Items where Author is "Robinson, Peter M."

Number of items: 86.
  • Adaptive inference on pure spatial models. Lee, Jungyoon and Robinson, Peter M.
  • Adaptive semiparametric estimation of the memory parameter. Giraitis, Liudas and Robinson, Peter M. and Samarov, Alexander
  • Adaptive semiparametric estimation of the memory parameter. Giraitis, Liudas and Robinson, Peter M. and Samarov, Alexander
  • Alternative forms of fractional Brownian motion. Marinucci, D and Robinson, Peter M.
  • Asymptotic theory for time series with changing mean and variance. Dalla, Violetta and Giraitis, Liudas and Robinson, Peter M.
  • Autocorrelation-robust inference. Robinson, Peter M. and Velasco, Carlos
  • Central limit theorems for long range dependent spatial linear processes. Lahiri, S.N. and Robinson, Peter M.
  • Cointegration in fractional systems with deterministic trends. Iacone, Fabrizio and Robinson, Peter M.
  • Cointegration in fractional systems with unknown integration orders. Robinson, Peter M. and Hualde, J.
  • Cointegration in fractional systems with unknown integration orders. Robinson, Peter M. and Hualde, Javier
  • Cointegration in fractional systems with unkown integration orders. Hualde, Javier and Robinson, Peter M.
  • Denis Sargan: some perspectives. Robinson, Peter M.
  • Denis Sargan: some perspectives. Robinson, Peter M.
  • Edgeworth expansions for semiparametric averaged derivatives. Nishiyama, Y and Robinson, Peter M.
  • Edgeworth expansions for spectral density estimates and studentized sample mean. Velasco, Carlos and Robinson, Peter M.
  • Edgeworth expansions for spectral density estimates and studentized sample mean. Robinson, Peter M. and Velasco, Carlos
  • Efficient estimation of the semiparametric spatial autoregressive model. Robinson, Peter M.
  • Efficient estimation of the semiparametric spatial autoregressive model. Robinson, Peter M.
  • Efficient inference on fractionally integrated panel data models with fixed effects. Robinson, Peter M. and Velasco, Carlos
  • Efficient inference on fractionally integrated panel data models with fixed effects. Robinson, Peter M. and Velasco, Carlos
  • Estimation for dynamic panel data with individual effects. Robinson, Peter M. and Velasco, Carlos
  • Fractional cointegration in stochastic volatility models. da Silva, Afonso Gonçalves and Robinson, Peter M.
  • Gaussian estimation of parametric spectral density with unknown pole. Giraitis, L and Hidalgo, J and Robinson, Peter M.
  • Higher-order least squares inference for spatial autoregressions. Rossi, Francesca and Robinson, Peter M.
  • Improved Lagrange multiplier tests in spatial autoregressions. Robinson, Peter M. and Rossi, Francesca
  • Improved tests for spatial correlation. Robinson, Peter M. and Rossi, Francesca
  • Inference on higher-order spatial autoregressive models with increasingly many parameters. Gupta, Abhimanyu and Robinson, Peter M.
  • Inference on nonstationary time series with moving mean. Gao, Jiti and Robinson, Peter M.
  • Inference on power law spatial trends. Robinson, Peter M.
  • Inference on power law spatial trends (Running Title: Power Law Trends). Robinson, Peter M.
  • Inference-without-smoothing in the presence of nonparametric autocorrelation. Robinson, Peter M.
  • Instrumental variables estimation of stationary and nonstationary cointegrating regressions. Robinson, Peter M. and Gerolimetto, M.
  • LARCH, leverage and long memory. Giraitis, Liudas and Leipus, Remigijus and Robinson, Peter M. and Surgailis, Donatas
  • LARCH, leverage, and long memory. Giraitis, Liudas and Leipus, Remigijus and Robinson, Peter M. and Surgailis, Donatas
  • Large-sample inference for nonparametric regression with dependent errors. Robinson, Peter M.
  • Large-sample inference for nonparametric regression with dependent errors. Robinson, Peter M.
  • Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels. Robinson, Peter M. and Henry, Marc
  • Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels. Robinson, Peter M. and Henry, M.
  • Long-range dependent curve time series. Li, Degui and Robinson, Peter M. and Shang, Han Lin
  • Modelling nonlinearity and long memory in time series. Robinson, Peter M. and Zaffaroni, Paolo
  • Modified whittle estimation of multilateral models on a lattice. Robinson, Peter M. and Vidal Sanz, J.
  • Multiple local whittle estimation in stationary systems. Robinson, Peter M.
