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~person:"Robinson, Peter M."
~subject:"Estimation theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Graue Literatur"
~type_genre:"Handbook"
~type_genre:"Lehrbuch"
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Estimation theory
Zeitreihenanalyse
Time series analysis
26
Theorie
19
Theory
19
Cointegration
5
Kointegration
5
Schätztheorie
5
Stochastic process
4
Stochastischer Prozess
4
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3
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3
Nonparametric statistics
3
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2
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27
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27
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26
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25
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25
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3
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26
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Robinson, Peter M.
Gil-Alaña, Luis A.
155
Caporale, Guglielmo Maria
136
Koopman, Siem Jan
109
Franses, Philip Hans
86
McAleer, Michael
79
Phillips, Peter C. B.
75
Gao, Jiti
68
Sibbertsen, Philipp
66
Hyndman, Rob J.
63
Teräsvirta, Timo
61
Härdle, Wolfgang
60
Lütkepohl, Helmut
59
Pesaran, M. Hashem
55
Kunst, Robert M.
54
Lucas, André
54
Johansen, Søren
50
Marcellino, Massimiliano
49
Dijk, Herman K. van
48
Kapetanios, George
45
Koop, Gary
44
Maravall Herrero, Agustín
42
Nielsen, Morten Ørregaard
41
Dijk, Dick van
37
Feng, Yuanhua
37
Beran, Jan
34
Harvey, Andrew C.
33
Linton, Oliver
32
Lux, Thomas
32
Ravazzolo, Francesco
32
Swanson, Norman R.
32
Bauwens, Luc
29
Timmermann, Allan
29
Brakel, Jan A. van den
26
Saikkonen, Pentti
26
Fried, Roland
25
Grassi, Stefano
25
Hendry, David F.
25
Lanne, Markku
25
Medeiros, Marcelo C.
25
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London School of Economics and Political Science
1
Suntory-Toyota International Centre for Economics and Related Disciplines
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
15
Suntory and Toyota International Centres for Economics and Related Disciplines
8
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7
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1
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1
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1
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ECONIS (ZBW)
26
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Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
-
2013
Persistent link: https://www.econbiz.de/10009789503
Saved in:
2
Correlation testing in time series, spatial and cross-sectional data
Robinson, Peter M.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003805787
Saved in:
3
Inference on nonparametrically trending time series with frational errors
Robinson, Peter M.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003805794
Saved in:
4
On discrete sampling of time-varying continuous-time system
Robinson, Peter M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003492507
Saved in:
5
Fractional cointegration in stochastic volatility models
Silva, Afonso Gonçalves da
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003492513
Saved in:
6
Diagnostic testing for cointegration
Robinson, Peter M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003535630
Saved in:
7
Multiple local whittle estimation in stationary systems
Robinson, Peter M.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003563503
Saved in:
8
Modelling memory of economic and financial time series
Robinson, Peter M.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002814614
Saved in:
9
Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction
Robinson, Peter M.
-
2004
Persistent link: https://www.econbiz.de/10002034300
Saved in:
10
Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
-
2004
Persistent link: https://www.econbiz.de/10002093996
Saved in:
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