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person:"Robinson, Peter M."
type_genre:"Article in journal"
~person:"Neto, David"
~subject:"Kointegration"
~subject:"Time series analysis"
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Search: subject_exact:"Estimation theory"
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Kointegration
Time series analysis
Estimation theory
43
Schätztheorie
43
Theorie
17
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17
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10
Nichtparametrisches Verfahren
9
Nonparametric statistics
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Cointegration
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Robinson, Peter M.
Neto, David
Phillips, Peter C. B.
37
Leybourne, Stephen James
18
Taylor, Robert
18
Johansen, Søren
17
Lütkepohl, Helmut
17
Linton, Oliver
16
Teräsvirta, Timo
16
Chambers, Marcus J.
15
Perron, Pierre
15
Gao, Jiti
14
Harvey, Andrew C.
14
Hassler, Uwe
13
Koop, Gary
11
Xiao, Zhijie
11
Baillie, Richard
10
Nielsen, Morten Ørregaard
10
Tauchen, George Eugene
10
Westerlund, Joakim
10
Zhu, Ke
10
Baltagi, Badi H.
9
Boswijk, Herman Peter
9
Cavaliere, Giuseppe
9
Franses, Philip Hans
9
Harvey, David I.
9
Hendry, David F.
9
Kapetanios, George
9
Li, Jia
9
Li, Qi
9
Lucas, André
9
McAleer, Michael
9
Paruolo, Paolo
9
Sun, Yixiao
9
Wagner, Martin
9
Bauwens, Luc
8
Chan, Ngai Hang
8
Chen, Xiaohong
8
Hong, Yongmiao
8
Koopman, Siem Jan
8
Li, Degui
8
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Journal of econometrics
7
Econometric theory
2
The review of economic studies
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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ECONIS (ZBW)
15
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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
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:
3
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:
4
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:
5
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:
6
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:
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
Inference on nonparametrically trending time series with fractional errors
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1716-1733
Persistent link: https://www.econbiz.de/10003904438
Saved in:
10
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:
1
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