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 4 324
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 1 1 2 187
Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility 0 0 0 378 0 1 1 960
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 2 276
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives 0 0 0 54 0 1 2 204
Total Working Papers 0 0 0 635 1 4 12 2,756

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 0 5 166 0 0 12 461
Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models 0 0 1 83 0 0 3 316
Averaged periodogram estimation of long memory 1 1 1 83 2 2 3 269
Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models 0 0 0 281 0 0 1 980
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 1 1 4 265
Determination of cointegrating rank in fractional systems 1 1 2 85 2 4 7 257
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 2 2 2 141
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 1 1 2 161
Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables 0 0 0 52 0 1 1 150
Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation 0 0 0 0 1 1 2 153
Instrumental Variables Estimation of Differential Equations 0 0 0 16 0 0 1 84
Nonparametric Methods in Specification 0 0 0 16 1 1 3 50
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 1 1 5 319
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment 0 0 0 0 1 1 1 87
Root- N-Consistent Semiparametric Regression 3 10 39 1,347 9 22 98 3,088
Semiparametric Econometrics: A Survey 0 0 1 319 0 0 4 611
Semiparametric estimation from time series with long-range dependence 0 1 1 39 1 2 2 82
Semiparametric fractional cointegration analysis 0 0 1 69 0 0 3 187
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression 0 0 0 368 0 0 3 940
Testing for structural change in a long-memory environment 0 0 2 153 1 1 4 339
Testing of seasonal fractional integration in UK and Japanese consumption and income 0 0 0 161 0 0 1 478
Testing of unit root and other nonstationary hypotheses in macroeconomic time series 0 0 0 212 1 1 6 539
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium 0 0 0 0 1 1 2 169
Tests for Serial Dependence in Limited Dependent Variable Models 0 0 0 32 1 1 2 132
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 1 29 1 1 2 142
The Stochastic Difference between Econometric Statistics 0 0 2 155 0 0 2 916
The distance between rival nonstationary fractional processes 0 0 0 35 0 0 2 131
The memory of stochastic volatility models 0 0 0 62 0 0 1 168
Using Gaussian Estimators Robustly 0 0 0 0 1 1 2 50
Total Journal Articles 5 13 58 4,269 28 45 185 13,734

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Statistics updated 2025-08-05