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Diagnostic testing for cointegration
Robinson, Peter M. - In: Journal of econometrics 143 (2008) 1, pp. 206-225
Persistent link: https://www.econbiz.de/10003722599
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Cointegration in fractional systems with deterministic trends
Robinson, Peter M.; Iacone, Fabrizio - In: Journal of econometrics 129 (2005) 1/2, pp. 263-298
Persistent link: https://www.econbiz.de/10003172781
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Adapting to unknown disturbance autocorrelation in regression with long memory
Hidalgo, Javier; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1545-1581
Persistent link: https://www.econbiz.de/10001688094
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Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.; Hualde, J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 6, pp. 1727-1766
Persistent link: https://www.econbiz.de/10001841356
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Automatic frequency domain inference on semiparametric and nonparametric models
Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 5, pp. 1329-1363
Persistent link: https://www.econbiz.de/10001113283
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Semiparametric estimation from time series with long-range dependence
Cheng, Bing - In: Journal of econometrics 64 (1994) 1, pp. 335-353
Persistent link: https://www.econbiz.de/10001166422
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Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M. - In: Journal of econometrics 157 (2010) 1, pp. 6-17
Persistent link: https://www.econbiz.de/10008661876