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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.
- Cited by 305
Estimation and Testing of Cointegrated Systems by an Autoregressive Approximation
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- 18 October 2010, pp. 1-27
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- Cited by 305
UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
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- 26 February 2008, pp. 726-748
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- Cited by 277
Statistical Inference in Regressions with Integrated Processes: Part 2
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- 18 October 2010, pp. 95-131
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- Cited by 269
A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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- 23 September 2005, pp. 1130-1164
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- Cited by 268
Markov Chain Monte Carlo Simulation Methods in Econometrics
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- 11 February 2009, pp. 409-431
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- Cited by 265
TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
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- 15 May 2002, pp. 776-799
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- Cited by 261
A NOTE ON THE CONVERGENCE OF NONPARAMETRIC DEA ESTIMATORS FOR PRODUCTION EFFICIENCY SCORES
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- 01 December 1998, pp. 783-793
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- Cited by 260
OPENING THE BLACK BOX: STRUCTURAL FACTOR MODELS WITH LARGE CROSS SECTIONS
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- 01 October 2009, pp. 1319-1347
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- Cited by 253
AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
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- 08 February 2005, pp. 232-261
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- Cited by 251
Variance Components Structures for the Extreme-Value and Logistic Distributions with Application to Models of Heterogeneity
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- 11 February 2009, pp. 185-213
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- Cited by 240
Inference in Models with Nearly Integrated Regressors
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- 11 February 2009, pp. 1131-1147
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- Cited by 238
Rethinking the Univariate Approach to Unit Root Testing: Using Covariates to Increase Power
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- 11 February 2009, pp. 1148-1171
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- Cited by 232
Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data
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- 18 October 2010, pp. 231-247
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- Cited by 226
A Stastistical Analysis of Cointegration for I(2) Variables
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- 11 February 2009, pp. 25-59
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- Cited by 224
CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS PRESENT ONLY UNDER THE ALTERNATIVE
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- 01 June 1998, pp. 295-325
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- Cited by 215
Partially Adaptive Estimation of Regression Models via the Generalized T Distribution
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- 18 October 2010, pp. 428-457
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- Cited by 214
Partially Identified Econometric Models
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- 18 October 2010, pp. 181-240
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- Cited by 212
Optimal Prediction Under Asymmetric Loss
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- 11 February 2009, pp. 808-817
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- Cited by 211
ASYMPTOTICS AND CONSISTENT BOOTSTRAPS FOR DEA ESTIMATORS IN NONPARAMETRIC FRONTIER MODELS
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- 17 July 2008, pp. 1663-1697
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- Cited by 209
Convergence to Stochastic Integrals for Dependent Heterogeneous Processes
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- 18 October 2010, pp. 489-500
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