Most cited
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.
- Cited by 35
SEMIPARAMETRIC ESTIMATION WITH GENERATED COVARIATES
-
- Published online by Cambridge University Press:
- 04 June 2015, pp. 1140-1177
-
- Article
- Export citation
- Cited by 35
CONSISTENT AND CONSERVATIVE MODEL SELECTION WITH THE ADAPTIVE LASSO IN STATIONARY AND NONSTATIONARY AUTOREGRESSIONS
-
- Published online by Cambridge University Press:
- 01 September 2015, pp. 243-259
-
- Article
- Export citation
- Cited by 35
SOME EXTENSIONS OF A LEMMA OF KOTLARSKI
-
- Published online by Cambridge University Press:
- 14 March 2012, pp. 925-932
-
- Article
- Export citation
- Cited by 35
STATIONARITY AND MEMORY OF ARCH(∞) MODELS
-
- Published online by Cambridge University Press:
- 05 March 2004, pp. 147-160
-
- Article
- Export citation
- Cited by 35
ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL
-
- Published online by Cambridge University Press:
- 01 April 2009, pp. 336-363
-
- Article
- Export citation
- Cited by 35
Asymptotic Expansions in Nonstationary Vector Autoregressions
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 45-68
-
- Article
- Export citation
- Cited by 34
PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS
-
- Published online by Cambridge University Press:
- 12 December 2005, pp. 69-97
-
- Article
- Export citation
- Cited by 34
TESTING HYPOTHESES ABOUT ABSOLUTE CONCENTRATION CURVES AND MARGINAL CONDITIONAL STOCHASTIC DOMINANCE
-
- Published online by Cambridge University Press:
- 22 April 2008, pp. 1044-1062
-
- Article
- Export citation
- Cited by 34
Exact Moments for Autor1egressive and Random walk Models for a Zero or Stationary Initial Value
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 481-499
-
- Article
- Export citation
- Cited by 34
MEMORY PARAMETER ESTIMATION IN THE PRESENCE OF LEVEL SHIFTS AND DETERMINISTIC TRENDS
-
- Published online by Cambridge University Press:
- 07 August 2013, pp. 1196-1237
-
- Article
- Export citation
- Cited by 34
ESTIMATING WEAK GARCH REPRESENTATIONS
-
- Published online by Cambridge University Press:
- 05 October 2000, pp. 692-728
-
- Article
- Export citation
- Cited by 34
On Modeling Heteroskedasticity: The Student's t and Elliptical Linear Regression Models
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 286-315
-
- Article
- Export citation
- Cited by 33
Finite Sample Distributions of t and F Statistics in an AR(1) Model with Anexogenous Variable
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 387-408
-
- Article
- Export citation
- Cited by 33
MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION
-
- Published online by Cambridge University Press:
- 29 November 2013, pp. 509-535
-
- Article
- Export citation
- Cited by 33
Near Observational Equivalence and Theoretical size Problems with Unit Root Tests
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 724-731
-
- Article
- Export citation
- Cited by 33
THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS
-
- Published online by Cambridge University Press:
- 26 February 2008, pp. 809-822
-
- Article
- Export citation
- Cited by 33
PREDICTION/ESTIMATION WITH SIMPLE LINEAR MODELS: IS IT REALLY THAT SIMPLE?
-
- Published online by Cambridge University Press:
- 06 December 2006, pp. 1-36
-
- Article
- Export citation
- Cited by 33
Testing, Encompassing, and Simulating Dynamic Econometric Models
-
- Published online by Cambridge University Press:
- 11 February 2009, pp. 195-228
-
- Article
- Export citation
- Cited by 33
ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY
-
- Published online by Cambridge University Press:
- 01 February 2009, pp. 43-62
-
- Article
- Export citation
- Cited by 33
LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION
-
- Published online by Cambridge University Press:
- 01 December 2009, pp. 1466-1497
-
- Article
- Export citation