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Modelling memory of economic and financial time series
Robinson, Peter M. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814614
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814654
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Efficiency improvements in inference on stationary and nonstationary fractional time series
Robinson, Peter M. - 2004
Persistent link: https://www.econbiz.de/10002458629
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The distance between rival nonstationary fractional processes
Robinson, Peter M. - In: Journal of econometrics 128 (2005) 2, pp. 283-300
Persistent link: https://www.econbiz.de/10003091356
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Modified Whittle estimation of multilateral models on a lattice
Robinson, Peter M. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002889716
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 903-948
Persistent link: https://www.econbiz.de/10002876762
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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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Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.; Robinson, Peter M. - 1999
Persistent link: https://www.econbiz.de/10001429067
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Edgeworth expansions for spectral density estimates and studentized sample mean
Velasco, Carlos; Robinson, Peter M. - 2000
Persistent link: https://www.econbiz.de/10001482790
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Whittle pseudo-maximum likelihood estimation for nonstationary time series
Velasco, Carlos; Robinson, Peter M. - 2000
Persistent link: https://www.econbiz.de/10001482791