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Inference on trending panel data
Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 206 (2018) 2, pp. 282-304
Persistent link: https://www.econbiz.de/10012110387
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Do foreign exchange return regressions convey useful information on return predictability?
Moon, Seongman; Velasco, Carlos - In: Revista de economía aplicada : REA 25 (2017) 73, pp. 5-19
Persistent link: https://www.econbiz.de/10012261655
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Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction
Robinson, Peter M. - 2004
Persistent link: https://www.econbiz.de/10002034300
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Correlation testing in time series, spatial and cross-sectional data
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003401899
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Refined tests for spatial correlation
Robinson, Peter M.; Rossi, Francesca - In: Econometric theory 31 (2015) 6, pp. 1249-1280
Persistent link: https://www.econbiz.de/10011545542
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Non-nested testing of spatial correlation
Delgado, Miguel A.; Robinson, Peter M. - In: Journal of econometrics 187 (2015) 1, pp. 385-401
Persistent link: https://www.econbiz.de/10011499542
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Non-nested testing of spatial correlation
Delgado, Miguel A.; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010260228
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Improved tests for spatial correlation
Robinson, Peter M.; Rossi, Francesca - 2013
Persistent link: https://www.econbiz.de/10010260248
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Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction
Robinson, Peter M. - In: Econometric theory 21 (2005) 1, pp. 171-180
Persistent link: https://www.econbiz.de/10002674673
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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