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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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ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC UNDER LONG-MEMORY DEPENDENCE
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- Published online by Cambridge University Press:
- 01 December 1999, pp. 847-866
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REDUNDANCY OF LAGGED REGRESSORS REVISITED
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- Published online by Cambridge University Press:
- 30 January 2007, pp. 364-368
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TWO-STEP ESTIMATION OF QUANTILE PANEL DATA MODELS WITH INTERACTIVE FIXED EFFECTS
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- Published online by Cambridge University Press:
- 18 August 2022, pp. 419-446
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UNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORK
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- Published online by Cambridge University Press:
- 04 June 2021, pp. 1202-1248
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Testing for Correlated Effects in Panels
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- 11 February 2009, pp. 401-402
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ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION
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- 01 April 2009, pp. 305-335
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Effect of an Additional Regressor on R2
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- 18 October 2010, p. 352
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Gregory C. Chow
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- 11 February 2009, pp. 597-624
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THE ET INTERVIEW: PROFESSOR PHOEBUS J. DHRYMES
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- 17 July 2002, pp. 1221-1272
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The Maximum Rank Correlation Estimator and the Rank Estimator in Binary Choice Models
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- 11 February 2009, p. 313
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A Note on a Lagrange Multiplier Test for Testing an Autoregressive Unit Root
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- 11 February 2009, pp. 494-498
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COMMENT ON “WEAK CONVERGENCE TO A MATRIX STOCHASTIC INTEGRAL WITH STABLE PROCESSES”
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- 03 March 2011, pp. 907-911
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An Equivalence Relation for Two Symmetric Idempotent Matrices
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- 11 February 2009, p. 638
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COINTEGRATION AND DISTANCE BETWEEN INFORMATION SETS
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- 01 February 2000, pp. 102-111
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Approximate Distributions and Power of Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations
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- 18 October 2010, pp. 248-274
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Interpretation of Graphs that Compare the Distribution Functions of Estimators
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- 11 February 2009, pp. 97-102
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The Stationarity Conditions for an AR(2) Process and Schur's Theorem
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- 11 February 2009, pp. 1180-1182
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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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PROBLEMS AND SOLUTIONS
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- 01 February 1998, pp. 151-159
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Errata
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- 11 February 2009, p. 293
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