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~person:"Robinson, Peter M."
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Robinson, Peter M.
Phillips, Peter C. B.
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Pesaran, M. Hashem
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Gao, Jiti
165
Härdle, Wolfgang
148
Linton, Oliver
147
Andrews, Donald W. K.
137
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132
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114
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112
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107
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103
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97
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96
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92
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91
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90
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82
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79
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78
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77
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75
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75
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75
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75
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72
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71
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70
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1
Autocorrelation-robust inference
Robinson, Peter M.
;
Valasco, Carlos
-
1996
Persistent link: https://www.econbiz.de/10000952841
Saved in:
2
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
3
Time series regression with long range dependence
Robinson, Peter M.
;
Hidalgo, F. J.
-
1997
Persistent link: https://www.econbiz.de/10000955130
Saved in:
4
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
Saved in:
5
Semiparametric frequency domain analysis of fractional cointegration
Robinson, Peter M.
;
Marinucci, Domenico
-
1998
Persistent link: https://www.econbiz.de/10000983439
Saved in:
6
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
7
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
Saved in:
8
Large-sample inference for nonparametric regression with dependent errors
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10000973220
Saved in:
9
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10000973221
Saved in:
10
Variance-type estimation of long memory
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
1998
Persistent link: https://www.econbiz.de/10000996492
Saved in:
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