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Forecasting economic time series using targeted predictors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 146 (2008) 2, pp. 304-317
Persistent link: https://www.econbiz.de/10003782981
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Are more data always better for factor analysis?
Boivin, Jean; Ng, Serena - In: Journal of econometrics 132 (2006) 1, pp. 169-194
Persistent link: https://www.econbiz.de/10003320258
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Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu; Robinson, Peter M. - In: Journal of econometrics 186 (2015) 1, pp. 19-31
Persistent link: https://www.econbiz.de/10011348910
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Principal components estimation and identification of static factors
Bai, Jushan; Ng, Serena - In: Journal of econometrics 176 (2013) 1, pp. 18-29
Persistent link: https://www.econbiz.de/10009764410
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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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Determination of cointegrating rank in fractional systems
Robinson, Peter M.; Yajima, Yoshihiro - In: Journal of econometrics 106 (2002) 2, pp. 217-241
Persistent link: https://www.econbiz.de/10001638894
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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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The memory of stochastic volatility models
Robinson, Peter M. - In: Journal of econometrics 101 (2001) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10001554894