-277
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PROBLEMS AND SOLUTIONS
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- 01 February 1999, pp. 151-160
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INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES
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- 28 March 2022, pp. 443-480
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AVERAGE DENSITY ESTIMATORS: EFFICIENCY AND BOOTSTRAP CONSISTENCY
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- 23 December 2021, pp. 1140-1174
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ON THE ROBUSTNESS OF HYPOTHESIS TESTING BASED ON FULLY MODIFIED VECTOR AUTOREGRESSION WHEN SOME ROOTS ARE ALMOST ONE
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- 10 February 2004, pp. 341-359
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Valid Edgeworth Expansions of M-Estimators in Regression Models with Weakly Dependent Resfduals
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- 11 February 2009, pp. 331-346
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THE NATURE AND LOGIC OF ECONOMETRIC INFERENCE: THE 1942 HILLSIDE LECTURE
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- 14 May 2007, pp. 838-851
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CONSTRAINED SMOOTHING SPLINES
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- 01 February 1999, pp. 114-138
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VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF I(0), I(1), AND I(2) COMPONENTS
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- 15 December 2000, pp. 905-926
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Asymptotic Normality of a Class of Nonparametric Statistics
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- 11 February 2009, pp. 313-347
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DYNAMIC ASSET CORRELATIONS BASED ON VINES
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- 17 April 2018, pp. 167-197
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