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~person:"Robinson, Peter M."
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Kernel-weighted GMM estimators...
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Time series analysis
67
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23
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12
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Robinson, Peter M.
Gil-Alaña, Luis A.
333
Caporale, Guglielmo Maria
259
Phillips, Peter C. B.
241
Franses, Philip Hans
222
Koopman, Siem Jan
215
McAleer, Michael
149
Gao, Jiti
142
Teräsvirta, Timo
134
Lütkepohl, Helmut
120
Gupta, Rangan
113
Pesaran, M. Hashem
109
Kapetanios, George
104
Koop, Gary
102
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102
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101
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100
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92
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89
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89
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88
Johansen, Søren
86
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86
Lucas, André
85
Perron, Pierre
82
Hendry, David F.
80
Marcellino, Massimiliano
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Hallin, Marc
76
Mills, Terence C.
74
Proietti, Tommaso
73
Swanson, Norman R.
73
Nielsen, Morten Ørregaard
72
Granger, C. W. J.
71
Hassler, Uwe
71
Dijk, Dick van
70
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67
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66
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64
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
1
London School of Economics and Political Science
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1
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20
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10
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10
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9
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6
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ECONIS (ZBW)
67
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1
Optimal spectral kernel for long-range dependent time series
Delgado, Miguel A.
;
Robinson, Peter M.
-
1994
Persistent link: https://www.econbiz.de/10000902813
Saved in:
2
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
Saved in:
3
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:
4
Modelling nonlinearity and long memory in time series
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000955132
Saved in:
5
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:
6
A nonparametric test for I (0)
Lobato, Ignacio N.
;
Robinson, Peter M.
-
1997
Persistent link: https://www.econbiz.de/10000978039
Saved in:
7
Time series analysis : in memory of E. J. Hannan
Hannan, Edward J.
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000981763
Saved in:
8
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:
9
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000994028
Saved in:
10
Semiparametric inference in seasonal and cyclical long memory processes
Arteche, Josu
;
Robinson, Peter M.
-
1998
Persistent link: https://www.econbiz.de/10000994844
Saved in:
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