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Whittle estimation of ARCH mod...
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Time series analysis
Estimation theory
123
Schätztheorie
123
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113
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111
Zeitreihenanalyse
109
Nichtparametrisches Verfahren
63
Nonparametric statistics
60
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40
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40
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37
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26
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long memory
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Long memory
14
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Statistische Methodenlehre
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11
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11
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Robinson, Peter M.
71
Giraitis, Liudas
43
Phillips, Peter C. B.
11
Surgailis, Donatas
8
Dalla, Violetta
7
Kapetanios, George
7
Price, Simon
6
Distaso, Walter
4
Hidalgo, Javier
4
Leipus, Remigijus
4
Zaffaroni, Paolo
4
Abadir, Karim Maher
3
Gao, Jiti
3
Magdalinos, Tassos
3
Samarov, Alexander
3
Silva, Afonso Gonçalves da
3
Velasco, Carlos
3
Arteche, Josu
2
Bailey, Natalia
2
Delgado, Miguel A.
2
Gil-Alaña, Luis A.
2
Hidalgo, Javier S.
2
Iacone, Fabrizio
2
Lee, Jungyoon
2
Marinucci, Domenico
2
Valasco, Carlos
2
Škarnulis, Andrius
2
Abadir, Karim M.
1
Cheng, Bing
1
Gerolimetto, Margherita
1
Giraitis, L.
1
Gonçalves da Silva, Afonso
1
Hannan, Edward J.
1
Henry, Mark S.
1
Hualde, J.
1
Hualde, Javier
1
Kapetaniosi, George
1
Lenz, Hans-Joachim
1
Li, Yufei
1
Lobato, Ignacio N.
1
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
1
London School of Economics and Political Science
1
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1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
University of California Santa Barbara
1
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
21
Journal of econometrics
15
Econometrics papers
13
LSE STICERD Research Paper
9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Econometric theory
8
Working paper
6
Cowles Foundation discussion paper
4
Cowles Foundation Discussion Paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
The review of economic studies
3
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Advanced texts in econometrics
1
Athens Conference on Applied Probability and Time Series Analysis
1
Bank of England Working Paper
1
CAMA Working Paper
1
CAMA working paper series
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Discussion paper series / LSE Financial Markets Group
1
Diskussionsarbeiten / Institut für Quantitative Ökonomik und Statistik, Universität Berlin
1
EUI working paper / ECO
1
Econometric reviews
1
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
1
Handbook of financial time series
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Lecture notes in statistics
1
Robust inference
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The econometrics journal
1
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1
Working papers / Bank of England
1
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1
Adaptive semiparametric estimation of the memory parameter
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001444259
Saved in:
2
A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
2000
Persistent link: https://www.econbiz.de/10001490719
Saved in:
3
Parametric estimation under long-range dependence
Giraitis, Liudas
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001587921
Saved in:
4
LARCH, leverage, and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 177-210
Persistent link: https://www.econbiz.de/10002214253
Saved in:
5
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long range dependence
Giraitis, Liudas
;
Robinson, Peter M.
;
Samarov, Alexander
-
1997
Persistent link: https://www.econbiz.de/10000959150
Saved in:
6
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
Saved in:
7
LARCH, leverage and long memory
Giraitis, Liudas
;
Leipus, Remigijus
;
Robinson, Peter M.
; …
-
2003
Persistent link: https://www.econbiz.de/10001818318
Saved in:
8
Gaussian estimation of parametric spectral density with unknown pole
Giraitis, L.
;
Hidalgo, Javier
;
Robinson, Peter M.
-
2001
Persistent link: https://www.econbiz.de/10001605676
Saved in:
9
Robust covariance matrix estimation : "HAC" estimates with long memory/antipersistence correction
Robinson, Peter M.
-
2004
Persistent link: https://www.econbiz.de/10002034300
Saved in:
10
Modeling memory of economic and financial time series
Robinson, Peter M.
- In:
The Singapore economic review : journal of the Economic …
50
(
2005
)
1
,
pp. 2-8
Persistent link: https://www.econbiz.de/10002806100
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