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~person:"Robinson, Peter M."
~subject:"ARCH model"
~subject:"Asymptotic normality"
~subject:"Korrelation"
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Search: subject_exact:"Estimation theory"
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ARCH model
Asymptotic normality
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Estimation theory
80
Schätztheorie
80
Theorie
30
Theory
30
Time series analysis
23
Zeitreihenanalyse
23
Nichtparametrisches Verfahren
19
Nonparametric statistics
19
Regression analysis
10
Regressionsanalyse
10
Autocorrelation
7
Autokorrelation
7
Panel
7
Panel study
7
Estimation
6
Räumliche Interaktion
6
Spatial interaction
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
Regional economics
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Regionalökonomik
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Schätzung
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Statistical theory
5
Statistische Methodenlehre
5
Cointegration
4
Edgeworth expansion
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Kointegration
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Spatial autoregression
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Statistical test
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Statistischer Test
4
ARCH-Modell
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Correlation
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Panel data
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Consistency
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English
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Robinson, Peter M.
Francq, Christian
27
Linton, Oliver
26
Zakoïan, Jean-Michel
23
Hafner, Christian M.
22
Pesaran, M. Hashem
21
Teräsvirta, Timo
19
Wolf, Michael
18
Fan, Jianqing
17
Ledoit, Olivier
17
Audrino, Francesco
16
Li, Degui
16
Rahbek, Anders
16
Bauwens, Luc
15
Engle, Robert F.
15
Phillips, Peter C. B.
15
Ardia, David
14
Shephard, Neil G.
13
Sheppard, Kevin
13
Kapetanios, George
12
Koopman, Siem Jan
12
Kumar, Dilip
12
Croux, Christophe
11
Boudt, Kris
10
Fiorentini, Gabriele
10
Sentana, Enrique
10
Silvennoinen, Annastiina
10
Corsi, Fulvio
9
Giraitis, Liudas
9
Lucas, André
9
Lütkepohl, Helmut
9
Maheswaran, S.
9
McAleer, Michael
9
Nielsen, Morten Ørregaard
9
Pedersen, Rasmus Søndergaard
9
Trojani, Fabio
9
Wang, Hansheng
9
Xiu, Dacheng
9
Bailey, Natalia
8
Bibinger, Markus
8
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8
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Suntory and Toyota International Centres for Economics and Related Disciplines
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Journal of econometrics
3
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2
Econometric theory
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ECONIS (ZBW)
7
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1
Inference on trending panel data
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 282-304
Persistent link: https://www.econbiz.de/10012110387
Saved in:
2
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu
;
Robinson, Peter M.
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 92-107
Persistent link: https://www.econbiz.de/10011974555
Saved in:
3
Non-nested testing of spatial correlation
Delgado, Miguel A.
;
Robinson, Peter M.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 385-401
Persistent link: https://www.econbiz.de/10011499542
Saved in:
4
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:
5
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
6
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
-
2000
Persistent link: https://www.econbiz.de/10001551057
Saved in:
7
A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
2000
Persistent link: https://www.econbiz.de/10001490719
Saved in:
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