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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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Econometric Society Australasian Meetings 1997 (ESAM97)
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- Published online by Cambridge University Press:
- 01 December 1998, pp. 800-801
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Moore-Penrose Inverse of a Symmetric Matrix
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- Published online by Cambridge University Press:
- 11 February 2009, p. 703
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A Matrix Equality Applicable in the Analysis of Mean-and-Covariance Structures
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- 11 February 2009, p. 691
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REGRESSOR DIMENSION REDUCTION WITH ECONOMIC CONSTRAINTS: THE EXAMPLE OF DEMAND SYSTEMS WITH MANY GOODS
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- 16 August 2012, pp. 1087-1120
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ISSUES CONCERNING THE APPROXIMATION UNDERLYING THE SPECTRAL REPRESENTATION THEOREM
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- 10 February 2004, pp. 417-426
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NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS
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- 20 January 2022, pp. 357-388
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The Limits to Rational Expectations by M. Hashem Pesaran Basil Blackwell, 1987
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- 11 February 2009, pp. 103-106
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NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC
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- 09 July 2008, pp. 1443-1455
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The Null Distribution of Nonnested Tests with Nearly Orthogonal Regression Models
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- 11 February 2009, pp. 1177-1178
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Asymptotic Properties of One-step Estimator Obtained from an Optimal Step-size
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- 18 October 2010, pp. 359-361
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Efficient Estimation with Serial Correlation and Lagged Dependent Variables
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- 18 October 2010, pp. 355-356
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Ordering of Covariance Matrices
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- 11 February 2009, p. 796
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Structural Estimation Under Partial Identification
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- 18 October 2010, pp. 172-173
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Asymptotic Properties of OLS and GLS
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- 18 October 2010, pp. 171-172
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Reply
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- Published online by Cambridge University Press:
- 18 October 2010, pp. 70-76
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Optimal Instrumental Variable Estimator of the AR Parameter of an ARMA (1,1) Process
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- 18 October 2010, p. 173
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IDENTIFICATION AND INFERENCE IN A QUANTILE REGRESSION DISCONTINUITY DESIGN UNDER RANK SIMILARITY WITH COVARIATES
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- 02 August 2023, pp. 172-217
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AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A Colloquium for ET's 20th Anniversary
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- 08 February 2005, pp. 1-2
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Some Exact Distribution Results for the Partially Restricted Reduced form Estimator
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- 11 February 2009, pp. 140-171
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A NEW METHOD FOR OBTAINING THE AUTOCOVARIANCE OF AN ARMA MODEL: AN EXACT FORM SOLUTION: Acknowledgment of Priority and Correction Note: Econometric Theory (1998) 14 (5), 622–640
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- 01 April 2000, pp. 280-282
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