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source:"econis"
~person:"Robinson, Peter M."
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Search: subject_exact:"Time series analysis"
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Time series analysis
67
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67
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39
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23
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23
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12
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Robinson, Peter M.
Gil-Alaña, Luis A.
340
Caporale, Guglielmo Maria
260
Phillips, Peter C. B.
237
Koopman, Siem Jan
216
Franses, Philip Hans
213
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
126
Lütkepohl, Helmut
119
Gupta, Rangan
116
Pesaran, M. Hashem
109
Kapetanios, George
105
Sibbertsen, Philipp
103
Koop, Gary
100
Harvey, Andrew C.
97
Hyndman, Rob J.
91
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
Johansen, Søren
83
Lucas, André
82
Perron, Pierre
82
Hendry, David F.
80
Marcellino, Massimiliano
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Kunst, Robert M.
76
Proietti, Tommaso
73
Swanson, Norman R.
73
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
70
Maravall Herrero, Agustín
67
Nielsen, Morten Ørregaard
67
Leybourne, Stephen James
63
Ravazzolo, Francesco
63
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61
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
1
London School of Economics and Political Science
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20
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10
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10
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9
Econometric theory
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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3
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3
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ECONIS (ZBW)
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31
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:
32
Fractional cointegration in stochastic volatility models
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1207-1253
Persistent link: https://www.econbiz.de/10003748745
Saved in:
33
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:
34
Finite sample performance in cointegration analysis of nonlinear time series with long memory
Silva, Afonso Gonçalves da
;
Robinson, Peter M.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 268-297
Persistent link: https://www.econbiz.de/10003761229
Saved in:
35
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:
36
Modeling memory of economic and financial time series
Robinson, Peter M.
- In:
The Singapore economic review : journal of the Economic …
50
(
2005
)
1
,
pp. 2-8
Persistent link: https://www.econbiz.de/10002806100
Saved in:
37
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
Saved in:
38
Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction
Robinson, Peter M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 171-180
Persistent link: https://www.econbiz.de/10002674673
Saved in:
39
LARCH, leverage, and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 177-210
Persistent link: https://www.econbiz.de/10002214253
Saved in:
40
Time series with long memory
Robinson, Peter M.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001685690
Saved in:
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