LSE creators

Number of items: 16.
2001
  • Marinucci, D, Robinson, Peter M (2001). Finite sample improvement in statistical inference with I(1) processes. (Econometrics EM/2001/422). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D., Robinson, Peter (2001). Finite sample improvements in statistical inference with I(1) processes. (Econometrics; EM/2001/422 EM/01/422). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D, Robinson, Peter (2001). Narrow-band analysis of nonstationary processes. (Econometrics; EM/2001/421 EM/01/421). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D, Robinson, Peter M. (2001). Semiparametric fractional cointegration analysis. (Econometrics; EM/2001/420 EM/01/420). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D, Robinson, Peter (2001). Finite sample improvements in statistical inference with I(1) processes. Journal of Applied Econometrics, 16(3), 431-444.
  • Marinucci, D., Robinson, Peter M. (2001). Narrow-band analysis of nonstationary processes. Annals of Statistics, 29(4), 947-986. https://doi.org/10.1214/aos/1013699988
  • Marinucci, D, Robinson, Peter (2001). Semiparametric fractional cointegration analysis. Journal of Econometrics, 105(1), 225-248.
    • 2000
  • Marinucci, D, Robinson, Peter M. (2000). The averaged periodogram for nonstationary vector time series. (Econometrics; EM/2000/408 EM/00/408). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D, Robinson, Peter (2000). Weak convergence of multivariate fractional processes. Stochastic Processes and Their Applications, 86(1), 103 - 120. https://doi.org/10.1016/S0304-4149(99)00088-5
  • Robinson, Peter, Marinucci, D (2000). The averaged periodogram for nonstationary vector time series. Statistical Inference for Stochastic Processes, 3(1-2.), 149-160. https://doi.org/10.1023/A:1009925202524
    • 1999
  • Marinucci, D, Robinson, Peter (1999). Alternative forms of fractional Brownian motion. Journal of Statistical Planning and Inference, 80(1-2.), 111-122. https://doi.org/10.1016/S0378-3758(98)00245-6
    • 1998
  • Marinucci, D, Robinson, Peter M. (1998). Alternative forms of fractional Brownian motion. (Econometrics; EM/1998/354 EM/98/354). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D. (1998). Band spectrum regression for cointegrated time series with long memory innovations. (EM 353). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D, Robinson, Peter M. (1998). Weak convergence of multivariate fractional processes. (Econometrics paper series EM/98/352). Suntory and Toyota International Centres for Economics and Related Disciplines. picture_as_pdf
  • Marinucci, D, Robinson, Peter M. (1998). Semiparametric frequency domain analysis of fractional cointegration. (Econometrics; EM/1998/348 EM/98/348). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, Domenico (1998). Semiparametric frequency domain analysis of fractionally integrated and cointegrated time series. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf