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Conditional-sum-of-squares estimation of models for stationary time series with long memory
Robinson, Peter M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003367485
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Determination of cointegrating rank in fractional systems
Robinson, Peter M.; Yajima, Yoshihiro - 2001
Persistent link: https://www.econbiz.de/10001600252
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Edgeworth expansions for semiparametric whittle estimation of long memory
Giraitis, Liudas; Robinson, Peter M. - 2002
Persistent link: https://www.econbiz.de/10001703681
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Time series with long memory
Robinson, Peter M. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001685690
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Adapting to unknown disturbance autocorrelation in regression with long memory
Hidalgo, Javier; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1545-1581
Persistent link: https://www.econbiz.de/10001688094
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Determination of cointegrating rank in fractional systems
Robinson, Peter M.; Yajima, Yoshihiro - In: Journal of econometrics 106 (2002) 2, pp. 217-241
Persistent link: https://www.econbiz.de/10001638894
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Adapting to unknow disturbance autocorrelation in regression with long memory
Hidalgo, Javier; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001618205
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Higher-order kernel semiparametric m-estimation of long memory
Robinson, Peter M.; Henry, Marc - 2002
Persistent link: https://www.econbiz.de/10001712428
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Gaussian estimation of parametric spectral density with unknown pole
Giraitis, L.; Hidalgo, Javier; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001605676
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A nonparametric test for I (0)
Lobato, Ignacio N.; Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000978039