Peter M. Robinson
Personal Details
First Name: | Peter |
Middle Name: | M. |
Last Name: | Robinson |
Suffix: | |
RePEc Short-ID: | pro222 |
[This author has chosen not to make the email address public] | |
http://econ.lse.ac.uk/staff/pmr/ | |
Terminal Degree: | 1973 College of Business and Economics; Australian National University (from RePEc Genealogy) |
Affiliation
Economics Department
London School of Economics (LSE)
London, United Kingdomhttp://econ.lse.ac.uk/
RePEc:edi:edlseuk (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Yoshihiko Nishiyama & Peter Robinson, 2004.
"The bootstrap and the Edgeworth correction for semiparametric averaged derivatives,"
CeMMAP working papers
CWP12/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoshihiko Nishiyama & Peter M. Robinson, 2005. "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," Econometrica, Econometric Society, vol. 73(3), pages 903-948, May.
- Nishiyama, Yoshihiko & Robinson, Peter M., 2005. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," LSE Research Online Documents on Economics 2297, London School of Economics and Political Science, LSE Library.
- Yoshihiko Nishiyama & Peter M Robinson, 2005. "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," STICERD - Econometrics Paper Series 483, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Paolo Zaffaroni & Peter M. Robinson, 2004. "PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS," Econometric Society 2004 North American Summer Meetings 326, Econometric Society.
- Peter Robinson & J. Vidal Sanz Vidal Sanz, 2003. "Modified whittle estimation of multilateral spatial models," CeMMAP working papers CWP18/03, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Peter M. Robinson & Javier Hualde, 2002.
"Cointegration in Fractional Systems with Unknown Integration Orders,"
Faculty Working Papers
07/02, School of Economics and Business Administration, University of Navarra.
- P. M. Robinson & J. Hualde, 2003. "Cointegration in Fractional Systems with Unknown Integration Orders," Econometrica, Econometric Society, vol. 71(6), pages 1727-1766, November.
- Gil-Alana, L. & Robinson, P.M., 1998.
"Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income,"
Economics Working Papers
eco98/20, European University Institute.
- L. A. Gil-Alana & P. M. Robinson, 2001. "Testing of seasonal fractional integration in UK and Japanese consumption and income," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 95-114.
- Gil-Alaña, L. A. & Robinson, Peter M., 2001. "Testing of seasonal fractional integration in UK and Japanese consumption and income," LSE Research Online Documents on Economics 298, London School of Economics and Political Science, LSE Library.
- L A Gil-Alaña & Peter M Robinson, 2000. "Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income," STICERD - Econometrics Paper Series 402, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Gil-Alana, L A & Robinson, Peter M., 2000. "Testing of seasonal fractional integration in UK and Japanese consumption and income," LSE Research Online Documents on Economics 2051, London School of Economics and Political Science, LSE Library.
- Paolo Zaffaroni & Peter M. Robinson, 1997. "Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility," FMG Discussion Papers dp253, Financial Markets Group.
- Cheng Hsiao & P. M. Robinson, 1976.
"Efficient Estimation of a Dynamic Error-Shock Model,"
NBER Working Papers
0157, National Bureau of Economic Research, Inc.
- Hsiao, Cheng & Robinson, P M, 1978. "Efficient Estimation of a Dynamic Error-Shock Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 467-479, June.
Articles
- Robinson, P.M. & Iacone, F., 2005.
"Cointegration in fractional systems with deterministic trends,"
Journal of Econometrics, Elsevier, vol. 129(1-2), pages 263-298.
- Iacone, Fabrizio & Robinson, Peter M., 2004. "Cointegration in fractional systems with deterministic trends," LSE Research Online Documents on Economics 2232, London School of Economics and Political Science, LSE Library.
- Fabrizio Iacone & Peter M Robinson, 2004. "Cointegration in Fractional Systems with Deterministic Trends," STICERD - Econometrics Paper Series 476, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Yoshihiko Nishiyama & Peter M. Robinson, 2005.
"The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives,"
Econometrica, Econometric Society, vol. 73(3), pages 903-948, May.
- Nishiyama, Yoshihiko & Robinson, Peter M., 2005. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," LSE Research Online Documents on Economics 2297, London School of Economics and Political Science, LSE Library.
- Yoshihiko Nishiyama & Peter Robinson, 2004. "The bootstrap and the Edgeworth correction for semiparametric averaged derivatives," CeMMAP working papers CWP12/04, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Yoshihiko Nishiyama & Peter M Robinson, 2005. "The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives," STICERD - Econometrics Paper Series 483, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Robinson, P.M., 2005. "The distance between rival nonstationary fractional processes," Journal of Econometrics, Elsevier, vol. 128(2), pages 283-300, October.