  • Narrow-band analysis of nonstationary processes. Marinucci, D. and Robinson, Peter M.
  • Non-nested testing of spatial correlation. Delgado, Miguel A. and Robinson, Peter M.
  • Nonparametric panel data regression with parametric cross-sectional dependence. Soberon, Alexandra and Rodriguez-Poo, Juan M. and Robinson, Peter M.
  • Nonparametric spectrum estimation for spatial data. Robinson, Peter M.
  • Nonparametric trending regression with cross-sectional dependence. Robinson, Peter M.
  • Nonstationary fractionally integrated functional time series. Li, Degui and Robinson, Peter M. and Shang, Han Lin
  • On discrete sampling of time-varying continuous-time systems. Robinson, Peter M.
  • Panel nonparametric regression with fixed effects. Lee, Jungyoon and Robinson, Peter M.
  • Parametric estimation under long range dependence. Robinson, Peter M. and Giraitis, Liudas
  • Parametric estimation under long-range dependence. Giraitis, Liudas and Robinson, Peter M.
  • Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension. Gupta, Abhimanyu and Robinson, Peter M.
  • Pseudo-maximum likelihood estimation of ARCH models. Robinson, Peter M. and Zafaroni, Paolo
  • Pseudo-maximum likelihood estimation of ARCH(∞) models. Robinson, Peter M. and Zaffaroni, Paolo
  • Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Giraitis, Liudas and Robinson, Peter M. and Samarov, Alexander
  • Refined tests for spatial correlation. Robinson, Peter M. and Rossi, Francesca
  • Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction. Robinson, Peter M.
  • Robust nonparametric autoregression. Robinson, Peter M.
  • Root-n-consistent estimation of weak fractional cointegration. Hualde, J. and Robinson, Peter M.
  • Seasonal and cyclic long memory. Robinson, Peter M. and Arteche, Josu
  • Seasonal and cyclical long memory. Arteche, Josu and Robinson, Peter M.
  • Semiparametric Estimation of Fractional Cointegration. Hualde, Javier and Robinson, Peter M.
  • Semiparametric fractional cointegration analysis. Marinucci, D and Robinson, Peter M.
  • Semiparametric frequency domain analysis of fractional cointegration. Marinucci, D and Robinson, Peter M.
  • Semiparametric frequency domain analysis of fractional cointegration. Robinson, Peter M.
  • Semiparametric inference in seasonal and cyclical long memory processes. Arteche, Josu and Robinson, Peter M.
  • Series estimation under cross-sectional dependence. Lee, Jungyoon and Robinson, Peter M.
  • Statistical inference on regression with spatial dependence. Robinson, Peter M. and Thawornkaiwong, Supachoke
  • Studentization in Edgeworth expansions for estimates of semiparametric index models. Robinson, Peter M. and Nishiyama, Yoshihiko
  • Testing of seasonal fractional integration in UK and Japanese consumption and income. Gil-Alaña, L. A. and Robinson, Peter M.
  • Testing of seasonal fractional integration in UK and Japanese consumption and income. Gil-Alana, L A and Robinson, Peter M.
  • Time series regression with long range dependence. Robinson, Peter M. and Hidalgo, Javier
  • Variance-type estimation of long memory. Giraitis, Liudas and Robinson, Peter M.
  • Weak convergence of multivariate fractional processes. Marinucci, D and Robinson, Peter M. picture_as_pdf
  • Whittle estimation of ARCH models. Giraitis, Liudas and Robinson, Peter M.
  • Whittle estimation of ARCH models. Giraitis, Liudas and Robinson, Peter M.
  • Whittle pseudo-maximum likelihood estimation for nonstationary time series. Robinson, Peter M. and Velasco, Carlos
  • The averaged periodogram for nonstationary vector time series. Marinucci, D and Robinson, Peter M.
  • The bootstrap and the Edgeworth correction for semiparametric averaged derivatives. Nishiyama, Yoshihiko and Robinson, Peter M.
  • The distance between rival nonstationary fractional processes. Robinson, Peter M.
  • The estimation of conditional densities. Robinson, Peter M. and Chen, Xu and Linton, Oliver
  • The estimation of misspecified long memory models. Robinson, Peter M.
  • The memory of stochastic volatility models. Robinson, Peter M.
  • A model for long memory conditional heteroscedasticity. Giraitis, Liudas and Robinson, Peter M. and Surgailis, Donatas
  • A nonparametric test for I(0). Lobato, Ignacio and Robinson, Peter M.