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~institution:"London School of Economics (LSE)"
~institution:"Suntory-Toyota International Centre for Economics and Related Disciplines"
~person:"Robinson, Peter M."
~subject:"Kointegration"
~subject:"long range dependence"
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Kointegration
long range dependence
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cointegration analysis. AMS 2000 subject classifications : Primary 62M10
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Robinson, Peter M.
Marinucci, D.
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Nishiyama, Yoshihiko
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London School of Economics (LSE)
Suntory-Toyota International Centre for Economics and Related Disciplines
Centre for Microdata Methods and Practice <London>
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London School of Economics and Political Science
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002814654
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Narrow-band analysis of nonstationary processes
Marinucci, D.
;
Robinson, Peter M.
-
London School of Economics (LSE)
-
2001
results can be applied in fractional
cointegration
with unknown integration orders. …
Persistent link: https://www.econbiz.de/10010928796
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