Items where Author is "Marinucci, D."

Marinucci, D. and Robinson, Peter (2001) Finite sample improvements in statistical inference with I(1) processes. Econometrics; EM/2001/422 (EM/01/422). Suntory and Toyota International Centres for Economics and Related Disciplines, London.

Marinucci, D. and Robinson, Peter M. (2001) Narrow-band analysis of nonstationary processes. Annals of Statistics, 29 (4). pp. 947-986. ISSN 0090-5364

Marinucci, D. (1998) Band spectrum regression for cointegrated time series with long memory innovations. EM (353). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.