Narrow search
Showing 1 - 10 of 39
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
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
On discrete sampling of time-varying continuous-time system
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003492507
Cover Image
Fractional cointegration in stochastic volatility models
Silva, Afonso Gonçalves da (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003492513
Cover Image
Multiple local whittle estimation in stationary systems
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003563503
Cover Image
Diagnostic testing for cointegration
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003535630
Cover Image
On discrete sampling of time-varying continuous-time systems
Robinson, Peter M. - In: Econometric theory 25 (2009) 4, pp. 985-994
Persistent link: https://www.econbiz.de/10003875911
Cover Image
Inference on nonstationary time series with moving mean
Gao, Jiti; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10009789503