Access Statistics for Peter M. Robinson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cointegration in Fractional Systems with Unknown Integration Orders 0 0 0 108 6 8 10 334
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 0 2 2 489
Modified whittle estimation of multilateral spatial models 0 0 0 42 4 4 9 194
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 2 5 9 968
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 3 5 5 323
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 5 8 12 286
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 6 6 9 212
Total Working Papers 0 0 0 635 26 38 56 2,806

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory 0 0 0 36 2 3 3 367
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form 0 0 1 166 1 6 8 468
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 0 0 83 25 39 40 355
Averaged periodogram estimation of long memory 0 0 1 83 1 2 4 271
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 0 0 0 281 0 6 8 988
Cointegration in Fractional Systems with Unknown Integration Orders 0 0 0 90 1 5 5 349
Cointegration in fractional systems with deterministic trends 0 0 0 84 7 16 19 282
Determination of cointegrating rank in fractional systems 0 0 2 85 3 6 12 264
Edgeworth Expansions for Semiparametric Averaged Derivatives 0 0 0 0 3 6 6 265
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 2 3 6 145
Finite sample improvements in statistical inference with I(1) processes 0 0 0 44 1 5 6 204
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 2 6 7 159
Highly Insignificant F-Ratios 0 0 0 21 6 6 7 167
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 0 52 5 7 8 157
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 0 3 5 156
Instrumental Variables Estimation of Differential Equations 0 0 0 16 2 3 4 88
Nonparametric Methods in Specification 0 0 0 16 1 2 3 52
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 5 10 11 351
On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables 0 0 0 98 3 4 6 324
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 2 2 3 89
Root- N-Consistent Semiparametric Regression 1 4 21 1,354 14 35 87 3,137
Semiparametric Econometrics: A Survey 0 1 3 322 1 6 10 619
Semiparametric estimation from time series with long-range dependence 0 0 1 39 0 2 5 85
Semiparametric fractional cointegration analysis 0 0 1 69 2 3 6 192
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 0 0 368 3 3 4 944
Testing for structural change in a long-memory environment 0 0 2 153 23 25 30 366
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 1 1 162 4 8 11 488
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 0 212 4 6 9 547
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 0 2 3 171
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 2 4 5 136
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives 0 0 1 54 4 4 5 262
The Estimation of Linear Differential Equations with Constant Coefficients 0 0 0 32 2 8 8 163
The Normal Approximation for Semiparametric Averaged Derivatives 0 0 0 29 7 8 10 151
The Stochastic Difference between Econometric Statistics 0 0 2 155 1 2 6 920
The distance between rival nonstationary fractional processes 0 0 0 35 4 5 5 136
The memory of stochastic volatility models 0 0 0 62 3 4 5 173
Using Gaussian Estimators Robustly 0 0 0 0 4 4 8 56
Total Journal Articles 1 6 36 4,281 150 269 388 14,047

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Statistics updated 2026-02-12