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Denis Sargan: some perspectives
Robinson, Peter M. - 2002
Persistent link: https://www.econbiz.de/10001699200
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Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332165
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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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Time series regression with long range dependence
Robinson, Peter M.; Hidalgo, F. J. - 1997
Persistent link: https://www.econbiz.de/10000955130
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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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The stochastic difference between econometric statistics
Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 3, pp. 531-548
Persistent link: https://www.econbiz.de/10001047022
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Instrumental variables estimation of stationary and non-stationary cointegrating regressions
Robinson, Peter M.; Gerolimetto, Margherita - In: The econometrics journal 9 (2006) 2, pp. 291-306
Persistent link: https://www.econbiz.de/10003352040
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Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003428308