Narrow search
Showing 1 - 10 of 16
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
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
Modelling nonlinearity and long memory in time series
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000955132
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
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
Weak convergence of multivariate fractional processes
Marinucci, Domenico; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000991072
Cover Image
Alternative forms of fractional Brownian motion
Marinucci, Domenico; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000991075