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subject:"Time series analysis"
~person:"Robinson, Peter M."
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
Share price
Theorie
37
Theory
37
Estimation theory
16
Schätztheorie
16
Zeitreihenanalyse
13
Cointegration
8
Kointegration
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Statistical theory
4
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4
Stochastic process
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Stochastischer Prozess
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Robinson, Peter M.
Phillips, Peter C. B.
57
Franses, Philip Hans
53
Gil-Alaña, Luis A.
46
Taylor, Robert
30
Gupta, Rangan
29
Perron, Pierre
29
Caporale, Guglielmo Maria
28
Leybourne, Stephen James
27
Koopman, Siem Jan
26
Harvey, Andrew C.
23
Hecq, Alain W. J.
23
Koop, Gary
23
Lütkepohl, Helmut
22
Ghysels, Eric
21
Granger, C. W. J.
21
McAleer, Michael
21
Mills, Terence C.
21
Newbold, Paul
20
Hong, Yongmiao
19
Hassler, Uwe
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Hendry, David F.
17
Herwartz, Helmut
17
Hyndman, Rob J.
17
Peña, Daniel
17
Timmermann, Allan
17
Engle, Robert F.
16
Harvey, David I.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Makridakis, Spyros G.
15
Moosa, Imad A.
15
Pesaran, M. Hashem
15
Proietti, Tommaso
15
Saikkonen, Pentti
15
Yu, Jun
15
Hall, Stephen G.
14
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Econometric theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of econometrics
3
The review of economic studies
3
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ECONIS (ZBW)
13
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1
Inference on nonstationary time series with moving mean
Gao, Jiti
;
Robinson, Peter M.
- In:
Econometric theory
32
(
2016
)
2
,
pp. 431-457
Persistent link: https://www.econbiz.de/10011578494
Saved in:
2
On discrete sampling of time-varying continuous-time systems
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 985-994
Persistent link: https://www.econbiz.de/10003875911
Saved in:
3
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:
4
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:
5
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:
6
Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.
;
Hualde, J.
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
6
,
pp. 1727-1766
Persistent link: https://www.econbiz.de/10001841356
Saved in:
7
Adapting to unknown disturbance autocorrelation in regression with long memory
Hidalgo, Javier
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
70
(
2002
)
4
,
pp. 1545-1581
Persistent link: https://www.econbiz.de/10001688094
Saved in:
8
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels
Robinson, Peter M.
;
Henry, Mark S.
- In:
Econometric theory
15
(
1999
)
3
,
pp. 299-336
Persistent link: https://www.econbiz.de/10001434304
Saved in:
9
A nonparametric test for I(0)
Lobato, Ignacio N.
- In:
The review of economic studies
65
(
1998
)
3
,
pp. 475-495
Persistent link: https://www.econbiz.de/10001244372
Saved in:
10
Semiparametric estimation from time series with long-range dependence
Cheng, Bing
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001166422
Saved in:
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