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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.
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PARTIAL REDUNDANCY OF MOMENT CONDITIONS
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- Published online by Cambridge University Press:
- 16 May 2002, pp. 531-539
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04.3.1 An I(2) Model for VAR(1) Processes
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- Published online by Cambridge University Press:
- 08 June 2004, pp. 639-640
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ON EFFICIENCY GAINS FROM MULTIPLE INCOMPLETE SUBSAMPLES
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- Published online by Cambridge University Press:
- 04 September 2019, pp. 488-525
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HOW RELIABLE ARE BOOTSTRAP-BASED HETEROSKEDASTICITY ROBUST TESTS?
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- Published online by Cambridge University Press:
- 27 April 2022, pp. 789-847
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HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?
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- 03 June 2022, pp. 848-880
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COMMENTS ON NEUBERG'S REVIEW OF THE HISTORY OF ECONOMETRIC IDEAS
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- 11 February 2009, pp. 384-385
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INFERENCE ON GARCH-MIDAS MODELS WITHOUT ANY SMALL-ORDER MOMENT
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- 12 May 2023, pp. 1-34
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The Estimation of Linear Stochastic Models with Covariance Restrictions
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- 18 October 2010, pp. 403-427
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ESTIMATION OF VOLATILITY FUNCTIONS IN JUMP DIFFUSIONS USING TRUNCATED BIPOWER INCREMENTS
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- 08 October 2020, pp. 926-958
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Hausman's Specification Test as a Gauss-Newton Regression
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- Published online by Cambridge University Press:
- 11 February 2009, p. 757
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Correcting for Heteroskedasticity of Unspecified Form
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- 05 March 2004, p. 224
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A Derivation of the Limited Information Maximum Likelihood Estimator
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- 18 October 2010, pp. 301-302
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SOLUTIONS: Testing for Correlated Effects in Panels
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 405-406
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CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES
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- Published online by Cambridge University Press:
- 03 October 2016, pp. 1121-1153
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PROBLEMS AND SOLUTIONS
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- Published online by Cambridge University Press:
- 17 May 2002, pp. 1007-1017
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INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY
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- 11 January 2021, pp. 845-874
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Applied Nonparametric RegressionW. Härdle Cambridge University Press, 1990
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- 18 October 2010, pp. 413-419
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CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results”
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- Published online by Cambridge University Press:
- 18 February 2008, pp. 581-583
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ROBUSTIFIED EXPECTED MAXIMUM PRODUCTION FRONTIERS
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- 27 March 2020, pp. 346-387
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The Limit Variance of g
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 150-152
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