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 1 2 4 326
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 0 0 0 487
Modified whittle estimation of multilateral spatial models 0 0 0 42 3 3 5 190
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 3 3 4 963
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 0 0 0 318
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 2 2 4 278
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 0 2 4 206
Total Working Papers 0 0 0 635 9 12 21 2,768

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 0 0 0 364
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form 0 0 1 166 1 1 4 462
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 0 0 83 0 0 2 316
Averaged periodogram estimation of long memory 0 0 1 83 0 0 3 269
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 0 0 0 281 1 2 3 982
Cointegration in Fractional Systems with Unknown Integration Orders 0 0 0 90 0 0 0 344
Cointegration in fractional systems with deterministic trends 0 0 0 84 0 1 4 266
Determination of cointegrating rank in fractional systems 0 0 2 85 1 1 7 258
Edgeworth Expansions for Semiparametric Averaged Derivatives 0 0 0 0 0 0 0 259
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 0 1 3 142
Finite sample improvements in statistical inference with I(1) processes 0 0 0 44 0 1 2 199
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 1 1 2 153
Highly Insignificant F-Ratios 0 0 0 21 0 0 2 161
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 0 52 0 0 1 150
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 0 0 2 153
Instrumental Variables Estimation of Differential Equations 0 0 0 16 0 1 2 85
Nonparametric Methods in Specification 0 0 0 16 0 0 3 50
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 1 1 1 341
On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables 0 0 1 98 1 1 5 320
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 1 87
Root- N-Consistent Semiparametric Regression 0 3 28 1,350 9 14 79 3,102
Semiparametric Econometrics: A Survey 0 2 2 321 0 2 5 613
Semiparametric estimation from time series with long-range dependence 0 0 1 39 1 1 3 83
Semiparametric fractional cointegration analysis 0 0 1 69 1 2 4 189
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 0 0 368 1 1 2 941
Testing for structural change in a long-memory environment 0 0 2 153 2 2 5 341
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 161 1 2 3 480
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 0 212 1 2 6 541
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 0 0 2 169
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 0 0 2 132
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives 0 1 1 54 0 1 2 258
The Estimation of Linear Differential Equations with Constant Coefficients 0 0 0 32 0 0 0 155
The Normal Approximation for Semiparametric Averaged Derivatives 0 0 0 29 0 1 2 143
The Stochastic Difference between Econometric Statistics 0 0 2 155 1 2 4 918
The distance between rival nonstationary fractional processes 0 0 0 35 0 0 1 131
The memory of stochastic volatility models 0 0 0 62 0 1 2 169
Using Gaussian Estimators Robustly 0 0 0 0 1 2 4 52
Total Journal Articles 0 6 42 4,275 24 44 173 13,778

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Statistics updated 2025-11-08