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Consistent nonparametric entropy-based testing
Robinson, Peter M. - In: The review of economic studies 58 (1991) 4, pp. 437-453
Persistent link: https://www.econbiz.de/10001114333
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Autocorrelation-robust inference
Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10001321898
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Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000954585
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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
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Correlation testing in time series, spatial and cross-sectional data
Robinson, Peter M. (contributor) - 2009
Persistent link: https://www.econbiz.de/10003805787
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Inference on nonparametrically trending time series with frational errors
Robinson, Peter M. (contributor) - 2009
Persistent link: https://www.econbiz.de/10003805794
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Inference on nonparametrically trending time series with fractional errors
Robinson, Peter M. - In: Econometric theory 25 (2009) 6, pp. 1716-1733
Persistent link: https://www.econbiz.de/10003904438
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Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 185 (2015) 2, pp. 435-452
Persistent link: https://www.econbiz.de/10011348967
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The estimation of misspecified long memory models
Robinson, Peter M. - In: Journal of econometrics 178 (2014) 1, pp. 225-230
Persistent link: https://www.econbiz.de/10010256170
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Pseudo-maximum likelihood estimation of ARCH(∞) models
Robinson, Peter M. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003164285