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 3 13 337
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 1 2 4 491
Modified whittle estimation of multilateral spatial models 0 0 0 42 0 3 11 197
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 0 3 12 971
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 0 4 10 328
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 1 3 15 291
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 2 3 11 215
Total Working Papers 0 0 0 635 4 21 76 2,830

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 2 6 370
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form 0 0 0 166 0 2 9 470
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 0 1 84 1 3 45 361
Averaged periodogram estimation of long memory 0 0 1 83 0 0 5 272
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 0 1 1 282 0 2 11 991
Cointegration in Fractional Systems with Unknown Integration Orders 0 0 0 90 0 1 7 351
Cointegration in fractional systems with deterministic trends 0 0 0 84 1 1 22 286
Determination of cointegrating rank in fractional systems 0 0 1 85 1 4 15 269
Edgeworth Expansions for Semiparametric Averaged Derivatives 0 0 0 0 0 0 7 266
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 0 2 9 148
Finite sample improvements in statistical inference with I(1) processes 0 0 0 44 0 7 13 211
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 2 9 161
Highly Insignificant F-Ratios 0 0 0 21 2 7 20 180
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 0 52 1 3 11 160
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 0 2 8 160
Instrumental Variables Estimation of Differential Equations 0 0 0 16 0 3 7 91
Nonparametric Methods in Specification 0 0 0 16 0 2 5 54
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 0 1 13 353
On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables 0 0 0 98 1 3 10 328
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 1 4 90
Root- N-Consistent Semiparametric Regression 0 1 15 1,355 6 27 93 3,165
Semiparametric Econometrics: A Survey 0 0 3 322 1 3 11 622
Semiparametric estimation from time series with long-range dependence 0 0 1 39 0 2 9 89
Semiparametric fractional cointegration analysis 0 0 0 69 1 4 9 196
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 0 0 368 0 1 5 945
Testing for structural change in a long-memory environment 0 0 0 153 0 9 49 387
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 1 162 0 2 12 490
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 0 212 2 5 16 554
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 0 1 4 172
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 0 1 7 138
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives 0 0 1 54 1 7 12 269
The Estimation of Linear Differential Equations with Constant Coefficients 0 0 0 32 0 2 12 167
The Normal Approximation for Semiparametric Averaged Derivatives 0 0 0 29 1 2 14 155
The Stochastic Difference between Econometric Statistics 0 0 0 155 0 2 9 925
The distance between rival nonstationary fractional processes 0 1 1 36 0 2 7 138
The memory of stochastic volatility models 0 0 0 62 1 2 7 175
Using Gaussian Estimators Robustly 0 0 0 0 0 1 10 59
Total Journal Articles 0 3 26 4,285 20 121 522 14,218

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Statistics updated 2026-06-04