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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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HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?
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- Published online by Cambridge University Press:
- 27 April 2022, pp. 789-847
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HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?
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- 03 June 2022, pp. 848-880
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COINTEGRATION AND REPRESENTATION OF COINTEGRATED AUTOREGRESSIVE PROCESSES IN BANACH SPACES
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- 20 April 2022, pp. 737-788
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ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS
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- 08 October 2020, pp. 926-958
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LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION
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- 23 March 2020, pp. 138-168
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PROBLEMS AND SOLUTIONS
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- Published online by Cambridge University Press:
- 17 May 2002, pp. 1007-1017
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Spurious Regression in Forecast-Encompassing Tests
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- 11 February 2009, pp. 818-819
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The Estimation of Linear Stochastic Models with Covariance Restrictions
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- 18 October 2010, pp. 403-427
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The Exact Bias of Wald's Estimator
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- 18 October 2010, p. 419
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COMMENTS ON NEUBERG'S REVIEW OF THE HISTORY OF ECONOMETRIC IDEAS
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- 11 February 2009, pp. 384-385
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On Point-Optimal Cox Tests
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- 18 October 2010, pp. 97-107
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Correcting for Heteroskedasticity of Unspecified Form
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- 05 March 2004, p. 224
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ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000
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- Published online by Cambridge University Press:
- 06 June 2003, pp. 665-674
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A Derivation of the Limited Information Maximum Likelihood Estimator
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- 18 October 2010, pp. 301-302
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SOLUTIONS: Testing for Correlated Effects in Panels
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- 11 February 2009, pp. 405-406
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Hausman's Specification Test as a Gauss-Newton Regression
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- 11 February 2009, p. 757
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CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”
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- 18 February 2008, pp. 581-583
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INFERENCE ON GARCH-MIDAS MODELS WITHOUT ANY SMALL-ORDER MOMENT
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- 12 May 2023, pp. 1-34
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INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY
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- 11 January 2021, pp. 845-874
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A Class of Bivariate Density Functions with Common Marginals
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- 11 February 2009, pp. 148-149
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