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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 4
LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS
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- 05 November 2014, pp. 671-702
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REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES
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- 01 December 2009, pp. 1589-1624
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PARAMETRIC SPECIFICATION TEST FOR NONLINEAR AUTOREGRESSIVE MODELS
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- 02 October 2014, pp. 1078-1101
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STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE
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- 17 October 2017, pp. 1159-1179
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Bayesian Encompassing Tests of a Unit Root Hypothesis
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- 11 February 2009, pp. 747-763
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Limit Theory in Cointegrated Vector Autoregressions
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- 11 February 2009, pp. 150-153
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UNIT ROOT TEST WITH HIGH-FREQUENCY DATA
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- Published online by Cambridge University Press:
- 08 April 2021, pp. 113-171
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COMPLEMENTARITY AND IDENTIFICATION
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- 20 September 2016, pp. 1154-1185
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Advanced EconometricsByTakeshi Amemiya, Harvard University Press, 1986
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- 11 February 2009, pp. 153-158
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ESTIMATION OF EXCESS RETURNS FROM DERIVATIVE PRICES AND TESTING FOR RISK NEUTRAL PRICING
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- 27 July 2001, pp. 785-819
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MEASUREMENT ERRORS AND CENSORED STRUCTURAL LATENT VARIABLES MODELS
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- 25 November 2011, pp. 696-703
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THE DEVELOPMENT OF ECONOMETRICS AT LSE IN THE LAST 30 YEARS
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- 20 March 2003, pp. 429-438
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The Exact Bias of Wald's Estimation
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- 11 February 2009, p. 162
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The Identifiability of the Mixed Proportional Hazards Model with Time-Varying Coefficients
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- 11 February 2009, pp. 733-738
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TAIL BEHAVIOR OF STOPPED LÉVY PROCESSES WITH MARKOV MODULATION
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- 13 July 2021, pp. 986-1013
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SIMULTANEOUS EQUATIONS MODELS WITH HIGHER-ORDER SPATIAL OR SOCIAL NETWORK INTERACTIONS
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- 28 March 2022, pp. 1154-1201
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INTEGRATED MARKOV-SWITCHING GARCH PROCESS
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- 01 October 2009, pp. 1277-1288
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LOCALIZED MODEL SELECTION FOR REGRESSION
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- 15 January 2008, pp. 472-492
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Estimation of a Single Structural Equation with Structural Change
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- 18 October 2010, pp. 86-96
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MODEL-FREE INFERENCE FOR TAIL RISK MEASURES
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- 10 November 2014, pp. 122-153
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