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~person:"Robinson, Peter M."
~subject:"Autokorrelation"
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Search: subject:"Time series analysis"
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Autokorrelation
Time series analysis
67
Zeitreihenanalyse
67
Theorie
39
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Estimation theory
23
Schätztheorie
23
Cointegration
12
Kointegration
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Stochastischer Prozess
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Robinson, Peter M.
Phillips, Peter C. B.
23
Teräsvirta, Timo
23
Koopman, Siem Jan
14
Lanne, Markku
12
Blasques, Francisco
11
Medeiros, Marcelo C.
11
Lucas, André
10
Saikkonen, Pentti
10
Franses, Philip Hans
9
Kapetanios, George
8
Luoto, Jani
8
Magdalinos, Tassos
8
Rahbek, Anders
8
Sun, Yixiao
8
Talmain, Gabriel
8
Dijk, Dick van
7
Dufour, Jean-Marie
7
Pesaran, M. Hashem
7
Pitarakis, Jean-Yves
7
Abadir, Karim Maher
6
He, Changli
6
Kang, Jian
6
Krolzig, Hans-Martin
6
Psaradakis, Zacharias G.
6
Ravazzolo, Francesco
6
Taylor, Robert
6
Timmermann, Allan
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Bec, Frédérique
5
Bohn Nielsen, Heino
5
Cavaliere, Giuseppe
5
Clements, Michael P.
5
Cubadda, Gianluca
5
Dueker, Michael
5
Giovanis, Eleftherios
5
Hong, Yongmiao
5
Li, Guodong
5
Lieberman, Offer
5
Lütkepohl, Helmut
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
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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
1
Econometrics papers
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The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
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ECONIS (ZBW)
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Modelling memory of economic and financial time series
Robinson, Peter M.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002814614
Saved in:
2
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:
3
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:
4
Adapting to unknow disturbance autocorrelation in regression with long memory
Hidalgo, Javier
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001618205
Saved in:
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