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subject:"Volatility"
type_genre:"Article in journal"
~person:"Robinson, Peter M."
~subject:"Cointegration"
~subject:"Time series analysis"
~subject:"USA"
~type_genre:"Working Paper"
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Search: subject_exact:"Estimation theory"
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Volatility
Cointegration
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USA
Estimation theory
61
Schätztheorie
61
Theorie
27
Theory
27
Zeitreihenanalyse
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
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9
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9
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7
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7
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6
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5
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3
Estimation
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Robinson, Peter M.
Phillips, Peter C. B.
74
Gao, Jiti
53
Johansen, Søren
44
Koopman, Siem Jan
42
Lütkepohl, Helmut
40
Nielsen, Morten Ørregaard
38
Teräsvirta, Timo
38
Franses, Philip Hans
32
Linton, Oliver
29
Pesaran, M. Hashem
28
Taylor, Robert
28
Lucas, André
27
Koop, Gary
25
Sibbertsen, Philipp
25
Kapetanios, George
24
Maravall Herrero, Agustín
23
Swanson, Norman R.
23
Chambers, Marcus J.
22
Gouriéroux, Christian
22
Bauwens, Luc
21
Härdle, Wolfgang
21
Cavaliere, Giuseppe
20
Diebold, Francis X.
19
Ghysels, Eric
19
Harvey, Andrew C.
19
Leybourne, Stephen James
19
McAleer, Michael
19
Peng, Bin
19
Sentana, Enrique
19
Hassler, Uwe
18
Perron, Pierre
18
Hyndman, Rob J.
17
Nielsen, Bent
17
Rahbek, Anders
17
Tauchen, George Eugene
17
Wagner, Martin
17
Boswijk, Herman Peter
16
Caporale, Guglielmo Maria
16
Croux, Christophe
16
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Journal of econometrics
7
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
Econometric theory
2
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2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
The review of economic studies
2
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
17
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1
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
Saved in:
2
Series estimation under cross-sectional dependence
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011591611
Saved in:
3
Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 435-452
Persistent link: https://www.econbiz.de/10011348967
Saved in:
4
Correlation testing in time series, spatial and cross-sectional data
Robinson, Peter M.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003805787
Saved in:
5
Inference on nonparametrically trending time series with frational errors
Robinson, Peter M.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003805794
Saved in:
6
The estimation of misspecified long memory models
Robinson, Peter M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 225-230
Persistent link: https://www.econbiz.de/10010256170
Saved in:
7
Semiparametric inference in multivariate fractionally cointegrated systems
Hualde, J.
;
Robinson, Peter M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 492-511
Persistent link: https://www.econbiz.de/10008662973
Saved in:
8
Inference on nonparametrically trending time series with fractional errors
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1716-1733
Persistent link: https://www.econbiz.de/10003904438
Saved in:
9
Root-n-consistent estimation of weak fractional cointegration
Hualde, J.
;
Robinson, Peter M.
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 450-484
Persistent link: https://www.econbiz.de/10003569882
Saved in:
10
Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction
Robinson, Peter M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 171-180
Persistent link: https://www.econbiz.de/10002674673
Saved in:
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