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ET 20th Anniversary Colloquium: Automated Inference and the Future of Econometrics || Robust Covariance Matrix Estimation: HAC Estimates with Long Memory/Antipersistence CorrectionP. M. Robinson · Econometric Theory · 2005
A cognitive performance index derived from P300 evoked potential testingP.M. Robinson; N.L. Robinson · 1985
Use of the cognitive performance index in assessment of patients with Alzheimer's diseaseN.L. Robinson; P.M. Robinson · 1985
The morphology of anthracene crystalsP.M. Robinson; H.G. Scott · 1967
Averaged periodogram estimation of long memoryI. Lobato; P.M. Robinson · 1996
Alternative models for stationary stochastic processesP.M. Robinson · 1978
Diagnostic testing for cointegrationP.M. Robinson · 2008
Nonparametric spectrum estimation for spatial dataP.M. Robinson · 2007
The memory of stochastic volatility modelsP.M. Robinson · 2001
[untitled]Review by: Francis X. Diebold · Econometric Theory · 1992
On Differentiating Eigenvalues and EigenvectorsJan R. Magnus · Econometric Theory · 1985
MINIMIZING AVERAGE RISK IN REGRESSION MODELSClaeskens, Gerda; Hjort, Nils Lid · Econometric Theory · 2008
Interviewed by Nicholas M. KieferGoldberger, Arthur S. · Econometric Theory · 1989
ESTIMATION-ADJUSTED VARGourieroux, Christian; Zakoïan, Jean-Michel · Econometric Theory · 2013
UNIT ROOT TESTS WITH WAVELETSFan, Yanqin; Gençay, Ramazan · Econometric Theory · 2010
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATIONMcAleer, Michael; Chan, Felix; Hoti, Suhejla; Lieberman, Offer · Econometric Theory · 2008
Causality in the Long RunClive, W.J.; Lin, Jin-Lung · Econometric Theory · 1995