Narrow search
Showing 1 - 10 of 87
Cover Image
Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 4, pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
Cover Image
Adaptive semiparametric estimation of the memory parameter
Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander - 2000
Persistent link: https://www.econbiz.de/10001444259
Cover Image
Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.; Robinson, Peter M. - 1999
Persistent link: https://www.econbiz.de/10001429067
Cover Image
A model for long memory conditional heteroscedasticity
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas - 2000
Persistent link: https://www.econbiz.de/10001490719
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
Autocorrelation-robust inference
Robinson, Peter M.; Valasco, Carlos - 1996
Persistent link: https://www.econbiz.de/10000952841
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
Variance-type estimation of long memory
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas - 1998
Persistent link: https://www.econbiz.de/10000996492