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 4 327
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 3 5 190
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 2 5 6 965
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 0 0 0 318
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 3 5 7 281
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 0 1 4 206
Total Working Papers 0 0 0 635 6 16 26 2,774

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 1 365
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form 0 0 1 166 1 2 4 463
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 0 0 83 2 2 4 318
Averaged periodogram estimation of long memory 0 0 1 83 1 1 4 270
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 0 0 0 281 3 4 6 985
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 0 84 8 8 12 274
Determination of cointegrating rank in fractional systems 0 0 2 85 2 3 9 260
Edgeworth Expansions for Semiparametric Averaged Derivatives 0 0 0 0 1 1 1 260
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 0 0 3 142
Finite sample improvements in statistical inference with I(1) processes 0 0 0 44 4 5 6 203
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 4 5 6 157
Highly Insignificant F-Ratios 0 0 0 21 0 0 2 161
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 0 52 1 1 2 151
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 2 2 4 155
Instrumental Variables Estimation of Differential Equations 0 0 0 16 0 1 2 85
Nonparametric Methods in Specification 0 0 0 16 1 1 4 51
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 1 2 2 342
On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables 0 0 0 98 1 2 5 321
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 0 0 1 87
Root- N-Consistent Semiparametric Regression 3 3 28 1,353 12 22 84 3,114
Semiparametric Econometrics: A Survey 1 2 3 322 3 4 8 616
Semiparametric estimation from time series with long-range dependence 0 0 1 39 1 2 4 84
Semiparametric fractional cointegration analysis 0 0 1 69 0 1 4 189
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 0 0 368 0 1 2 941
Testing for structural change in a long-memory environment 0 0 2 153 0 2 5 341
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 161 2 4 5 482
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 0 212 1 2 7 542
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 0 0 2 169
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 1 1 3 133
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives 0 1 1 54 0 1 2 258
The Estimation of Linear Differential Equations with Constant Coefficients 0 0 0 32 6 6 6 161
The Normal Approximation for Semiparametric Averaged Derivatives 0 0 0 29 1 2 3 144
The Stochastic Difference between Econometric Statistics 0 0 2 155 1 2 5 919
The distance between rival nonstationary fractional processes 0 0 0 35 1 1 2 132
The memory of stochastic volatility models 0 0 0 62 1 1 3 170
Using Gaussian Estimators Robustly 0 0 0 0 0 2 4 52
Total Journal Articles 4 6 42 4,279 63 95 227 13,841

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Statistics updated 2025-12-06