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 7 10 334
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 0 2 2 489
Modified whittle estimation of multilateral spatial models 0 0 0 42 0 4 8 194
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 0 3 9 968
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 1 6 6 324
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 2 7 13 288
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 0 6 9 212
Total Working Papers 0 0 0 635 3 35 57 2,809

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 3 4 368
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form 0 0 0 166 0 5 7 468
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 1 1 1 84 3 40 42 358
Averaged periodogram estimation of long memory 0 0 1 83 1 2 5 272
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 0 0 0 281 1 4 9 989
Cointegration in Fractional Systems with Unknown Integration Orders 0 0 0 90 1 6 6 350
Cointegration in fractional systems with deterministic trends 0 0 0 84 3 11 22 285
Determination of cointegrating rank in fractional systems 0 0 2 85 1 5 13 265
Edgeworth Expansions for Semiparametric Averaged Derivatives 0 0 0 0 1 6 7 266
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 1 4 7 146
Finite sample improvements in statistical inference with I(1) processes 0 0 0 44 0 1 6 204
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 2 7 159
Highly Insignificant F-Ratios 0 0 0 21 6 12 13 173
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 0 52 0 6 8 157
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 2 3 6 158
Instrumental Variables Estimation of Differential Equations 0 0 0 16 0 3 4 88
Nonparametric Methods in Specification 0 0 0 16 0 1 3 52
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 1 10 12 352
On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables 0 0 0 98 1 4 7 325
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 2 3 89
Root- N-Consistent Semiparametric Regression 0 1 21 1,354 1 24 82 3,138
Semiparametric Econometrics: A Survey 0 0 3 322 0 3 9 619
Semiparametric estimation from time series with long-range dependence 0 0 1 39 2 3 7 87
Semiparametric fractional cointegration analysis 0 0 1 69 0 3 6 192
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 0 0 368 0 3 4 944
Testing for structural change in a long-memory environment 0 0 2 153 12 37 42 378
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 1 1 162 0 6 11 488
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 0 212 2 7 11 549
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 0 2 3 171
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 1 4 6 137
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives 0 0 1 54 0 4 5 262
The Estimation of Linear Differential Equations with Constant Coefficients 0 0 0 32 2 4 10 165
The Normal Approximation for Semiparametric Averaged Derivatives 0 0 0 29 2 9 12 153
The Stochastic Difference between Econometric Statistics 0 0 0 155 3 4 7 923
The distance between rival nonstationary fractional processes 0 0 0 35 0 4 5 136
The memory of stochastic volatility models 0 0 0 62 0 3 5 173
Using Gaussian Estimators Robustly 0 0 0 0 2 6 10 58
Total Journal Articles 1 3 34 4,282 50 256 426 14,097

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Statistics updated 2026-03-04