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type_genre:"Article in journal"
person:"Robinson, Peter M."
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Estimation theory
39
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39
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16
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10
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10
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Robinson, Peter M.
Phillips, Peter C. B.
90
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65
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63
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62
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59
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49
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48
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44
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39
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38
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38
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38
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37
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36
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35
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35
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34
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33
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33
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33
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32
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32
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32
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31
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31
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30
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30
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30
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30
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28
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28
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28
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27
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26
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26
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26
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26
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7
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4
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1
Higher-order least squares inference for spatial autoregressions
Rossi, Francesca
;
Robinson, Peter M.
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 244-269
Persistent link: https://www.econbiz.de/10013472898
Saved in:
2
Nonparametric panel data regression with parametric cross-sectional dependence
Soberon, Alexandra
;
Rodríguez Poo, Juan Manuel
; …
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 114-133
Persistent link: https://www.econbiz.de/10012878897
Saved in:
3
Adaptive inference on pure spatial models
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
216
(
2020
)
2
,
pp. 375-393
Persistent link: https://www.econbiz.de/10012439728
Saved in:
4
Asymptotic theory for time series with changing mean and variance
Dalla, Violetta
;
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 281-313
Persistent link: https://www.econbiz.de/10012483387
Saved in:
5
Estimation for dynamic panel data with individual effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Econometric theory
36
(
2020
)
2
,
pp. 185-222
Persistent link: https://www.econbiz.de/10012193732
Saved in:
6
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu
;
Robinson, Peter M.
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 92-107
Persistent link: https://www.econbiz.de/10011974555
Saved in:
7
Inference on trending panel data
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
206
(
2018
)
2
,
pp. 282-304
Persistent link: https://www.econbiz.de/10012110387
Saved in:
8
Series estimation under cross-sectional dependence
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
190
(
2016
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011591611
Saved in:
9
Non-nested testing of spatial correlation
Delgado, Miguel A.
;
Robinson, Peter M.
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 385-401
Persistent link: https://www.econbiz.de/10011499542
Saved in:
10
Panel nonparametric regression with fixed effects
Lee, Jungyoon
;
Robinson, Peter M.
- In:
Journal of econometrics
188
(
2015
)
2
,
pp. 346-362
Persistent link: https://www.econbiz.de/10011503072
Saved in:
11
Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Robinson, Peter M.
;
Rossi, Francesca
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 447-456
Persistent link: https://www.econbiz.de/10011504614
Saved in:
12
Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.
;
Velasco, Carlos
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 435-452
Persistent link: https://www.econbiz.de/10011348967
Saved in:
13
The estimation of misspecified long memory models
Robinson, Peter M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 225-230
Persistent link: https://www.econbiz.de/10010256170
Saved in:
14
Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.
;
Rossi, Francesca
- In:
The econometrics journal
17
(
2014
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
Saved in:
15
Statistical inference on regression with spatial dependence
Robinson, Peter M.
;
Thawornkaiwong, Supachoke
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 521-542
Persistent link: https://www.econbiz.de/10009614584
Saved in:
16
Nonparametric trending regression with cross-sectional dependence
Robinson, Peter M.
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 4-14
Persistent link: https://www.econbiz.de/10009666775
Saved in:
17
Asymptotic theory for nonparametric regression with spatial data
Robinson, Peter M.
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 5-19
Persistent link: https://www.econbiz.de/10009374505
Saved in:
18
Semiparametric inference in multivariate fractionally cointegrated systems
Hualde, J.
;
Robinson, Peter M.
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 492-511
Persistent link: https://www.econbiz.de/10008662973
Saved in:
19
Inference on nonparametrically trending time series with fractional errors
Robinson, Peter M.
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1716-1733
Persistent link: https://www.econbiz.de/10003904438
Saved in:
20
Root-n-consistent estimation of weak fractional cointegration
Hualde, J.
;
Robinson, Peter M.
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 450-484
Persistent link: https://www.econbiz.de/10003569882
Saved in:
21
Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction
Robinson, Peter M.
