Narrow search
Showing 1 - 9 of 9
Cover Image
Autocorrelation-robust inference
Robinson, Peter M.; Valasco, Carlos - 1996
Persistent link: https://www.econbiz.de/10000952841
Cover Image
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000954585
Cover Image
Time series regression with long range dependence
Robinson, Peter M.; Hidalgo, F. J. - 1997
Persistent link: https://www.econbiz.de/10000955130
Cover Image
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - 1997
Persistent link: https://www.econbiz.de/10000959150
Cover Image
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M.; Henry, Mark S. - 1998
Persistent link: https://www.econbiz.de/10000990118
Cover Image
Variance-type estimation of long memory
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas - 1998
Persistent link: https://www.econbiz.de/10000996492
Cover Image
Large-sample inference for nonparametric regression with dependent errors
Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000973220
Cover Image
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000973221
Cover Image
Semiparametric frequency domain analysis of fractional cointegration
Robinson, Peter M.; Marinucci, Domenico - 1998
Persistent link: https://www.econbiz.de/10000983439