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~person:"Robinson, Peter M."
~subject:"Regional economics"
~subject:"Time series analysis"
~subject:"Volatilität"
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Search: subject_exact:"Autoregressive model"
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Regional economics
Time series analysis
Volatilität
Autocorrelation
13
Autokorrelation
13
Estimation theory
7
Schätztheorie
7
Regionalökonomik
6
Spatial autoregression
6
Räumliche Interaktion
5
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5
Edgeworth expansion
4
Theorie
4
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Robinson, Peter M.
Phillips, Peter C. B.
27
Lee, Lung-fei
25
Teräsvirta, Timo
22
Koopman, Siem Jan
14
Lanne, Markku
14
Blasques, Francisco
13
Medeiros, Marcelo C.
12
Franses, Philip Hans
10
Griffith, Daniel A.
10
Lucas, André
10
Rossi, Francesca
10
Saikkonen, Pentti
10
Sun, Yixiao
10
Lieberman, Offer
9
Rahbek, Anders
9
Gupta, Abhimanyu
8
Kapetanios, George
8
Lesage, James P.
8
Luoto, Jani
8
Magdalinos, Tassos
8
Talmain, Gabriel
8
Bollerslev, Tim
7
Dijk, Dick van
7
Dufour, Jean-Marie
7
Pesaran, M. Hashem
7
Pitarakis, Jean-Yves
7
Taylor, Robert
7
Abadir, Karim Maher
6
Baltagi, Badi H.
6
Cavaliere, Giuseppe
6
Cubadda, Gianluca
6
He, Changli
6
Jin, Fei
6
Kang, Jian
6
Krolzig, Hans-Martin
6
Lütkepohl, Helmut
6
Psaradakis, Zacharias G.
6
Ravazzolo, Francesco
6
Shin, Yongcheol
6
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1
Suntory-Toyota International Centre for Economics and Related Disciplines
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Journal of econometrics
3
Discussion paper series / University of Essex, Department of Economics
2
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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1
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca
;
Robinson, Peter M.
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
Saved in:
2
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca
;
Robinson, Peter M.
-
2020
Persistent link: https://www.econbiz.de/10012307275
Saved in:
3
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu
;
Robinson, Peter M.
-
2015
Persistent link: https://www.econbiz.de/10011393194
Saved in:
4
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu
;
Robinson, Peter M.
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 92-107
Persistent link: https://www.econbiz.de/10011974555
Saved in:
5
Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu
;
Robinson, Peter M.
-
2013
Persistent link: https://www.econbiz.de/10010234259
Saved in:
6
Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu
;
Robinson, Peter M.
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 19-31
Persistent link: https://www.econbiz.de/10011348910
Saved in:
7
Modelling memory of economic and financial time series
Robinson, Peter M.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10002814614
Saved in:
8
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:
9
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:
10
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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