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person:"Lütkepohl, Helmut"
~isPartOf:"Journal of econometrics"
~person:"Kunst, Robert M."
~person:"Robinson, Peter M."
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Time series analysis
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Lütkepohl, Helmut
Kunst, Robert M.
Robinson, Peter M.
Phillips, Peter C. B.
26
Taylor, Robert
18
Linton, Oliver
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Journal of econometrics
IHS economics series : working paper
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ECONIS (ZBW)
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1
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
Saved in:
2
Series estimation under cross-sectional dependence
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011591611
Saved in:
3
Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 435-452
Persistent link: https://www.econbiz.de/10011348967
Saved in:
4
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
5
The estimation of misspecified long memory models
Robinson, Peter M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 225-230
Persistent link: https://www.econbiz.de/10010256170
Saved in:
6
Recent advances in time series analysis : a volume honouring Peter M. Robinson
Delgado, Miguel A.
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003877925
Saved in:
7
Diagnostic testing for cointegration
Robinson, Peter M.
- In:
Journal of econometrics
143
(
2008
)
1
,
pp. 206-225
Persistent link: https://www.econbiz.de/10003722599
Saved in:
8
Correlation testing in time series, spatial and cross-sectional data
Robinson, Peter M.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 5-16
Persistent link: https://www.econbiz.de/10003783779
Saved in:
9
Cointegration in fractional systems with deterministic trends
Robinson, Peter M.
;
Iacone, Fabrizio
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 263-298
Persistent link: https://www.econbiz.de/10003172781
Saved in:
10
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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