Items where Author is "Robinson, Peter"
Number of items: 181.
Article
Comment on ''Real and spurious long memory properties of stock market data'' by I.G. Lobato and N.E. Savin. (1998)
Robinson, Peter
Adapting to unknown disturbance autocorrelation in regression with long memory.
Hidalgo, Javier; Robinson, Peter
Adaptive estimation in multiple time series with independent component errors.
Robinson, Peter; Taylor, Luke
Adaptive estimation of heteroskedastic econometric models.
Robinson, Peter
Alternative forms of fractional Brownian motion.
Marinucci, D; Robinson, Peter
Alternative models for stationary stochastic processes.
Robinson, Peter
Analysis of time series from mixed distributions.
Robinson, Peter
Applications of semiparametric modelling in economics.
Robinson, Peter
Approximate optimal allocation in repeated sampling from a finite population.
Robinson, Peter
Asymptotic properties of the generalized regression estimator in probability sampling.
Robinson, Peter; Sarndal, C E
Asymptotic theory for nonparametric regression with spatial data.
Robinson, Peter
Asymptotic theory for time series containing missing and amplitude modulated observations.
Robinson, Peter; Dunsmuir, W
Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form.
Robinson, Peter
Automatic frequency-domain inference on semiparametric and nonparametric models.
Robinson, Peter
Averaged periodogram estimation of long memory.
Lobato, I; Robinson, Peter
Best nonlinear three-stage least squares estimation of certain econometric models.
Robinson, Peter
Cointegration in fractional systems with deterministic trends.
Robinson, Peter; Iacone, F
Comment on a paper by Singh and Ullah.
Robinson, Peter
Comments on ''Statistical analysis of econometric models'' by A. Zellner.
Robinson, Peter
Consistent nonparametric entropy-based testing.
Robinson, Peter
Continuous time regressions with discrete data.
Robinson, Peter
Correlation testing in time series, spatial and cross-sectional data.
Robinson, Peter
Density estimation in strongly dependent non-linear time series.
Cheng, Bing; Robinson, Peter
Determination of cointegrating rank in fractional systems.
Robinson, Peter; Yajima, Y
Developments in the analysis of spatial data.
Robinson, Peter
Diagnostic testing for cointegration.
Robinson, Peter
Discussion : ''Influence functionals for time series'' by R. D. Martin and V. J. Yohai.
Robinson, Peter
Distributed lag approximation to linear time-invariant systems.
Robinson, Peter
Edgeworth expansions for semiparametric averaged derivatives.
Nishiyama, Y; Robinson, Peter
Efficiency improvements in inference on stationary and nonstationary fractional time series.
Robinson, Peter
Efficient estimation of a dynamic error-shock model.
Hsiao, C; Robinson, Peter
Efficient estimation of nonstationary time series regression.
Robinson, Peter; Harvey, A C
Efficient tests of nonstationary hypotheses.
Robinson, Peter
Estimating variances and covariances of sample autocorrelations and autocovariances.
Robinson, Peter
Estimation of a time series model from unequally spaced data.
Robinson, Peter
Estimation of disequilibrium and limited dependent variable models with serially dependent residuals.
Robinson, Peter
Estimation of second-order properties from jittered time series.
Robinson, Peter; Thomson, P J
Estimation of time series models in the presence of missing data.
Robinson, Peter; Dunsmuir, W
Finite sample improvements in statistical inference with I(1) processes.
Marinucci, D; Robinson, Peter
Finite sample performance in cointegration analysis of nonlinear time series with long memory.
da Silva, Afonso Gonçalves; Robinson, Peter
Finite-parameter approximations to frequency response function.
Robinson, Peter
Gaussian pseudo-maximum likelihood estimation of fractional time series models.
Hualde, Javier; Robinson, Peter
Gaussian semiparametric estimation of long range dependence.
Robinson, Peter
Generalized canonical analysis for time series.
Robinson, Peter
Higher-order kernel semiparametric M-estimation of long memory.
Robinson, Peter; Henry, M
Highly insignificant f-ratios.
Robinson, Peter
Hypothesis testing in semiparametric and nonparametric models for econometric time series.
Robinson, Peter
Identification, estimation and large-sample theory for regressions containing unobservable variables.
Robinson, Peter
Identifying cointegration by eigenanalysis.
Zhang, Rongmao; Robinson, Peter; Yao, Qiwei
Inference on nonparametrically trending time series with fractional errors.
Robinson, Peter
Inference on trending panel data.
Robinson, Peter; Velasco, Carlos
Inference-without-smoothing in the presence of nonparametric autocorrelation.
Robinson, Peter
Instrumental variables estimation of differential equations.
Robinson, Peter
Kernel estimation and interpolation for time series containing missing observations.
Robinson, Peter
Lagged regression with unknown lags.
Robinson, Peter; Hannan, E J
Large-sample inference on spatial dependence.
Robinson, Peter
Log-periodogram regression of time series with long range dependence.
Robinson, Peter
Memorial article : Edward J. Hannan, 1921-1994.
Robinson, Peter
Multiple local whittle estimation in stationary systems.
