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person:"Robinson, Peter M."
type_genre:"Article in journal"
~person:"Neto, David"
~subject:"Kointegration"
~subject:"Statistischer Test"
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Search: subject_exact:"Estimation theory"
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Kointegration
Statistischer Test
Estimation theory
43
Schätztheorie
43
Theorie
17
Theory
17
Time series analysis
10
Zeitreihenanalyse
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
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6
Panel study
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Cointegration
5
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Räumliche Interaktion
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Statistical test
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Maximum likelihood estimation
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Statistical theory
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Robinson, Peter M.
Neto, David
Phillips, Peter C. B.
20
Bera, Anil K.
11
Shi, Xiaoxia
11
Sun, Yixiao
11
Baltagi, Badi H.
10
Cai, Zongwu
9
Chen, Yi-ting
8
Dufour, Jean-Marie
8
Hsiao, Cheng
8
Paruolo, Paolo
8
Perron, Pierre
8
Ramírez, Miguel D.
8
Su, Liangjun
8
Wagner, Martin
8
Andrews, Donald W. K.
7
Demetrescu, Matei
7
Guggenberger, Patrik
7
Jin, Sainan
7
Johansen, Søren
7
Khalaf, Lynda
7
Kleibergen, Frank
7
Taylor, Robert
7
White, Halbert
7
Boswijk, Herman Peter
6
Canay, Ivan A.
6
Doğan, Osman
6
Escanciano, Juan Carlos
6
Hsu, Yu-Chin
6
Kao, Chihwa
6
Kurita, Takamitsu
6
Leybourne, Stephen James
6
Li, Qi
6
Taṣpınar, Süleyman
6
Tu, Yundong
6
Andrews, Isaiah
5
Bohn Nielsen, Heino
5
Bugni, Federico A.
5
Chambers, Marcus J.
5
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Journal of econometrics
5
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
The econometrics journal
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ECONIS (ZBW)
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1
Penalized leads-and-lags cointegrating regression : a simulation study and two empirical applications
Neto, David
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
2
,
pp. 949-971
Persistent link: https://www.econbiz.de/10014329094
Saved in:
2
Adaptive inference on pure spatial models
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 375-393
Persistent link: https://www.econbiz.de/10012439728
Saved in:
3
Non-nested testing of spatial correlation
Delgado, Miguel A.
;
Robinson, Peter M.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 385-401
Persistent link: https://www.econbiz.de/10011499542
Saved in:
4
Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Robinson, Peter M.
;
Rossi, Francesca
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 447-456
Persistent link: https://www.econbiz.de/10011504614
Saved in:
5
Revisiting the Fisher parity consistency for the Swiss economy around the modification of the National Bank's monetary policy strategy
Neto, David
- In:
International economics : a journal published by CEPII …
144
(
2015
),
pp. 83-94
Persistent link: https://www.econbiz.de/10011525395
Saved in:
6
Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.
;
Rossi, Francesca
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
Saved in:
7
Testing and estimating time-varying elasticities of Swiss gasoline demand
Neto, David
- In:
Energy economics
34
(
2012
)
6
,
pp. 1755-1762
Persistent link: https://www.econbiz.de/10009687888
Saved in:
8
Semiparametric inference in multivariate fractionally cointegrated systems
Hualde, J.
;
Robinson, Peter M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 492-511
Persistent link: https://www.econbiz.de/10008662973
Saved in:
9
Root-n-consistent estimation of weak fractional cointegration
Hualde, J.
;
Robinson, Peter M.
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 450-484
Persistent link: https://www.econbiz.de/10003569882
Saved in:
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