Access Statistics for Peter M. Robinson
Cointegration in Fractional Systems with Unknown Integration Orders 0 1 1 107 0 1 5 303
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 0 1 7 472
Modified whittle estimation of multilateral spatial models 0 0 0 42 0 0 2 181
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 1 373 0 0 3 951
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 0 0 3 304
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 0 0 4 260
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 1 54 1 2 6 199
Total Working Papers 0 1 3 629 1 4 30 2,670
Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory 0 0 0 36 0 3 5 357
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form 1 1 7 144 2 7 22 388
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 1 3 76 0 5 12 295
Averaged periodogram estimation of long memory 0 0 1 81 0 0 6 263
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 1 4 7 275 2 9 15 956
Cointegration in Fractional Systems with Unknown Integration Orders 0 0 1 90 0 4 12 339
Cointegration in fractional systems with deterministic trends 0 0 0 83 1 1 3 253
Determination of cointegrating rank in fractional systems 0 1 6 80 0 4 23 227
Edgeworth Expansions for Semiparametric Averaged Derivatives 0 0 0 0 0 2 5 255
Finite sample improvements in statistical inference with I(1) processes 0 0 0 44 0 0 1 193
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 1 4 147
Highly Insignificant F-Ratios 0 0 0 21 0 4 6 151
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 0 50 0 0 5 141
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 0 3 4 144
Instrumental Variables Estimation of Differential Equations 0 0 0 15 0 2 5 82
Nonparametric Methods in Specification 0 0 1 15 0 0 1 46
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 0 0 1 334
On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables 0 0 3 90 1 5 10 299
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 4 85
Root- N-Consistent Semiparametric Regression 3 9 35 1,046 5 31 124 2,386
Semiparametric Econometrics: A Survey 1 1 3 315 1 2 5 597
Semiparametric estimation from time series with long-range dependence 0 0 0 36 0 0 0 75
Semiparametric fractional cointegration analysis 0 2 5 64 0 3 12 172
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 1 5 351 1 3 12 901
Testing for structural change in a long-memory environment 0 0 3 147 1 1 5 319
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 2 159 0 0 5 463
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 1 4 185 0 4 21 480
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 0 0 3 164
Tests for Serial Dependence in Limited Dependent Variable Models 0 1 1 31 0 1 3 128
The Estimation of Linear Differential Equations with Constant Coefficients 0 0 0 32 0 4 8 153
The Normal Approximation for Semiparametric Averaged Derivatives 1 1 1 25 1 6 10 131
The Stochastic Difference between Econometric Statistics 0 0 3 146 0 6 14 896
The distance between rival nonstationary fractional processes 0 0 0 33 0 0 3 121
The memory of stochastic volatility models 0 0 0 58 0 0 1 160
Using Gaussian Estimators Robustly 0 0 0 0 0 0 1 45
Total Journal Articles 7 23 93 3,828 16 115 381 12,536