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Pseudo-maximum likelihood estimation of ARCH(∞) models
Robinson, Peter M. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003164285
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Nonparametric trending regression with cross-sectional dependence
Robinson, Peter M. - 2010
Persistent link: https://www.econbiz.de/10008909188
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Inference on power law spatial trends
Robinson, Peter M. - 2011
Persistent link: https://www.econbiz.de/10009531796
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Modified Whittle estimation of multilateral models on a lattice
Robinson, Peter M. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002889716
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Modelling memory of economic and financial time series
Robinson, Peter M. (contributor) - 2005
Persistent link: https://www.econbiz.de/10002814614
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The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Nishiyama, Yoshihiko (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002814654
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Series estimation under cross-sectional dependence
Lee, Jungyoon; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010260223
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Panel nonparametric regression with fixed effects
Lee, Jungyoon; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010260224
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Non-nested testing of spatial correlation
Delgado, Miguel A.; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010260228
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Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.; Velasco, Carlos - 2013
Persistent link: https://www.econbiz.de/10010260243