Items where Author is "Marinucci, D."

Article

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

Monograph

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. (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.