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Robinson, Peter
28
Robinson, Peter M.
16
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2
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New economy
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6
Econometric theory
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Public finance : the business monthly of the public sector
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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1
Finite Sample Improvements in Statistical Inference with I(1) Processes
Marinucci, D.
;
Robinson, P.M.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 431-444
Persistent link: https://www.econbiz.de/10006978551
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2
Semiparametric fractional cointegration analysis
Marinucci, D.
;
Robinson, P.M.
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 225-248
Persistent link: https://www.econbiz.de/10006772533
Saved in:
3
Estimation of second-order properties from jittered time series
Thomson, Peter J.
;
Robinson, Peter M.
- In:
Annals of the Institute of Statistical Mathematics : AISM
48
(
1996
)
1
,
pp. 29-48
Persistent link: https://www.econbiz.de/10007325889
Saved in:
4
Theory and Methods - Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
Velasco, Carlos
;
Robinson, Peter M.
- In:
Journal of the American Statistical Association : JASA
95
(
2000
)
452
,
pp. 1229-1243
Persistent link: https://www.econbiz.de/10006622342
Saved in:
5
Testing for structural change in a long-memory environment
Hidalgo, Javier
;
Robinson, Peter M.
- In:
Journal of econometrics
70
(
1996
)
1
,
pp. 159-174
Persistent link: https://www.econbiz.de/10006794812
Saved in:
6
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives link rid="fn001">*
Nishiyama, Yoshihiko
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
3
,
pp. 903-948
Persistent link: https://www.econbiz.de/10006752874
Saved in:
7
Semiparametric exploration of long memory in stock prices Ee:110
Lee, David K.C.
;
Robinson, Peter M.
- In:
Operations research, Management science : OR MS ; the …
37
(
1997
)
1
,
pp. 73-76
Persistent link: https://www.econbiz.de/10006527017
Saved in:
8
ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 985-994
Persistent link: https://www.econbiz.de/10008267029
Saved in:
9
A nonparametric test for I(0)
Lobato, Ignacio N.
;
Robinson, Peter M.
- In:
The review of economic studies
65
(
1998
)
224
,
pp. 475-496
Persistent link: https://www.econbiz.de/10007693476
Saved in:
10
MODELING MEMORY OF ECONOMIC AND FINANCIAL TIME SERIES
Robinson, Peter M.
- In:
The Singapore economic review : journal of the Economic …
50
(
2005
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10007643250
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