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Items where Author is "Robinson, P. M."

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Robinson, P. M. (2005) Robust covariance matrix estimation : 'HAC' estimates with long memory/antipersistence correction. Econometric Theory, 21 (1). pp. 171-180. ISSN 1469-4360

Robinson, P. M. and Hidalgo, Javier (1997) Time series regression with long-range dependence. Annals of Statistics, 25 (1). pp. 77-104. ISSN 0090-5364

This list was generated on Mon Mar 25 23:57:24 2019 GMT.