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 3 3 13 337
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 51 0 1 3 490
Modified whittle estimation of multilateral spatial models 0 0 0 42 3 3 11 197
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 2 3 12 971
PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS 0 0 0 2 1 5 10 328
Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income 0 0 0 0 1 4 15 290
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 1 1 10 213
Total Working Papers 0 0 0 635 11 20 74 2,826

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 2 3 6 370
Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form 0 0 0 166 2 2 9 470
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 1 1 84 1 5 44 360
Averaged periodogram estimation of long memory 0 0 1 83 0 1 5 272
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 1 1 1 282 2 3 11 991
Cointegration in Fractional Systems with Unknown Integration Orders 0 0 0 90 1 2 7 351
Cointegration in fractional systems with deterministic trends 0 0 0 84 0 3 21 285
Determination of cointegrating rank in fractional systems 0 0 1 85 1 4 15 268
Edgeworth Expansions for Semiparametric Averaged Derivatives 0 0 0 0 0 1 7 266
Efficient Estimation of a Dynamic Error-Shock Model 0 0 0 19 2 3 9 148
Finite sample improvements in statistical inference with I(1) processes 0 0 0 44 6 7 13 211
Higher-order kernel semiparametric M-estimation of long memory 0 0 0 29 1 2 9 161
Highly Insignificant F-Ratios 0 0 0 21 1 11 18 178
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 0 52 2 2 10 159
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 0 4 8 160
Instrumental Variables Estimation of Differential Equations 0 0 0 16 3 3 7 91
Nonparametric Methods in Specification 0 0 0 16 0 2 5 54
Nonparametric and Semiparametric Methods for Economic Research 0 0 0 0 1 2 13 353
On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables 0 0 0 98 1 3 9 327
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 1 1 4 90
Root- N-Consistent Semiparametric Regression 0 1 18 1,355 11 22 93 3,159
Semiparametric Econometrics: A Survey 0 0 3 322 1 2 10 621
Semiparametric estimation from time series with long-range dependence 0 0 1 39 2 4 9 89
Semiparametric fractional cointegration analysis 0 0 0 69 3 3 8 195
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 0 0 368 1 1 5 945
Testing for structural change in a long-memory environment 0 0 0 153 4 21 49 387
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 1 162 2 2 12 490
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 0 212 2 5 14 552
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 1 1 4 172
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 1 2 7 138
The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives 0 0 1 54 4 6 11 268
The Estimation of Linear Differential Equations with Constant Coefficients 0 0 0 32 2 4 12 167
The Normal Approximation for Semiparametric Averaged Derivatives 0 0 0 29 1 3 13 154
The Stochastic Difference between Econometric Statistics 0 0 0 155 1 5 9 925
The distance between rival nonstationary fractional processes 1 1 1 36 2 2 7 138
The memory of stochastic volatility models 0 0 0 62 0 1 6 174
Using Gaussian Estimators Robustly 0 0 0 0 1 3 10 59
Total Journal Articles 2 4 29 4,285 66 151 509 14,198

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Statistics updated 2026-05-06