The following pages link to Peter M. Robinson (Q418244):
Displaying 50 items.
- (Q178772) (redirect page) (← links)
- The distance between rival nonstationary fractional processes (Q265027) (← links)
- Cointegration in fractional systems with deterministic trends (Q265117) (← links)
- Diagnostic testing for cointegration (Q291113) (← links)
- Correlation testing in time series, spatial and cross-sectional data (Q299248) (← links)
- Inference on power law spatial trends (Q418245) (← links)
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Root-\(n\)-consistent estimation of weak fractional cointegration (Q451251) (← links)
- Non-nested testing of spatial correlation (Q494415) (← links)
- Nonparametric trending regression with cross-sectional dependence (Q527964) (← links)
- Efficient estimation of the semiparametric spatial autoregressive model (Q530965) (← links)
- Semiparametric inference in multivariate fractionally cointegrated systems (Q736545) (← links)
- Asymptotic theory for nonparametric regression with spatial data (Q738039) (← links)
- Statistical inference on regression with spatial dependence (Q738181) (← links)
- Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (Q811063) (← links)
- Nonparametric spectrum estimation for spatial data (Q866644) (← links)
- Series estimation under cross-sectional dependence (Q894633) (← links)
- Estimation of disequilibrium and limited dependent variable models with serially dependent residuals (Q899905) (← links)
- Multiple local Whittle estimation in stationary systems (Q955151) (← links)
- Kernel estimation and interpolation for time series containing missing observations (Q1062717) (← links)
- Approximate optimal allocation in repeated sampling from a finite population (Q1067327) (← links)
- On the errors-in-variables problem for time series (Q1076466) (← links)
- On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators (Q1088355) (← links)
- Optimal spectral kernel for long-range dependent time series (Q1129458) (← links)
- Analysis of time series from mixed distributions (Q1167503) (← links)
- Continuous time regressions with discrete data (Q1217432) (← links)
- The estimation of a nonlinear moving average model (Q1238201) (← links)
- Estimation of a time series model from unequally spaced data (Q1240510) (← links)
- The estimation of a multivariate linear relation (Q1242399) (← links)
- The construction and estimation of continuous time models and discrete approximations in econometrics (Q1244777) (← links)
- On consistency in time series analysis (Q1244933) (← links)
- Alternative models for stationary stochastic processes (Q1251442) (← links)
- Distributed lag approximation to linear time-invariant systems (Q1258156) (← links)
- Nonlinear time series with long memory: A model for stochastic volatility (Q1299552) (← links)
- Alternative forms of fractional Brownian motion (Q1304352) (← links)
- Semiparametric analysis of long-memory time series (Q1327856) (← links)
- Rates of convergence and optimal spectral bandwidth for long range dependence (Q1333578) (← links)
- Semiparametric estimation from time series with long-range dependence (Q1341199) (← links)
- Time series regression with long-range dependence (Q1355170) (← links)
- Testing of unit root and other nonstationary hypotheses in macroeconomic time series (Q1371371) (← links)
- Large-sample inference for nonparametric regression with dependent errors (Q1374227) (← links)
- Weak convergence of multivariate fractional processes (Q1411878) (← links)
- Edgeworth expansions for semiparametric Whittle estimation of long memory. (Q1434016) (← links)
- Variance-type estimation of long memory (Q1593608) (← links)
- Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension (Q1680193) (← links)
- Inference on trending panel data (Q1792445) (← links)
- Estimation of second-order properties from jittered time series (Q1817406) (← links)
- Narrow-band analysis of nonstationary processes (Q1848891) (← links)
- Gaussian estimation of parametric spectral density with unknown pole (Q1848892) (← links)
- Determination of cointegrating rank in fractional systems. (Q1858915) (← links)
