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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 94
FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION
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- Published online by Cambridge University Press:
- 07 June 2017, pp. 705-753
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- Cited by 94
Asymptotic Results for Generalized Wald Tests
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- Published online by Cambridge University Press:
- 11 February 2009, pp. 348-358
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- Cited by 94
A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS
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- 05 October 2000, pp. 740-778
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- Cited by 94
SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
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- 01 December 2004, pp. 1140-1167
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- Cited by 93
New Ways to Prove Central Limit Theorems
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- 18 October 2010, pp. 295-313
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- Cited by 91
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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- 01 June 2009, pp. 587-636
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- Cited by 91
Robust Model Selection and M-Estimation
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- 11 February 2009, pp. 478-493
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- Cited by 90
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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- 06 September 2007, pp. 43-71
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- Cited by 90
On the First-Order Autoregressive Process with Infinite Variance
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- 18 October 2010, pp. 354-362
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- Cited by 90
On Efficiency of Methods of Simulated Moments and Maximum Simulated Likelihood Estimation of Discrete Response Models
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- 18 October 2010, pp. 518-552
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- Cited by 90
MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
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- 15 December 2000, pp. 835-854
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- Cited by 89
CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES
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- 24 September 2002, pp. 1449-1459
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- Cited by 87
TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT
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- 01 June 2000, pp. 373-406
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- Cited by 87
MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES
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- 31 January 2003, pp. 254-279
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- Cited by 86
MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS
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- 30 August 2006, pp. 815-834
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- Cited by 86
Efficient Estimation of Linear and Type I Censored Regression Models Under Conditional Quantile Restrictions
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- 11 February 2009, pp. 295-317
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- Cited by 84
On Consistency and Inconsistency of Estimating Equations
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- 18 October 2010, pp. 305-330
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- Cited by 84
Nonparametric Regression Tests Based on Least Squares
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- 18 October 2010, pp. 435-451
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- Cited by 83
A CONSISTENT NONPARAMETRIC TEST OF PARAMETRIC REGRESSION MODELS UNDER CONDITIONAL QUANTILE RESTRICTIONS
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- 01 February 1998, pp. 123-138
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- Cited by 83
OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY
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- 22 August 2005, pp. 962-990
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