LSE creators

Number of items: 4.
Article
  • da Silva, Afonso Gonçalves, Robinson, Peter (2008). Finite sample performance in cointegration analysis of nonlinear time series with long memory. Econometric Reviews, 27(1), 268-297. https://doi.org/10.1080/07474930701873382
  • da Silva, Afonso Gonçalves, Robinson, Peter M. (2008). Fractional cointegration in stochastic volatility models. Econometric Theory, 24(05), 1207-1253. https://doi.org/10.1017/S0266466608080481
    • Thesis
  • da Silva, Afonso Goncalves (2008). Fractional cointegration analysis of nonlinear time series with long memory. [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
    • Working paper
  • Gonçalves da Silva, Afonso, Robinson, Peter (2007). Fractional cointegration in stochastic volatility models. Suntory and Toyota International Centres for Economics and Related Disciplines.