Robinson, Peter
Nearest neighbour estimation of semiparametric regression models.
Robinson, Peter
New methods for the analysis of long-memory time-series : application to Spanish inflation.
Delgado, MA; Robinson, Peter
Non-linear regression for multiple time series.
Robinson, Peter
Non-nested testing of spatial correlation.
Delgado, Miguel A.; Robinson, Peter
Nonlinear time series with long memory : a model for stochastic volatility.
Robinson, Peter; Zaffaroni, P
Nonparametric and semiparametric methods for economic research.
Delgado, MA; Robinson, Peter
Nonparametric estimation from time series residuals.
Robinson, Peter
Nonparametric estimators for time series.
Robinson, Peter
Nonparametric methods in specification.
Robinson, Peter
Nonparametric spectrum estimation for spatial data.
Robinson, Peter
Nonparametric time series with long range dependence.
Robinson, Peter
On a model for a time series of cross-sections.
Robinson, Peter
On consistency in time series analysis.
Robinson, Peter
On the asymptotic properties of estimators of models containing limited dependent variables.
Robinson, Peter
On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators.
Robinson, Peter
On the convergence of the Horvitz-Thompson estimator.
Robinson, Peter
On the errors-in-variables problem for time series.
Robinson, Peter
Optimal spectral bandwidth for long memory.
Delgado, Miguel A; Robinson, Peter
Optimal spectral kernel for long-range dependent time series.
Delgado, Miguel A; Robinson, Peter
Panel nonparametric regression with fixed effects.
Lee, Jungyoon; Robinson, Peter
Parametric estimators for stationary time series with missing observations.
Robinson, Peter; Dunsmuir, W
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence.
Giraitis, L; Robinson, Peter; Samarov, A
Rates of convergence and optimal spectral bandwidth for long range dependence.
Robinson, Peter
Refinements in maximum likelihood inference on spatial autocorrelation in panel data.
Robinson, Peter; Rossi, Francesca
Root-n-consistent estimation of weak fractional cointegration.
Hualde, J.; Robinson, Peter
Route-N-consistent semiparametric regression.
Robinson, Peter
Semiparametric analysis of long memory time series.
Robinson, Peter
Semiparametric econometrics : a survey.
Robinson, Peter
Semiparametric estimation from time series with long-range dependence.
Cheng, B; Robinson, Peter
Semiparametric exploration of long memory in stock prices.
Lee, David K C; Robinson, Peter
Semiparametric fractional cointegration analysis.
Marinucci, D; Robinson, Peter
Semiparametric inference in multivariate fractionally cointegrated systems.
Hualde, J.; Robinson, Peter
Semiparametric inference in seasonal and cyclical long memory processes.
Arteche, J; Robinson, Peter
Series estimation under cross-sectional dependence.
Lee, Jungyoon; Robinson, Peter
Spatial long memory.
Robinson, Peter
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Statistical inference for a random coefficient autoregressive model.
Robinson, Peter
Stochastic difference equations with non-integral differences.
Robinson, Peter
Testing for serial correlation in regression with missing observations.
Robinson, Peter
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression.
Robinson, Peter
Testing for structural change in a long-memory environment.
Hidalgo, J; Robinson, Peter
Testing of unit root and other non-stationary hypotheses in macroeconomic time series.
Gil-Alana, L A; Robinson, Peter
Tests for serial dependence and other specification analysis in models of markets in disequilibrium.
Robinson, Peter; Bera, A K
Tests for serial difference in limited dependent variable models.
Robinson, Peter; Bera, AK; Jarque, CM
Time series residuals with application to probability density estimation.
Robinson, Peter
Using Gaussian estimators robustly.
Robinson, Peter
Variance-type estimation of long memory.
Giraitis, Liudas; Robinson, Peter; Surgailis D
Weak convergence of multivariate fractional processes.
Marinucci, D; Robinson, Peter
Whittle pseudo-maximum likelihood estimation for nonstationary time series.
Velasco, C; Robinson, Peter
The aliasing problem in differential equation estimation.
Robinson, Peter
The approximate distribution of nonparametric regression estimates.
Robinson, Peter
The averaged periodogram for nonstationary vector time series.
Robinson, Peter; Marinucci, D
The bootstrap and the Edgeworth expansion for semiparametric averaged derivatives.
Nishiyama, Y.; Robinson, Peter
A class of estimators for the mean of a finite population using auxiliary information.
Robinson, Peter
The construction and estimation of continuous time models and discrete approximation in econometrics.
Robinson, Peter
The distance between rival nonstationary fractional processes.
Robinson, Peter
The education debate: have we got our priorities right?
Robinson, Peter
The estimation of a multivariate linear relation.
Robinson, Peter
The estimation of a nonlinear moving average model.
Robinson, Peter
The estimation of linear differential equations with constant coefficients.
Robinson, Peter
The estimation of transformation models.
Robinson, Peter
An invariance property of optimal spectral bandwidths.
Robinson, Peter
The memory of stochastic volatility models.
Robinson, Peter
A nonparametric test for I(0).
Lobato, Ignacio; Robinson, Peter
The normal approximation for semiparametric averaged derivatives.
