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Efficient estimation of the semiparametric spatial autoregressive model
Robinson, Peter M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003332165
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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
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Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.; Robinson, Peter M. - 1999
Persistent link: https://www.econbiz.de/10001429067
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Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000973221
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A nonparametric test for I (0)
Lobato, Ignacio N.; Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10000978039
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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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Gaussian estimation of parametric spectral density with unknown pole
Giraitis, L.; Hidalgo, Javier; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001605676
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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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Studentization in edgeworth expansions for estimates of semiparametric index models
Nishiyama, Y.; Robinson, Peter M. - In: Nonlinear statistical modeling : proceedings of the …, (pp. 197-240). 2000
Persistent link: https://www.econbiz.de/10001586853
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Edgeworth expansions for spectral density estimates and studentized sample mean
Velasco, Carlos; Robinson, Peter M. - In: Econometric theory 17 (2001) 3, pp. 497-539
Persistent link: https://www.econbiz.de/10001589011