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 13 337
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 0 1 4 491
Modified whittle estimation of multilateral spatial models 0 0 0 42 0 0 10 197
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 0 0 11 971
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 0 0 10 328
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 0 1 15 291
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 1 3 12 216
Total Working Papers 0 0 0 635 1 5 75 2,831

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 7 371
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form 1 1 1 167 1 1 10 471
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 0 1 84 0 1 45 361
Averaged periodogram estimation of long memory 0 0 0 83 0 0 3 272
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 0 0 1 282 0 0 11 991
Cointegration in Fractional Systems with Unknown Integration Orders 0 0 0 90 1 1 8 352
Cointegration in fractional systems with deterministic trends 0 0 0 84 1 2 22 287
Determination of cointegrating rank in fractional systems 0 0 0 85 0 1 12 269
Edgeworth Expansions for Semiparametric Averaged Derivatives 0 0 0 0 1 1 8 267
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 0 0 7 148
Finite sample improvements in statistical inference with I(1) processes 0 0 0 44 1 1 14 212
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 0 0 9 161
Highly Insignificant F-Ratios 0 0 0 21 0 3 20 181
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 0 52 1 2 11 161
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 1 1 8 161
Instrumental Variables Estimation of Differential Equations 0 0 0 16 0 0 7 91
Nonparametric Methods in Specification 0 0 0 16 0 0 4 54
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 2 2 15 355
On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables 0 0 0 98 2 3 11 330
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 3 90
Root- N-Consistent Semiparametric Regression 0 1 9 1,356 7 24 95 3,183
Semiparametric Econometrics: A Survey 0 0 3 322 0 2 12 623
Semiparametric estimation from time series with long-range dependence 0 0 0 39 0 0 7 89
Semiparametric fractional cointegration analysis 0 0 0 69 0 1 9 196
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 0 0 368 0 0 5 945
Testing for structural change in a long-memory environment 0 0 0 153 1 1 49 388
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 1 162 1 2 14 492
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 0 212 2 5 18 557
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 0 0 3 172
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 1 54 0 2 13 270
The Estimation of Linear Differential Equations with Constant Coefficients 0 0 0 32 2 2 14 169
The Normal Approximation for Semiparametric Averaged Derivatives 0 0 0 29 0 1 13 155
The Stochastic Difference between Econometric Statistics 0 0 0 155 0 0 9 925
The distance between rival nonstationary fractional processes 0 0 1 36 1 2 9 140
The memory of stochastic volatility models 0 0 0 62 0 1 7 175
Using Gaussian Estimators Robustly 0 0 0 0 1 2 11 61
Total Journal Articles 1 2 18 4,287 27 65 529 14,263

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Statistics updated 2026-08-07