Narrow search
Showing 1 - 10 of 91
Cover Image
Semiparametric estimation of fractional cointegration
Hualdea, J. (contributor); Robinson, Peter M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332015
Cover Image
Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332165
Cover Image
Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428308
Cover Image
Multiple local whittle estimation in stationary systems
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003563503
Cover Image
Diagnostic testing for cointegration
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003535630
Cover Image
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
Cover Image
Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.; Velasco, Carlos - 2013
Persistent link: https://www.econbiz.de/10010260243
Cover Image
Diagnostic testing for cointegration
Robinson, Peter M. - In: Journal of econometrics 143 (2008) 1, pp. 206-225
Persistent link: https://www.econbiz.de/10003722599
Cover Image
Nonparametric spectrum estimation for spatial data
Robinson, Peter M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003289013
Cover Image
A nonparametric test for I(0)
Lobato, Ignacio N. - In: The review of economic studies 65 (1998) 3, pp. 475-495
Persistent link: https://www.econbiz.de/10001244372