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Semiparametric frequency domain analysis of fractional cointegration
Robinson, Peter M.; Marinucci, Domenico - 1998
Persistent link: https://www.econbiz.de/10000983439
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Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.; Zaffaroni, Paolo - 1996
Persistent link: https://www.econbiz.de/10000985327
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Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
Robinson, Peter M.; Henry, Mark S. - 1998
Persistent link: https://www.econbiz.de/10000990118
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Weak convergence of multivariate fractional processes
Marinucci, Domenico; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000991072
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Alternative forms of fractional Brownian motion
Marinucci, Domenico; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000991075
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Testing of seasonal fractional integration in UK and Japanese consumption and income
Gil-Alaña, Luis A.; Robinson, Peter M. - 1998
Persistent link: https://www.econbiz.de/10000994028
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Applications of semiparametric modelling in economics
Robinson, Peter M. - In: Revista española de economía 8 (1991) 1, pp. 53-60
Persistent link: https://www.econbiz.de/10001122022
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Nonparametric and semiparametric methods for economic research
Delgado, Miguel A. - In: Journal of economic surveys 6 (1992) 3, pp. 201-249
Persistent link: https://www.econbiz.de/10001130198
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Best nonlinear three-stage least squares estimation of certain econometric models
Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 3, pp. 755-786
Persistent link: https://www.econbiz.de/10001104910
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Automatic frequency domain inference on semiparametric and nonparametric models
Robinson, Peter M. - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 5, pp. 1329-1363
Persistent link: https://www.econbiz.de/10001113283