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 0 1 8 324
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 1 1 2 186
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 0 0 0 959
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 0 0 2 318
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 1 1 2 275
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 0 1 1 203
Total Working Papers 0 0 0 635 2 4 15 2,752

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 1 1 6 166 1 2 14 461
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 0 1 83 1 2 3 316
Averaged periodogram estimation of long memory 0 0 0 82 0 1 1 267
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 0 0 1 281 0 1 2 980
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 1 84 0 1 2 263
Determination of cointegrating rank in fractional systems 0 0 0 83 0 1 2 252
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 0 0 139
Finite sample improvements in statistical inference with I(1) processes 0 0 0 44 0 1 1 198
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 1 2 152
Highly Insignificant F-Ratios 0 0 0 21 0 1 1 160
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 1 52 0 0 1 149
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 1 1 2 152
Instrumental Variables Estimation of Differential Equations 0 0 0 16 0 1 1 84
Nonparametric Methods in Specification 0 0 0 16 0 2 2 49
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 0 0 1 340
On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables 0 0 2 98 0 2 6 318
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 0 86
Root- N-Consistent Semiparametric Regression 0 8 59 1,333 6 26 131 3,056
Semiparametric Econometrics: A Survey 0 0 1 319 1 2 4 610
Semiparametric estimation from time series with long-range dependence 0 0 0 38 0 0 0 80
Semiparametric fractional cointegration analysis 0 0 2 68 0 1 4 186
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 0 1 368 0 1 5 940
Testing for structural change in a long-memory environment 0 0 0 151 0 0 1 336
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 161 0 0 1 477
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 3 212 0 3 9 538
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 0 1 1 168
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 0 1 1 131
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives 0 0 0 53 0 1 2 257
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 2 29 0 0 2 141
The Stochastic Difference between Econometric Statistics 2 2 2 155 2 2 2 916
The distance between rival nonstationary fractional processes 0 0 1 35 0 1 3 131
The memory of stochastic volatility models 0 0 0 62 0 1 2 168
Using Gaussian Estimators Robustly 0 0 0 0 0 0 0 48
Total Journal Articles 3 11 83 4,248 12 57 209 13,671

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Statistics updated 2025-03-03