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Improved lagrange multiplier tests in spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010238614
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Improved lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.; Rossi, Francesca - 2013
Persistent link: https://www.econbiz.de/10010260247
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Improved tests for spatial correlation
Robinson, Peter M.; Rossi, Francesca - 2013
Persistent link: https://www.econbiz.de/10010260248
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Semiparametric fractional cointegration analysis
Marinucci, Domenico; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001598139
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Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001600245
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The averaged periodogram for nonstationary vector time series
Robinson, Peter M.; Marinucci, Domenico - 2000
Persistent link: https://www.econbiz.de/10001544328
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Weak convergence of multivariate fractional processes
Marinucci, Domenico; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000991072
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Alternative forms of fractional Brownian motion
Marinucci, Domenico; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000991075
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Semiparametric frequency domain analysis of fractional cointegration
Robinson, Peter M.; Marinucci, Domenico - 1998
Persistent link: https://www.econbiz.de/10000983439
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Higher-order least squares inference for spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - 2020
Persistent link: https://www.econbiz.de/10012307275