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Modelling memory of economic and financial time series
Robinson, Peter M. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814614
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Adapting to unknow disturbance autocorrelation in regression with long memory
Hidalgo, Javier; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001618205
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Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu; Robinson, Peter M. - 2015
Persistent link: https://www.econbiz.de/10011393194
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Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010234259
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Higher-order least squares inference for spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - 2020
Persistent link: https://www.econbiz.de/10012307275
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Optimal spectral kernel for long-range dependent time series
Delgado, Miguel A.; Robinson, Peter M. - 1994
Persistent link: https://www.econbiz.de/10000902813
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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
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Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000954585
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Modelling nonlinearity and long memory in time series
Robinson, Peter M.; Zaffaroni, Paolo - 1997
Persistent link: https://www.econbiz.de/10000955132
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Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - 1997
Persistent link: https://www.econbiz.de/10000959150