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Instrumental variables estimation of stationary and nonstationary cointegrating regressions
Robinson, Peter M. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003327205
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Semiparametric estimation of fractional cointegration
Hualdea, J. (contributor); Robinson, Peter M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332015
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Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary
Linton, Oliver (contributor); Song, Kyungchul (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003805782
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Correlation testing in time series, spatial and cross-sectional data
Robinson, Peter M. (contributor) - 2009
Persistent link: https://www.econbiz.de/10003805787
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Developments in the analysis of spatial data
Robinson, Peter M. (contributor) - 2009
Persistent link: https://www.econbiz.de/10003805790
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Inference on nonparametrically trending time series with frational errors
Robinson, Peter M. (contributor) - 2009
Persistent link: https://www.econbiz.de/10003805794
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Large-sample inference on spatial dependence
Robinson, Peter M. - 2009
Persistent link: https://www.econbiz.de/10003805796
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Estimating quadratic variation consistently in the presence of correlated measurement errors
Kalnina, Ilze (contributor); Linton, Oliver (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375854
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Estimating features of a distribution from binomial data
Lewbel, Arthur (contributor); Linton, Oliver (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003375857
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Semiparametric estimation of a characteristic-based facto model of common stock returns
Connor, Gregory (contributor); Linton, Oliver (contributor) - 2006
Persistent link: https://www.econbiz.de/10003375920