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Semiparametric estimation from time series with long-range dependence
Cheng, Bing - In: Journal of econometrics 64 (1994) 1, pp. 335-353
Persistent link: https://www.econbiz.de/10001166422
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Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 185 (2015) 2, pp. 435-452
Persistent link: https://www.econbiz.de/10011348967
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Series estimation under cross-sectional dependence
Lee, Jungyoon; Robinson, Peter M. - In: Journal of econometrics 190 (2016) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011591611
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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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Adaptive inference on pure spatial models
Lee, Jungyoon; Robinson, Peter M. - In: Journal of econometrics 216 (2020) 2, pp. 375-393
Persistent link: https://www.econbiz.de/10012439728