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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
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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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Modelling nonlinearity and long memory in time series
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000955132
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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. - In: Journal of econometrics 147 (2008) 1, pp. 5-16
Persistent link: https://www.econbiz.de/10003783779
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Finite sample performance in cointegration analysis of nonlinear time series with long memory
Gonçalves da Silva, Afonso (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003327199
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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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On discrete sampling of time-varying continuous-time system
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003492507