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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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Prediction Error Variances under Heteroscedasticity
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 293-294
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USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS
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- Published online by Cambridge University Press:
- 04 April 2008, pp. 1063-1092
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A New Test for Nonstationarity Against the Stable Alternative
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- 11 February 2009, pp. 81-104
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NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYSIS, by Helmut Lütkepohl, Springer, 2005
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- Published online by Cambridge University Press:
- 30 August 2006, pp. 961-967
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SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION
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- 17 November 2014, pp. 1192-1228
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KERNEL ESTIMATION OF SPOT VOLATILITY WITH MICROSTRUCTURE NOISE USING PRE-AVERAGING
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- 18 October 2022, pp. 558-607
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TESTING FOR STRUCTURAL CHANGE IN THE PRESENCE OF AUXILIARY MODELS
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- 01 December 2004, pp. 1168-1202
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Nested Effects
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- 11 February 2009, pp. 658-659
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Errors in Variables and Cointegration
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- 11 February 2009, pp. 60-80
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A Mixed-Error Component Model
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- 11 February 2009, pp. 192-193
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An Inequality Involving Submatrices
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- 11 February 2009, p. 191
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Standard Errors for the Long-Run Variance Matrix
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- 11 February 2009, pp. 305-306
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Bayesian Forecasting of Economic Time Series
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- 11 February 2009, pp. 483-513
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ACKNOWLEDGMENT OF RELATED PRIOR WORK
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- Published online by Cambridge University Press:
- 03 November 2006, pp. 1177-1178
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APPROXIMATION OF THE ASYMPTOTIC DISTRIBUTION OF THE LOG LIKELIHOOD RATIO TEST FOR COINTEGRATION
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- 01 December 1999, pp. 789-813
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BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES
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- 04 September 2018, pp. 653-683
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ON PLUG-IN ESTIMATION OF LONG MEMORY MODELS
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- 31 March 2005, pp. 431-454
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THE EFFECTS OF DIFFERENCING ON THE GAUSSIAN LIKELIHOOD OF MODELS WITH UNOBSERVABLE STOCHASTIC TRENDS: A SIMPLE EXAMPLE
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- 01 August 2009, pp. 903-913
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HETEROSKEDASTICITY AUTOCORRELATION ROBUST INFERENCE IN TIME SERIES REGRESSIONS WITH MISSING DATA
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- 25 May 2018, pp. 601-629
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DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
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- 06 September 2007, pp. 1248-1253
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