Narrow search
Showing 1 - 10 of 18
Cover Image
Spectral analysis for bivariate time series with long memory
Hidalgo, Javier - 1996
Persistent link: https://www.econbiz.de/10000930857
Cover Image
Nonparametric estimation with strongly dependent multivariate time-series
Hidalgo, Javier - 1996
Persistent link: https://www.econbiz.de/10000930858
Cover Image
Large-sample inference for nonparametric regression with dependent errors
Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000973220
Cover Image
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000973221
Cover Image
A nonparametric test for I (0)
Lobato, Ignacio N.; Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000978039
Cover Image
Autocorrelation-robust inference
Robinson, Peter M.; Valasco, Carlos - 1996
Persistent link: https://www.econbiz.de/10000952841
Cover Image
Testing of unit root and other nonstationary hypotheses in macroeconomic time series
Gil-Alaña, Luis A.; Robinson, Peter M. - 1996
Persistent link: https://www.econbiz.de/10000952843
Cover Image
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000954585
Cover Image
Time series regression with long range dependence
Robinson, Peter M.; Hidalgo, F. J. - 1997
Persistent link: https://www.econbiz.de/10000955130
Cover Image
Modelling nonlinearity and long memory in time series
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000955132