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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
TIME-INVARIANT REGRESSOR IN NONLINEAR PANEL MODEL WITH FIXED EFFECTS
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- Published online by Cambridge University Press:
- 31 March 2005, pp. 455-469
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- Cited by 4
COMBINING ESTIMATES OF CONDITIONAL TREATMENT EFFECTS
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- Published online by Cambridge University Press:
- 06 November 2018, pp. 1089-1110
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Iterative Estimation in Partitioned Regression Models
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 869-870
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The Joint Moment Generating Function of Quadratic Forms in Multivariate Autoregressive Series
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- 11 February 2009, pp. 682-704
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THE JOINT MOMENT GENERATING FUNCTION OF QUADRATIC FORMS IN MULTIVARIATE AUTOREGRESSIVE SERIES: The Case with Deterministic Components
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- Published online by Cambridge University Press:
- 07 February 2001, pp. 222-246
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EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES
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- Published online by Cambridge University Press:
- 10 October 2013, pp. 357-371
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AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)/UNIT ROOT MODEL FOR PANEL DATA
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- Published online by Cambridge University Press:
- 05 April 2007, pp. 519-535
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A Kronecker Matrix Inequality with a Statistical Application
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 654-655
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04.1.1. A Hausman Test Based on the Difference between Fixed Effects Two-Stage Least Squares and Error Components Two-Stage Least Squares
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- Published online by Cambridge University Press:
- 05 March 2004, pp. 223-224
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LINEARIZATION OF RANDOMLY WEIGHTED EMPIRICALS UNDER LONG RANGE DEPENDENCE WITH APPLICATIONS TO NONLINEAR REGRESSION QUANTILES
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- Published online by Cambridge University Press:
- 01 June 2000, pp. 301-323
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CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS
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- 22 February 2019, pp. 1-47
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AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
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- 08 February 2022, pp. 412-441
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BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
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- Published online by Cambridge University Press:
- 12 April 2022, pp. 659-692
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THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS
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- 20 August 2013, pp. 1289-1313
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A NEW MULTILEVEL MODELING APPROACH FOR CLUSTERED SURVIVAL DATA
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- 03 March 2020, pp. 707-750
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A PARAMETRIC CHARACTERIZATION OF INTEGRATED VECTOR AUTOREGRESSIVE (VAR) PROCESSES
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- Published online by Cambridge University Press:
- 01 April 1998, pp. 187-199
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Proffessor E. J. Hannnan
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 263-290
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TRUNCATED SUM OF SQUARES ESTIMATION OF FRACTIONAL TIME SERIES MODELS WITH DETERMINISTIC TRENDS
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- Published online by Cambridge University Press:
- 01 July 2019, pp. 751-772
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The Asymptotic Distribution of the Iterated Gauss-Newton Estimators of an ARIMA Process
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- 11 February 2009, pp. 490-494
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A SIMPLE ITERATIVE Z-ESTIMATOR FOR SEMIPARAMETRIC MODELS
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- Published online by Cambridge University Press:
- 12 April 2018, pp. 111-141
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