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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 13
POINT DECISIONS FOR INTERVAL–IDENTIFIED PARAMETERS
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- 29 January 2014, pp. 334-356
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- Cited by 13
ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS
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- 04 April 2008, pp. 1131-1136
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- Cited by 13
THE ET INTERVIEW: PROFESSOR JAMES TOBIN
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- 01 December 1999, pp. 867-900
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A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION
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- 26 October 2009, pp. 710-743
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MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY
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- 06 September 2007, pp. 1108-1135
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ASYMPTOTIC MOMENTS OF SOME UNIT ROOT TEST STATISTICS IN THE NULL CASE
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- 01 February 1999, pp. 139-149
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NEAR SEASONAL INTEGRATION
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- 07 February 2001, pp. 70-86
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SUP-TESTS FOR LINEARITY IN A GENERAL NONLINEAR AR(1) MODEL
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- 04 November 2009, pp. 965-993
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TESTING FOR LONG MEMORY IN VOLATILITY
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- 24 September 2002, pp. 1291-1308
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THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
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- 25 April 2007, pp. 686-710
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On the Approximation of Saddlepoint Expansions in Statistics
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- 11 February 2009, pp. 900-916
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INSTRUMENTAL VARIABLES METHODS WITH HETEROGENEITY AND MISMEASURED INSTRUMENTS
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- 15 February 2016, pp. 69-104
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LIKELIHOOD-BASED INFERENCE IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS: by Søren Johansen, Oxford University Press, 1995
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- 01 August 1998, pp. 517-524
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On Asymptotic Inference in Linear Cointegrated Time Series Systems
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- 11 February 2009, pp. 692-745
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WORLDWIDE INSTITUTIONAL AND INDIVIDUAL RANKINGS IN ECONOMETRICS OVER THE PERIOD 1989–1999: AN UPDATE
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- 08 January 2003, pp. 165-224
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WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
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- 24 July 2015, pp. 1349-1375
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THE BEHAVIOR OF FORECAST ERRORS FROM A NEARLY INTEGRATED AR(1) MODEL AS BOTH SAMPLE SIZE AND FORECAST HORIZON BECOME LARGE
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- 01 April 1999, pp. 238-256
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Non-Normal Errors and the Distribution of OLS and 2SLS Structural Estimators
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- 18 October 2010, pp. 75-106
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ESTIMATION OF CHANGE-POINTS IN LINEAR AND NONLINEAR TIME SERIES MODELS
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- 04 December 2014, pp. 402-430
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RANDOM EFFECTS AND SPATIAL AUTOCORRELATION WITH EQUAL WEIGHTS
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- 30 August 2006, pp. 973-984
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