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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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On the Best Unbiased Estimate for the Mean of a Short Autoregressive Time Series
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- 18 October 2010, pp. 120-126
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03.2.1. Fixed Effects Estimation of the Population-Averaged Slopes in a Panel Data Random Coefficient Model—Solution
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- 11 June 2004, pp. 428-429
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Consistency Via Type 2 Inequalities: A Generalization of Wu's Theorem
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- 18 October 2010, pp. 272-286
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CONTINUOUSLY UPDATED INDIRECT INFERENCE IN HETEROSKEDASTIC SPATIAL MODELS
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- Published online by Cambridge University Press:
- 22 September 2021, pp. 107-145
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LIMIT THEORY FOR LOCALLY FLAT FUNCTIONAL COEFFICIENT REGRESSION
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- 14 July 2022, pp. 900-949
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INSTRUMENTAL VARIABLE QUANTILE REGRESSION WITH MISCLASSIFICATION
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- 13 March 2020, pp. 169-204
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HOW TO AVOID THE ZERO-POWER TRAP IN TESTING FOR CORRELATION
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- 01 March 2021, pp. 1292-1324
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ESTIMATES OF DERIVATIVES OF (LOG) DENSITIES AND RELATED OBJECTS
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- 27 December 2021, pp. 321-356
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APERIODIC DYNAMICS IN THE BERGSTROM/WYMER MODEL OF THE UNITED KINGDOM
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- 01 August 2009, pp. 1099-1111
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LINEAR NONSTATIONARY MODELS—A REVIEW OF THE WORK OF PROFESSOR P.C.B. PHILLIPS
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- 10 March 2014, pp. 815-838
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SPECIFICATION TESTING IN NONPARAMETRIC INSTRUMENTAL QUANTILE REGRESSION
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- 07 January 2020, pp. 583-625
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ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS
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- 21 October 2019, pp. 559-582
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NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS
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- 26 October 2020, pp. 892-925
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STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA
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- 21 May 2012, pp. 1186-1228
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Spurious Regression and Generalized Least Squares
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- 11 February 2009, pp. 967-968
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Moore-Penrose Inverse of a Matrix Product with Normal Matrix
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- 11 February 2009, pp. 653-654
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LINK OF MOMENTS BEFORE AND AFTER TRANSFORMATIONS, WITH AN APPLICATION TO RESAMPLING FROM FAT-TAILED DISTRIBUTIONS
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- 04 June 2018, pp. 630-652
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Confidence Sets for the Coefficients Vector of a Linear Regression Model with Nonspherical Disturbances
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- 11 February 2009, pp. 406-429
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03.3.2. The Asymptotic Distribution of the Dickey–Fuller Statistic under Nonnegativity Constraint—Solution
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- 01 August 2004, pp. 808-810
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Cumulative Index To Volume 10, 1994
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- 11 February 2009, pp. 971-976
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