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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 12
INFERENCE ON SEGMENTED COINTEGRATION
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- Published online by Cambridge University Press:
- 06 June 2003, pp. 620-639
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SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS
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- 23 February 2016, pp. 413-438
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ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS
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- 16 May 2002, pp. 525-530
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The Bias of Bootstrapped Versus Conventional Standard Errors in the General Linear and SUR Models
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- 18 October 2010, pp. 258-275
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LEAST ABSOLUTE DEVIATIONS REGRESSION UNDER NONSTANDARD CONDITIONS
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- 27 July 2001, pp. 820-852
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NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY
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- 21 May 2012, pp. 90-114
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Open Higher Order Continuous-Time Dynamic Model with Mixed Stock and Flow Data and Derivatives of Exogenous Variables
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- 11 February 2009, pp. 404-408
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OPTIMALITY FOR THE INTEGRATED CONDITIONAL MOMENT TEST
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- 01 October 1999, pp. 710-718
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REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS
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- 06 November 2014, pp. 71-121
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Weak Convergence to a Matrix Stochastic Integral with Stable Processes
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- 11 February 2009, pp. 506-528
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CONSISTENT ESTIMATION IN COINTEGRATED VECTOR AUTOREGRESSIVE MODELS WITH NONLINEAR TIME TRENDS IN COINTEGRATING RELATIONS
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- 03 March 2001, pp. 296-326
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THE ET INTERVIEW: PROFESSOR ROBERT F. ENGLE, JANUARY 2003
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- 24 September 2003, pp. 1159-1193
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A DIALOGUE CONCERNING A NEW INSTRUMENT FOR ECONOMETRIC MODELING
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- 08 February 2005, pp. 278-297
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MODIFIED KPSS TESTS FOR NEAR INTEGRATION
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- 30 January 2007, pp. 355-363
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TESTING FOR EXOGENEITY IN THRESHOLD MODELS
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- 13 August 2009, pp. 231-259
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A REPRESENTATION THEORY FOR POLYNOMIAL COFRACTIONALITY IN VECTOR AUTOREGRESSIVE MODELS
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- 04 November 2009, pp. 1201-1217
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Priors For The Ar(1) Model: Parameterization Issues and Time Series Considerations
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- 11 February 2009, pp. 579-595
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ON VARIABLE SELECTION IN LINEAR REGRESSION
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- 17 May 2002, pp. 913-925
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MINIMAX REGRET TREATMENT CHOICE WITH INCOMPLETE DATA AND MANY TREATMENTS
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- 06 December 2006, pp. 190-199
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A Comparison of Variance Components Estimators Using Balanced Versus Unbalanced Data
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- 11 February 2009, pp. 283-285
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