Narrow search
Showing 1 - 10 of 19
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
Modelling nonlinearity and long memory in time series
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000955132
Cover Image
Gaussian estimation of long-range dependent volatility in asset prices
Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000964422
Cover Image
Beta convergence
Michelacci, Claudio; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000965945
Cover Image
Aggregation of simple linear dynamics : exact asymptotic results
Lippi, Marco; Zaffaroni, Paolo - 1998
Persistent link: https://www.econbiz.de/10000986058
Cover Image
Autocorrelation-robust inference
Robinson, Peter M.; Valasco, Carlos - 1996
Persistent link: https://www.econbiz.de/10000952841
Cover Image
Testing of unit root and other nonstationary hypotheses in macroeconomic time series
Gil-Alaña, Luis A.; Robinson, Peter M. - 1996
Persistent link: https://www.econbiz.de/10000952843
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
A nonparametric test for I (0)
Lobato, Ignacio N.; Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000978039