European University Institute Library
Robinson, P. M
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Robinson, P. M
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Robinson, P. M
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6
Testing of seasonal fractional integration in UK and Japanese consumption and income
Gaussian estimation of parametric spectral density with unknown pole
Alternative forms of fractional Brownian motion
Studentization in edgeworth expansions for estimates of semiparametric index models
Weak convergence of multivariate fractional processes
Edgeworth expansions for semiparametric averaged derivatives
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Autocorrelation-robust inference
Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels
The averaged periodogram from nonstationary vector time series
Semiparametric frequency domain analysis of fractional cointegration
The memory of stochastic volatility models
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