Narrow search
Showing 1 - 4 of 4
Cover Image
Estimating the dynamics and persistence of financial networks, with an application to the sterling money market
Giraitis, Liudas; Kapetanios, George; Wetherilt, Anne Vila - In: Journal of applied econometrics 31 (2016) 1, pp. 58-84
Persistent link: https://www.econbiz.de/10011642137
Cover Image
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
Cover Image
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
Cover Image
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