Similar Search Results

Nonlinear time series with long memory : a model for stochastic volatility

Robinson, Peter M.; Zaffaroni, Paolo - 1997

Persistent link: https://www.econbiz.de/10000954585

Modelling nonlinearity and long memory in time series

Robinson, Peter M.; Zaffaroni, Paolo - 1997

Persistent link: https://www.econbiz.de/10000955132

Statistical inference on regression with spatial dependence

Robinson, Peter M.; Thawornkaiwong, Supachoke - 2011

Central limit theorems are developed for instrumental variables estimates of linear and semi-parametric partly linear regression models for spatial data. General forms of spatial dependenceand heterogeneity in explanatory variables and unobservable disturbances are permitted. We discuss...

Persistent link: https://www.econbiz.de/10008859690

Statistical inference on regression with spatial dependence

Robinson, Peter M.; Thawornkaiwong, Supachoke - 2010

Persistent link: https://www.econbiz.de/10008909187

Statistical inference on regression with spatial dependence

Robinson, Peter M.; Thawornkaiwong, Supachoke - In: Journal of econometrics 168 (2012) 2, pp. 521-542

Persistent link: https://www.econbiz.de/10009614584

Pseudo-maximum likelihood estimation of ARCH(∞) models

Robinson, Peter M. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003164285

Nonlinear time series with long memory : a model for stochastics volatility

Robinson, Peter M.; Zaffaroni, Paolo - 1996

Persistent link: https://www.econbiz.de/10000985327

Statistical inference on regression with spatial dependence

Robinson, Peter; Thawornkaiwong, Supachoke - Centre for Microdata Methods and Practice (CEMMAP) - 2011

Central limit theorems are developed for instrumental variables estimates of linear and semiparametric partly linear regression models for spatial data. General forms of spatial dependence and heterogeneity in explanatory variables and unobservable disturbances are permitted. We discuss...

Persistent link: https://www.econbiz.de/10008865983