Semiparametric Methods in Spatial Econometrics
Lead Research Organisation:
London School of Economics and Political Science
Department Name: Economics
Abstract
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People |
ORCID iD |
Peter Robinson (Principal Investigator) |
Publications
Hualde J
(2007)
Root--consistent estimation of weak fractional cointegration
in Journal of Econometrics
Da Silva A
(2008)
FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS
in Econometric Theory
Da Silva A
(2008)
Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
in Econometric Reviews