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

Article

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