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Modelling memory of economic and financial time series
Robinson, Peter M.
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2005
Persistent link: https://www.econbiz.de/10002814614
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142
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko
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2005
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Modeling memory of economic and financial time series
Robinson, Peter M.
- In:
The Singapore economic review : journal of the Economic …
50
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2005
)
1
,
pp. 2-8
Persistent link: https://www.econbiz.de/10002806100
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Efficiency improvements in inference on stationary and nonstationary fractional time series
Robinson, Peter M.
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2004
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The distance between rival nonstationary fractional processes
Robinson, Peter M.
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Journal of econometrics
128
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2005
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Modified Whittle estimation of multilateral models on a lattice
Robinson, Peter M.
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2005
Persistent link: https://www.econbiz.de/10002889716
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147
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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148
Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction
Robinson, Peter M.
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Econometric theory
21
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2005
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1
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pp. 171-180
Persistent link: https://www.econbiz.de/10002674673
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149
The crisis in Australian capitalism
Robinson, Peter
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1978
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Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.
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Robinson, Peter M.
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1999
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