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Semiparametric fractional cointegration analysis
Marinucci, Domenico; Robinson, Peter M. - In: Journal of econometrics 105 (2001) 1, pp. 225-247
Persistent link: https://www.econbiz.de/10001617164
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Higher-order kernel semiparametric M-estimation of long memory
Robinson, Peter M.; Henry, Marc - In: Journal of econometrics 114 (2003) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001738912
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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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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
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Statistical inference on regression with spatial dependence
Robinson, Peter M.; Thawornkaiwong, Supachoke - In: Journal of econometrics 168 (2012) 2, pp. 521-542
Persistent link: https://www.econbiz.de/10009614584