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~isPartOf:"CREATES research paper"
~isPartOf:"Econometric theory"
~isPartOf:"Energy economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Robinson, Peter M."
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Robinson, Peter M.
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CREATES research paper
Econometric theory
Energy economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
20
Econometrics papers
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Suntory and Toyota International Centres for Economics and Related Disciplines
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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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LSE STICERD Research Paper
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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ECONIS (ZBW)
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Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
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2
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:
3
On discrete sampling of time-varying continuous-time systems
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 985-994
Persistent link: https://www.econbiz.de/10003875911
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4
Fractional cointegration in stochastic volatility models
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1207-1253
Persistent link: https://www.econbiz.de/10003748745
Saved in:
5
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:
6
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
Robinson, Peter M.
;
Henry, Mark S.
- In:
Econometric theory
15
(
1999
)
3
,
pp. 299-336
Persistent link: https://www.econbiz.de/10001434304
Saved in:
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