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Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico; Robinson, Peter M. - In: Journal of applied econometrics 16 (2001) 3, pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
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Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.; Robinson, Peter M. - In: Journal of applied econometrics 16 (2001) 2, pp. 95-114
Persistent link: https://www.econbiz.de/10001573879
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Semiparametric econometrics : a survey
Robinson, Peter M. - In: Journal of applied econometrics 3 (1988) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10001078439