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person:"Robinson, Peter M."
type_genre:"Article in journal"
~person:"Neto, David"
~subject:"Kointegration"
~subject:"Theorie"
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Search: subject_exact:"Estimation theory"
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Kointegration
Theorie
Estimation theory
43
Schätztheorie
43
Theory
17
Time series analysis
10
Zeitreihenanalyse
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
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7
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7
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6
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6
Cointegration
5
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4
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4
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4
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4
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3
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Article in journal
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Robinson, Peter M.
Neto, David
Phillips, Peter C. B.
42
Andrews, Donald W. K.
30
Li, Qi
27
Newey, Whitney K.
27
Baltagi, Badi H.
23
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
McAleer, Michael
20
Giles, David E. A.
19
Gouriéroux, Christian
18
Horowitz, Joel
18
Krämer, Walter
18
Lee, Lung-fei
18
Johansen, Søren
17
King, Maxwell L.
17
Ullah, Aman
17
Granger, C. W. J.
16
Lütkepohl, Helmut
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Perron, Pierre
15
Schmidt, Peter
15
Bai, Jushan
14
Hendry, David F.
14
Hsiao, Cheng
14
Kelejian, Harry H.
14
Bera, Anil K.
13
Franses, Philip Hans
13
Godfrey, L. G.
13
Rilstone, Paul
13
Smith, Richard J.
13
Chambers, Marcus J.
12
Ghysels, Eric
12
Haldrup, Niels
12
Hill, Rufus Carter
12
Imbens, Guido
12
Linton, Oliver
12
Simar, Léopold
12
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Journal of econometrics
3
The review of economic studies
2
Annales d'économie et de statistique
1
Econometric theory
1
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
Journal of applied econometrics
1
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1
Oxford bulletin of economics and statistics
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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
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:
3
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:
4
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:
5
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:
6
Dépendance non-monotone : une application à la relation rendement-volume
Neto, David
- In:
Annales d'économie et de statistique
82
(
2006
),
pp. 187-216
Persistent link: https://www.econbiz.de/10003511010
Saved in:
7
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
8
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
Saved in:
9
Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
Saved in:
10
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1163-1182
Persistent link: https://www.econbiz.de/10001249587
Saved in:
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