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~person:"Robinson, Peter M."
~subject:"ARCH model"
~subject:"Consistency"
~subject:"Korrelation"
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Search: subject_exact:"Estimation theory"
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Estimation theory
80
Schätztheorie
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Time series analysis
23
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23
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Robinson, Peter M.
Francq, Christian
27
Linton, Oliver
25
Zakoïan, Jean-Michel
24
Hafner, Christian M.
22
Pesaran, M. Hashem
21
Teräsvirta, Timo
19
Wolf, Michael
18
Fan, Jianqing
17
Ledoit, Olivier
17
Audrino, Francesco
16
Rahbek, Anders
16
Bauwens, Luc
15
Engle, Robert F.
15
Li, Degui
15
Phillips, Peter C. B.
15
Ardia, David
14
Fiorentini, Gabriele
13
Koopman, Siem Jan
13
Sentana, Enrique
13
Shephard, Neil G.
13
Sheppard, Kevin
13
Kapetanios, George
12
Kumar, Dilip
12
Croux, Christophe
11
Boudt, Kris
10
Silvennoinen, Annastiina
10
Corsi, Fulvio
9
Giraitis, Liudas
9
Lütkepohl, Helmut
9
Maheswaran, S.
9
McAleer, Michael
9
Pedersen, Rasmus Søndergaard
9
Trojani, Fabio
9
Wang, Hansheng
9
Xiu, Dacheng
9
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8
Bibinger, Markus
8
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8
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8
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Suntory and Toyota International Centres for Economics and Related Disciplines
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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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