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Denis Sargan: some perspectives
Robinson, Peter M. - In: Econometric theory 19 (2003) 3, pp. 481-494
Persistent link: https://www.econbiz.de/10001762723
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Higher-order kernel semiparametric M-estimation of long memory
Robinson, Peter M.; Henry, Marc - In: Journal of econometrics 114 (2003) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10001738912
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Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.; Hualde, Javier - 2003
Persistent link: https://www.econbiz.de/10001740392
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LARCH, leverage and long memory
Giraitis, Liudas; Leipus, Remigijus; Robinson, Peter M.; … - 2003
Persistent link: https://www.econbiz.de/10001818318
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Modified whittle estimation of multilateral spatial models
Robinson, Peter M. (contributor); Sanz, J. Vidal (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835748
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Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.; Hualde, J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 6, pp. 1727-1766
Persistent link: https://www.econbiz.de/10001841356
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The distance between rival nonstationary fractional processes
Robinson, Peter M. - 2004
Persistent link: https://www.econbiz.de/10001969641
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Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.; Robinson, Peter M. - In: Journal of applied econometrics 16 (2001) 2, pp. 95-114
Persistent link: https://www.econbiz.de/10001573879
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Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.; Robinson, Peter M. - 2000
Persistent link: https://www.econbiz.de/10001551053
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Whittle estimation of ARCH models
Giraitis, Liudas; Robinson, Peter M. - 2000
Persistent link: https://www.econbiz.de/10001551057