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 6 324
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 1 2 186
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 0 0 0 959
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 2 275
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 0 0 1 203
Total Working Papers 0 0 0 635 0 2 12 2,752

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 1 5 166 0 1 12 461
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 0 1 83 0 1 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 1 281 0 0 2 980
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 1 3 264
Determination of cointegrating rank in fractional systems 1 1 1 84 1 1 3 253
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 0 0 0 149
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 0 1 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 3 4 51 1,337 8 16 114 3,066
Semiparametric Econometrics: A Survey 0 0 1 319 0 2 5 611
Semiparametric estimation from time series with long-range dependence 0 0 0 38 0 0 0 80
Semiparametric fractional cointegration analysis 1 1 2 69 1 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 2 2 2 153 2 2 3 338
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 161 0 1 2 478
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 2 212 0 0 8 538
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 2 29 0 0 2 141
The Stochastic Difference between Econometric Statistics 0 2 2 155 0 2 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 1 1 49
Total Journal Articles 7 11 74 4,256 12 30 189 13,689

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12