- In:
Econometric theory
21
(
2005
)
1
,
pp. 171-180
Persistent link: https://www.econbiz.de/10002674673
Saved in:
22
Whittle estimation of ARCH models
Giraitis, Liudas
;
Robinson, Peter M.
- In:
Econometric theory
17
(
2001
)
3
,
pp. 608-631
Persistent link: https://www.econbiz.de/10001589340
Saved in:
23
Finite sample improvements in statistical inference with I(1) processes
Marinucci, Domenico
;
Robinson, Peter M.
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 431-444
Persistent link: https://www.econbiz.de/10001592355
Saved in:
24
Edgeworth expansions for semiparametric averaged derivatives
Nishiyama, Y.
;
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
4
,
pp. 931-979
Persistent link: https://www.econbiz.de/10001499201
Saved in:
25
Inference-without-smoothing in the presence of nonparametric autocorrelation
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
5
,
pp. 1163-1182
Persistent link: https://www.econbiz.de/10001249587
Saved in:
26
Semiparametric estimation from time series with long-range dependence
Cheng, Bing
- In:
Journal of econometrics
64
(
1994
)
1
,
pp. 335-353
Persistent link: https://www.econbiz.de/10001166422
Saved in:
27
Nonparametric and semiparametric methods for economic research
Delgado, Miguel A.
- In:
Journal of economic surveys
6
(
1992
)
3
,
pp. 201-249
Persistent link: https://www.econbiz.de/10001130198
Saved in:
28
Applications of semiparametric modelling in economics
Robinson, Peter M.
- In:
Revista española de economía
8
(
1991
)
1
,
pp. 53-60
Persistent link: https://www.econbiz.de/10001122022
Saved in:
29
Best nonlinear three-stage least squares estimation of certain econometric models
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
3
,
pp. 755-786
Persistent link: https://www.econbiz.de/10001104910
Saved in:
30
Automatic frequency domain inference on semiparametric and nonparametric models
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
5
,
pp. 1329-1363
Persistent link: https://www.econbiz.de/10001113283
Saved in:
31
Consistent nonparametric entropy-based testing
Robinson, Peter M.
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 437-453
Persistent link: https://www.econbiz.de/10001114333
Saved in:
32
Hypothesis testing in semiparametric and nonparametric models for econometric time series
Robinson, Peter M.
- In:
The review of economic studies
56
(
1989
)
4
,
pp. 511-534
Persistent link: https://www.econbiz.de/10001073367
Saved in:
33
The stochastic difference between econometric statistics
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
3
,
pp. 531-548
Persistent link: https://www.econbiz.de/10001047022
Saved in:
34
Root-N-consistent semiparametric regression
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
56
(
1988
)
4
,
pp. 931-954
Persistent link: https://www.econbiz.de/10001052415
Saved in:
35
Using Gaussian estimators robustly
Robinson, Peter M.
- In:
Oxford bulletin of economics and statistics
50
(
1988
)
1
,
pp. 97-106
Persistent link: https://www.econbiz.de/10001077337
Saved in:
36
Adaptive estimation of heteroskedastic econometric models
Robinson, Peter M.
- In:
Revista de econometria
7
(
1987
)
2
,
pp. 5-27
Persistent link: https://www.econbiz.de/10001058445
Saved in:
37
Estimation of disequilibrium and limited dependent variable models with serially dependent residuals
Robinson, Peter M.
- In:
Economics letters
23
(
1987
)
1
,
pp. 53-57
Persistent link: https://www.econbiz.de/10001024749
Saved in:
38
Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form
Robinson, Peter M.
- In:
Econometrica : journal of the Econometric Society, an …
55
(
1987
)
4
,
pp. 875-891
Persistent link: https://www.econbiz.de/10001083219
Saved in:
39
Nonparametric methods in specification
Robinson, Peter M.
- In:
Conference papers / Royal Economic Society : selected …
1985
(
1986
),
pp. 134-141
Persistent link: https://www.econbiz.de/10001072618
Saved in:
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