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 1 107 0 0 2 304
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 1 1 6 477
Modified whittle estimation of multilateral spatial models 0 0 0 42 1 1 1 182
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 1 374 1 1 3 954
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 4 4 6 310
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 5 5 9 268
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 1 1 5 201
Total Working Papers 0 0 2 630 13 13 32 2,696


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 1 1 4 358
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form 0 1 6 148 1 5 23 400
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 2 4 78 2 4 11 300
Averaged periodogram estimation of long memory 0 0 0 81 0 0 0 263
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 0 1 6 277 1 6 18 965
Cointegration in Fractional Systems with Unknown Integration Orders 0 0 0 90 2 2 7 341
Cointegration in fractional systems with deterministic trends 0 0 0 83 1 1 6 258
Determination of cointegrating rank in fractional systems 0 2 3 82 2 6 26 245
Edgeworth Expansions for Semiparametric Averaged Derivatives 0 0 0 0 1 1 3 256
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 0 0 0 138
Finite sample improvements in statistical inference with I(1) processes 0 0 0 44 1 1 1 194
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 1 1 2 148
Highly Insignificant F-Ratios 0 0 0 21 0 0 4 151
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 0 50 1 1 3 144
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 1 2 5 146
Instrumental Variables Estimation of Differential Equations 0 1 1 16 0 1 3 83
Nonparametric Methods in Specification 0 0 2 16 0 0 2 47
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 0 0 1 335
On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables 0 0 0 90 1 1 8 302
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 1 86
Root- N-Consistent Semiparametric Regression 1 14 44 1,079 6 39 142 2,485
Semiparametric Econometrics: A Survey 0 1 3 317 1 2 7 602
Semiparametric estimation from time series with long-range dependence 0 0 0 36 1 1 2 77
Semiparametric fractional cointegration analysis 0 0 3 65 1 2 8 177
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 0 4 353 4 5 15 911
Testing for structural change in a long-memory environment 0 0 0 147 2 2 7 325
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 1 160 0 0 2 464
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 3 187 1 1 12 486
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 1 1 1 165
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 1 31 0 0 1 128
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives 0 0 0 52 1 1 5 253
The Estimation of Linear Differential Equations with Constant Coefficients 0 0 0 32 1 1 5 154
The Normal Approximation for Semiparametric Averaged Derivatives 0 0 1 25 0 0 7 132
The Stochastic Difference between Econometric Statistics 0 1 1 147 1 2 14 904
The distance between rival nonstationary fractional processes 0 0 0 33 2 3 4 124
The memory of stochastic volatility models 0 1 1 59 0 1 1 161
Using Gaussian Estimators Robustly 0 0 0 0 1 1 3 48
Total Journal Articles 1 24 84 3,883 39 95 364 12,756


Statistics updated 2021-09-05