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A cusum test of common trends in large heterogeneous panels
Hidalgo, Javier; Lee, Jungyoon - 2014
Persistent link: https://www.econbiz.de/10010403120
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Semiparametric fractional cointegration analysis
Marinucci, Domenico; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001598139
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Determination of cointegrating rank in fractional systems
Robinson, Peter M.; Yajima, Yoshihiro - 2001
Persistent link: https://www.econbiz.de/10001600252
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Semiparametric fractional cointegration analysis
Marinucci, Domenico; Robinson, Peter M. - In: Journal of econometrics 105 (2001) 1, pp. 225-247
Persistent link: https://www.econbiz.de/10001617164
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Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.; Hualde, Javier - 2003
Persistent link: https://www.econbiz.de/10001740392
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Determination of cointegrating rank in fractional systems
Robinson, Peter M.; Yajima, Yoshihiro - In: Journal of econometrics 106 (2002) 2, pp. 217-241
Persistent link: https://www.econbiz.de/10001638894
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Cointegration in fractional systems with unknown integration orders
Robinson, Peter M.; Hualde, J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 6, pp. 1727-1766
Persistent link: https://www.econbiz.de/10001841356
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The bootstrap and the edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002227754
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Cointegration in fractional systems with deterministic trends
Robinson, Peter M.; Iacone, Fabrizio - 2004
Persistent link: https://www.econbiz.de/10002093996
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko; Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 903-948
Persistent link: https://www.econbiz.de/10002876762