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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 9
GENERALIZED ADDITIVE PARTIAL LINEAR MODELS WITH HIGH-DIMENSIONAL COVARIATES
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- Published online by Cambridge University Press:
- 07 August 2013, pp. 1136-1161
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Bandwidth Selection in Semiparametric Estimation of Censored Linear Regression Models
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- 11 February 2009, pp. 123-150
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TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS
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- 21 February 2013, pp. 920-940
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FAST RATES FOR ESTIMATION ERROR AND ORACLE INEQUALITIES FOR MODEL SELECTION
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- 15 January 2008, pp. 545-552
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ENDOGENEITY IN SEMIPARAMETRIC THRESHOLD REGRESSION
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- 27 May 2021, pp. 562-595
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VALID EDGEWORTH EXPANSION FOR THE SAMPLE AUTOCORRELATION FUNCTION UNDER LONG RANGE DEPENDENCE
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- 07 February 2001, pp. 257-275
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ON THE ALTERNATIVE LONG-RUN VARIANCE RATIO TEST FOR A UNIT ROOT
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- 15 March 2006, pp. 347-372
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FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC
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- 04 August 2003, pp. 744-753
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The Asymptotic Distributions Of Some Test Statistics in Near-Integrated AR Processes
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- 11 February 2009, pp. 306-330
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SEMIPARAMETRIC STRUCTURAL MODELS OF BINARY RESPONSE: SHAPE RESTRICTIONS AND PARTIAL IDENTIFICATION
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- 30 July 2012, pp. 231-266
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A NOTE ON THE POWER OF BOOTSTRAP UNIT ROOT TESTS
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- 08 January 2003, pp. 32-48
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A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
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- 23 May 2006, pp. 543-586
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DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION
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- 04 November 2010, pp. 609-638
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Comparison of t-Ratios
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 145-146
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DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS
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- 10 September 2018, pp. 777-815
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A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES
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- 01 February 2009, pp. 195-210
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NONPARAMETRIC INFERENCE FOR CONDITIONAL QUANTILES OF TIME SERIES
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- 16 January 2013, pp. 673-698
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ESTIMATION AND INFERENCE IN ECONOMETRICSRussell Davidson and James G. MacKinnon Oxford University Press, 1993
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- 11 February 2009, pp. 631-635
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LEAST ABSOLUTE DEVIATION ESTIMATION FOR UNIT ROOT PROCESSES WITH GARCH ERRORS
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- 01 October 2009, pp. 1208-1227
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A Note on the Efficient Semiparametric Estimation of Some Exponential Panel Models
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- 11 February 2009, pp. 583-588
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