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Testing for breaks in regression models with dependent data
Hidalgo, Javier; Dalla, Violetta - 2015
Persistent link: https://www.econbiz.de/10011280122
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Autocorrelation-robust inference
Robinson, Peter M.; Valasco, Carlos - 1996
Persistent link: https://www.econbiz.de/10000952841
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Autocorrelation-robust inference
Robinson, Peter M. - 1997
Persistent link: https://www.econbiz.de/10001321898
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Consistent nonparametric entropy-based testing
Robinson, Peter M. - In: The review of economic studies 58 (1991) 4, pp. 437-453
Persistent link: https://www.econbiz.de/10001114333
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Tests for serial dependence and other specification analysis in models of markets in disequilibrium
Bera, Anil K. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 3, pp. 343-352
Persistent link: https://www.econbiz.de/10001069377
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Highly insignificant F-ratios
Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 61 (1993) 3, pp. 687-696
Persistent link: https://www.econbiz.de/10001144187
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Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico; Robinson, Peter M. - In: Journal of applied econometrics 16 (2001) 3, pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
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Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico; Robinson, Peter M. - 2001
Persistent link: https://www.econbiz.de/10001600245
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Time series with long memory
Robinson, Peter M. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001685690
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Non-nested testing of spatial correlation
Delgado, Miguel A.; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010260228