Robinson, Peter
A randomized controlled trial of family therapy and cognitive-behavioral guided self-care for adolescents with bulimia nervosa or related disorders.
Schmidt, U; Lee, S; Beecham, Jennifer; Perkins, S; Treasure, J; Yi, I; Winn, S; Robinson, Peter; Murphy, R; Keville, S; Johnson-Sabine, E; Jenkins, M; Frost, S; Dodge, L; Berelowitz, M; Eisler, I
The stochastic difference between econometric statistics.
Robinson, Peter
Chapter
Bandwidth choice in Gaussian semiparametric estimation of long range dependence.
Robinson, Peter; Henry, M
Comments on ''Some consequences of temporal aggregation in seasonal time analysis models'' by W. W. S. Wei.
Robinson, Peter
Continuous model fitting from discrete data.
Robinson, Peter
Continuous-time models in econometrics : closed and open systems, stocks and flows.
Robinson, Peter
Economic time series analysis and sample survey theory.
Robinson, Peter
Efficient estimation of a rational spectral density.
Robinson, Peter
Fourier estimation of continuous time models.
Robinson, Peter
Long memory time series.
Robinson, Peter
Long range dependence.
Robinson, Peter
Multiple time series analysis of irregularly spaced data.
Robinson, Peter
Nonparametric estimation of time-varying parameters.
Robinson, Peter
Nonparametric function estimation for long memory time series.
Robinson, Peter
Pooling nonparametric estimates of regression functions with similar shape.
Robinson, Peter; Pinkse, C A P
Review of various approaches to power spectrum estimation.
Robinson, Peter
Sampling of cross-sectional time series.
Robinson, Peter; Lenz, H J
Semiparametric and nonparametric inference from irregular observations on continuous time stochastic processes.
Robinson, Peter; Stoyanov, J
Semiparametric methods for time series.
Robinson, Peter
Some problems in the identification and estimation of continuous time systems from discrete time data.
Robinson, Peter
Stochastic differential equation models for panel data.
Robinson, Peter
Time-varying nonlinear regression.
Robinson, Peter
The estimation of a model for an unobservable variable with endogenous causes.
Robinson, Peter; Ferrara, M C
Working paper
Adapting to unknown disturbance autocorrelation in regression with long memory.
Hidalgo, Javier; Robinson, Peter
The British disease overcome? Living standards.
Robinson, Peter
The British labour market in historical perspective: changes in the structure of employment and unemployment.
Robinson, Peter
Conditional-sum-of-squares estimation of models for stationary time series with long memory.
Robinson, Peter
Correlation testing in time series, spatial and cross-sectional data.
Robinson, Peter
Determination of cointegrating rank in fractional systems.
Robinson, Peter; Yajima, Yoshihiro
Developments in the analysis of spatial data.
Robinson, Peter
Diagnostic testing for cointegration.
Robinson, Peter
Edgeworth expansions for semiparametric Whittle estimation of long memory.
Giraitis, Liudas; Robinson, Peter
Efficiency improvements in inference on stationary and nonstationary fractional time series.
Robinson, Peter
Finite sample improvements in statistical inference with I(1) processes.
Marinucci, D.; Robinson, Peter
Fractional cointegration in stochastic volatility models.
Gonçalves da Silva, Afonso; Robinson, Peter
Gaussian estimation of parametric spectral density with unknown pole.
Giraitis, Liudas; Hidalgo, Javier; Robinson, Peter
Higher-order kernel semiparametric M-estimation of long memory.
Robinson, Peter; Henry, Marc
Inference on nonparametrically trending time series with fractional errors.
Robinson, Peter
Is there an explanation for rising pay inequality in the UK?
Robinson, Peter
Large-sample inference on spatial dependence.
Robinson, Peter
Measure for measure:a critical note on the national targets for education and training and international comparisons of educational attainment.
Robinson, Peter
Modelling memory of economic and financial time series.
Robinson, Peter
Narrow-band analysis of nonstationary processes.
Marinucci, D; Robinson, Peter
Nonlinear time series with long memory : a model for stochastic volatility.
Robinson, Peter; Zaffaroni, Paolo
On discrete sampling of time-varying continuous-time systems.
Robinson, Peter
Qualifications and the labour market in Britain: 1984-1994 skill biased change in the demand for labour or credentialism?
Manacorda, M; Robinson, Peter
Studentization in Edgworth expansions for estimates of semiparametric index models.
Nishiyama, Y; Robinson, Peter
Testing of unit root and other nonstationary hypotheses in macroeconomic time series.
Gil-Alana, L A; Robinson, Peter
Water under the bridge:changes in employment in Britain and the OECD.
Robinson, Peter
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The decline of the Swedish model and the limits to active labour market policy.
Robinson, Peter
The estimation of conditional densities.
Chen, Xiaohong; Linton, Oliver; Robinson, Peter
A model for long memory conditional heteroscedasticity.
Giraitis, Liudas; Robinson, Peter; Surgailis, Donatas
The myth of parity of esteem:earnings and qualifications.
Robinson, Peter
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