References

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• 1985A Theory of the Term Structure of Interest Rates8,333 cited
• 1977Efficiency Estimation from Cobb-Douglas Production Functions with Composed Error6,244 cited
• 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
• 1996Modeling the conditional distribution of interest rates as a regime-switching process1,492 cited
• 1990The Variance Gamma (V.G.) Model for Share Market Returns1,470 cited
• 1999Linear Regression Limit Theory for Nonstationary Panel Data1,409 cited
• 2003Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators806 cited
• 1993Simulated Moments Estimation of Markov Models of Asset Prices691 cited
• 1990Simulated Moments Estimation of Markov Models of Asset Prices617 cited
• 2006Maximum likelihood estimation of stochastic volatility models538 cited
• 1994Stochastic frontier models409 cited
• 2001Estimation of affine asset pricing models using the empirical characteristic function366 cited
• 2003Spectral GMM estimation of continuous-time processes285 cited
• 2006Autoregressive gamma processes