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 0 4 324
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 0 0 1 186
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 1 1 1 960
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 0 0 1 318
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 0 1 3 276
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 0 1 2 204
Total Working Papers 0 0 0 635 1 3 12 2,755

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 5 166 0 0 12 461
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 0 1 83 0 0 3 316
Averaged periodogram estimation of long memory 0 0 0 82 0 0 1 267
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 0 0 0 281 0 0 1 980
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 0 3 264
Determination of cointegrating rank in fractional systems 0 1 1 84 1 3 5 255
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 0 1 198
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 0 1 152
Highly Insignificant F-Ratios 0 0 0 21 0 0 1 160
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 0 52 1 1 1 150
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 0 0 1 152
Instrumental Variables Estimation of Differential Equations 0 0 0 16 0 0 1 84
Nonparametric Methods in Specification 0 0 0 16 0 0 2 49
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 0 0 0 340
On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables 0 0 1 98 0 0 4 318
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 0 86
Root- N-Consistent Semiparametric Regression 4 10 42 1,344 7 21 99 3,079
Semiparametric Econometrics: A Survey 0 0 1 319 0 0 4 611
Semiparametric estimation from time series with long-range dependence 1 1 1 39 1 1 1 81
Semiparametric fractional cointegration analysis 0 1 2 69 0 1 4 187
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 0 1 368 0 0 5 940
Testing for structural change in a long-memory environment 0 2 2 153 0 2 3 338
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 161 0 0 1 478
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 0 212 0 0 6 538
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 0 0 1 168
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 0 0 1 131
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives 0 0 0 53 0 0 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 1 29 0 0 1 141
The Stochastic Difference between Econometric Statistics 0 0 2 155 0 0 2 916
The distance between rival nonstationary fractional processes 0 0 1 35 0 0 3 131
The memory of stochastic volatility models 0 0 0 62 0 0 1 168
Using Gaussian Estimators Robustly 0 0 0 0 0 0 1 49
Total Journal Articles 5 15 62 4,264 10 29 172 13,706

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Statistics updated 2025-07-04