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On discrete sampling of time-varying continuous-time system
Robinson, Peter M.
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2007
Persistent link: https://www.econbiz.de/10003492507
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Fractional cointegration in stochastic volatility models
Silva, Afonso Gonçalves da
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2007
Persistent link: https://www.econbiz.de/10003492513
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Multiple local whittle estimation in stationary systems
Robinson, Peter M.
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2007
Persistent link: https://www.econbiz.de/10003563503
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4
Diagnostic testing for cointegration
Robinson, Peter M.
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contributor
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2007
Persistent link: https://www.econbiz.de/10003535630
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5
Correlation testing in time series, spatial and cross-sectional data
Robinson, Peter M.
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2009
Persistent link: https://www.econbiz.de/10003805787
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Developments in the analysis of spatial data
Robinson, Peter M.
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2009
Persistent link: https://www.econbiz.de/10003805790
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Inference on nonparametrically trending time series with frational errors
Robinson, Peter M.
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2009
Persistent link: https://www.econbiz.de/10003805794
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8
Large-sample inference on spatial dependence
Robinson, Peter M.
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2009
Persistent link: https://www.econbiz.de/10003805796
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Nonparametric spectrum estimation for spatial data
Robinson, Peter M.
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2006
Persistent link: https://www.econbiz.de/10003289013
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10
Semiparametric estimation of fractional cointegration
Hualdea, J.
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Robinson, Peter M.
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2006
Persistent link: https://www.econbiz.de/10003332015
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