Items where authors include "Robinson, P.M."
Jump to: Article
Number of items: 3.
Article
Robinson, P.M. and Iacone, F. (2005) Cointegration in Fractional Systems with Deterministic Trends. Journal of Econometrics, 129 (1-2). pp. 263-298. ISSN 0304-4076
Giraitis, L. and Robinson, P.M. (2003) Edgeworth expansions for semiparametric Whittle estimation of long memory. Annals of Statistics, 31 (4). pp. 1325-1375. ISSN 0090-5364
Giraitis, L., Hidalgo, J. and Robinson, P.M. (2001) Gaussian estimation of parametric spectral density with unknown pole. Annals of Statistics, 29 (4). pp. 987-1023. ISSN 0090-5364