DOI10.2307/2938370zbMath0779.62037OpenAlexW1968493287MaRDI QIDQ4271326
Peter M. Robinson
Publication date: 9 January 1994
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2938370
Bootstrap long memory processes in the frequency domain,
Efficient tests for the presence of a pair of complex conjugate unit roots in real time series,
Goodness-of-fit tests for Markov Switching VAR models using spectral analysis,
Simultaneous Statistical Inference in Dynamic Factor Models,
Specification testing for regression models with dependent data,
OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION,
An invariance property of optimal spectral bandwidths,
DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY,
Autocorrelation- and heteroskedasticity-consistent \(t\)-values with trending data,
VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN,
Second order optimality for estimators in time series regression models,
Parameter estimation and hypothesis testing in stationary vector time series,
Testing temporal constancy of the spectral structure of a time series,
Tests for the existence of group effects and interactions for two-way models with dependent errors,
Automatic spectral density estimation for random fields on a lattice via bootstrap,
Discriminant analysis based on binary time series,
Homogeneity tests for one-way models with dependent errors under correlated groups,
Non‐parametric short‐ and long‐run Granger causality testing in the frequency domain,
ASYMPTOTIC THEORY FOR SPECTRAL DENSITY ESTIMATES OF GENERAL MULTIVARIATE TIME SERIES,
A frequency domain bootstrap for general multivariate stationary processes,
TFT-bootstrap: resampling time series in the frequency domain to obtain replicates in the time domain,
An alternative bootstrap to moving blocks for time series regression models,
On testing for serial correlation of unknown form using wavelet thresholding,
Second order approximation in a linear regression with heteroskedasticity of unknown form,
On consistent testing for serial correlation of unknown form in vector time series models.,
Autoregressive-aided periodogram bootstrap for time series,
Covariance matrix estimation for estimators of mixing weak ARMA models,
The Hybrid Wild Bootstrap for Time Series,
Estimation of longrun variance of continuous time stochastic process using discrete sample,
Testing nonparametric and semiparametric hypotheses in vector stationary processes,
A Nonparametric Test for Weak Dependence Against Strong Cycles and its Bootstrap Analogue,
Unbounded heteroscedasticity in first-order autoregressive models and the Eicker-White asymptotic variance estimator,
Bootstrapping spectra: methods, comparisons and application to knock data,
Testing for serial correlation of unknown form in cointegrated time series models,
On consistent testing for serial correlation in seasonal time series models,
HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES,
Testing for seasonal unit roots by frequency domain regression,
Dynamic factors in the presence of blocks,
Testing for multivariate autoregressive conditional heteroskedasticity using wavelets,
On Diagnostic Checking Autoregressive Conditional Duration Models with Wavelet-Based Spectral Density Estimators,
On testing for multivariate ARCH effects in vector time series models,
ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES,
FIXED-b ASYMPTOTICS IN SINGLE-EQUATION COINTEGRATION MODELS WITH ENDOGENOUS REGRESSORS,
Testing equality of spectral density operators for functional processes,
A test for second order stationarity of a multivariate time series,
Semiparametric Sieve-Type Generalized Least Squares Inference,
Testing equality of spectral densities using randomization techniques,
A CUSUM test for cointegration using regression residuals,
A bootstrap causality test for covariance stationary processes
