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 1 2 13 339
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 2 2 6 493
Modified whittle estimation of multilateral spatial models 0 0 0 42 2 2 9 199
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 3 3 11 974
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 5 5 15 333
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 1 1 14 292
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 4 4 14 220
Total Working Papers 0 0 0 635 18 19 82 2,850

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 8 372
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form 0 1 2 168 3 4 13 475
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 1 2 85 1 2 47 363
Averaged periodogram estimation of long memory 0 0 0 83 4 4 7 276
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 0 0 1 282 1 1 10 992
Cointegration in Fractional Systems with Unknown Integration Orders 0 0 0 90 2 2 10 354
Cointegration in fractional systems with deterministic trends 0 0 0 84 1 3 24 290
Determination of cointegrating rank in fractional systems 0 0 0 85 1 3 14 272
Edgeworth Expansions for Semiparametric Averaged Derivatives 0 0 0 0 2 3 11 270
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 1 1 7 149
Finite sample improvements in statistical inference with I(1) processes 0 0 0 44 2 2 15 214
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 1 1 9 162
Highly Insignificant F-Ratios 0 0 0 21 1 1 21 182
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 0 52 2 2 13 163
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 1 3 11 164
Instrumental Variables Estimation of Differential Equations 0 0 0 16 1 1 7 92
Nonparametric Methods in Specification 0 0 0 16 1 1 5 55
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 1 3 17 358
On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables 0 0 0 98 2 2 12 332
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 1 1 4 91
Root- N-Consistent Semiparametric Regression 2 11 17 1,367 13 38 119 3,221
Semiparametric Econometrics: A Survey 0 0 1 322 6 7 17 630
Semiparametric estimation from time series with long-range dependence 0 0 0 39 1 1 7 90
Semiparametric fractional cointegration analysis 0 0 0 69 1 1 8 197
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 0 0 368 2 2 6 947
Testing for structural change in a long-memory environment 0 0 0 153 4 4 51 392
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 1 162 1 3 15 495
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 0 212 2 3 19 560
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 1 1 4 173
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 0 0 6 138
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives 0 0 0 54 0 1 13 271
The Estimation of Linear Differential Equations with Constant Coefficients 0 0 0 32 1 1 15 170
The Normal Approximation for Semiparametric Averaged Derivatives 0 0 0 29 2 2 14 157
The Stochastic Difference between Econometric Statistics 0 0 0 155 5 6 13 931
The distance between rival nonstationary fractional processes 0 0 1 36 1 1 10 141
The memory of stochastic volatility models 0 0 0 62 2 4 10 179
Using Gaussian Estimators Robustly 0 0 0 0 2 2 11 63
Total Journal Articles 2 13 25 4,300 74 118 603 14,381

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Statistics updated 2026-11-12