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Finite Sample Improvements in Statistical Inference with I(1) Processes
Marinucci, D.; Robinson, P.M. - In: Journal of applied econometrics 16 (2001) 3, pp. 431-444
Persistent link: https://www.econbiz.de/10006978551
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Semiparametric fractional cointegration analysis
Marinucci, D.; Robinson, P.M. - In: Journal of econometrics 105 (2001) 1, pp. 225-248
Persistent link: https://www.econbiz.de/10006772533
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TESTING FOR LONG MEMORY
Harris, David; Mccabe, Brendan; Leybourne, Stephen; … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
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Polynominal cointegration among stationary processes with long memory
Avarucci, Marco (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003423290
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Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico; Robinson, Peter M. - In: Journal of applied econometrics 16 (2001) 3, pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
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Semiparametric fractional cointegration analysis
Marinucci, Domenico; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001598139
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Narrow-band analysis of nonstationary processes
Robinson, Peter M.; Marinucci, Domenico - 2001
Persistent link: https://www.econbiz.de/10001598143
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Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001600245
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Semiparametric fractional cointegration analysis
Marinucci, Domenico; Robinson, Peter M. - In: Journal of econometrics 105 (2001) 1, pp. 225-247
Persistent link: https://www.econbiz.de/10001617164
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The averaged periodogram for nonstationary vector time series
Robinson, Peter M.; Marinucci, Domenico - 2000
Persistent link: https://www.econbiz.de/10001544328