Robinson, Peter M.
London School of Economics and Political Science
2 papers on CoChatORCID 0000-0002-8516-9758
Most cited papers
- Verified
Determination of cointegrating rank in fractional systems
Robinson, P. M., & Yajima, Y. (2002) · Journal of Econometrics
Complex Systems and Time Series AnalysisMonetary Policy and Economic Impact
Cited by 236
- Verified
Identifying cointegration by eigenanalysis
Zhang, R., Robinson, P., & Yao, Q. (2019) · Journal of the American Statistical Association
Financial Risk and Volatility ModelingComplex Systems and Time Series Analysis
Cited by 51
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