Autor

Nome:
Peter Robinson
Habilitações:
Doutoramento: Australian National University, Economics, 1973
Mestrado: London School of Economics, Economics, 1969
Licenciatura: University College, Economics, 1968
e-mail:
p.m.robinson@lse.ac.uk
URL:
http://personal.lse.ac.uk/robinso1/
Artigos 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.

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