Author

Name:
Peter Robinson
Educations:
Ph D: Australian National University, Economics, 1973
Master: London School of Economics, Economics, 1969
Bachelor: University College, Economics, 1968
e-mail:
p.m.robinson@lse.ac.uk
URL:
http://personal.lse.ac.uk/robinso1/
Articles 2:

Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
Afonso Gonçalves da Silva, Peter Robinson
Econometric Reviews, vol. 27, 2008, p. 268-297.

Fractional Cointegration in Stochastic Volatility Models
Afonso Gonçalves da Silva, Peter Robinson
Econometric Theory, vol. 24, 2008, p. 1207-1253.

Back