- Robinson, Peter M. & Henry, Marc, 2003.
"Higher-order kernel semiparametric M-estimation of long memory,"
Journal of Econometrics, Elsevier, vol. 114(1), pages 1-27, May.
- Marc Henry & Peter M Robinson, 2002. "Higher-Order Kernel Semiparametric M-Estimation of Long Memory," STICERD - Econometrics Paper Series 436, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Robinson, Peter & Henry, Marc, 2002. "Higher-order kernel semiparametric M-estimation of long memory," LSE Research Online Documents on Economics 2147, London School of Economics and Political Science, LSE Library.
- P. M. Robinson & J. Hualde, 2003.
"Cointegration in Fractional Systems with Unknown Integration Orders,"
Econometrica, Econometric Society, vol. 71(6), pages 1727-1766, November.
- Peter M. Robinson & Javier Hualde, 2002. "Cointegration in Fractional Systems with Unknown Integration Orders," Faculty Working Papers 07/02, School of Economics and Business Administration, University of Navarra.
- Robinson, Peter M. & Yajima, Yoshihiro, 2002. "Determination of cointegrating rank in fractional systems," Journal of Econometrics, Elsevier, vol. 106(2), pages 217-241, February.
- Javier Hidalgo & Peter M. Robinson, 2002. "Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory," Econometrica, Econometric Society, vol. 70(4), pages 1545-1581, July.
- Marinucci, D. & Robinson, P. M., 2001. "Semiparametric fractional cointegration analysis," Journal of Econometrics, Elsevier, vol. 105(1), pages 225-247, November.
- Robinson, P. M., 2001. "The memory of stochastic volatility models," Journal of Econometrics, Elsevier, vol. 101(2), pages 195-218, April.
- L. A. Gil-Alana & P. M. Robinson, 2001.
"Testing of seasonal fractional integration in UK and Japanese consumption and income,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(2), pages 95-114.
- Gil-Alana, L. & Robinson, P.M., 1998. "Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income," Economics Working Papers eco98/20, European University Institute.
- Gil-Alaña, L. A. & Robinson, Peter M., 2001. "Testing of seasonal fractional integration in UK and Japanese consumption and income," LSE Research Online Documents on Economics 298, London School of Economics and Political Science, LSE Library.
- L A Gil-Alaña & Peter M Robinson, 2000. "Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income," STICERD - Econometrics Paper Series 402, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Gil-Alana, L A & Robinson, Peter M., 2000. "Testing of seasonal fractional integration in UK and Japanese consumption and income," LSE Research Online Documents on Economics 2051, London School of Economics and Political Science, LSE Library.
- D. Marinucci & P. M. Robinson, 2001. "Finite sample improvements in statistical inference with I(1) processes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 431-444.
- Y. Nishiyama & P. M. Robinson, 2000.
"Edgeworth Expansions for Semiparametric Averaged Derivatives,"
Econometrica, Econometric Society, vol. 68(4), pages 931-980, July.
- Nishiyama, Y & Robinson, Peter M., 1999. "Edgeworth expansions for semiparametric averaged derivatives," LSE Research Online Documents on Economics 2132, London School of Economics and Political Science, LSE Library.
- P. M. Robinson, 1998. "Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation," Econometrica, Econometric Society, vol. 66(5), pages 1163-1182, September.
- Robinson, P M, 1998. "Real and Spurious Long-Memory Properties of Stock-Market Data: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 276-279, July.
- Gil-Alana, L. A. & Robinson, P. M., 1997. "Testing of unit root and other nonstationary hypotheses in macroeconomic time series," Journal of Econometrics, Elsevier, vol. 80(2), pages 241-268, October.
- Hidalgo, Javier & Robinson, Peter M., 1996. "Testing for structural change in a long-memory environment," Journal of Econometrics, Elsevier, vol. 70(1), pages 159-174, January.
- Lobato, I. & Robinson, P. M., 1996. "Averaged periodogram estimation of long memory," Journal of Econometrics, Elsevier, vol. 73(1), pages 303-324, July.
- Robinson, P M, 1995. "The Normal Approximation for Semiparametric Averaged Derivatives," Econometrica, Econometric Society, vol. 63(3), pages 667-680, May.
- Cheng, Bing & Robinson, P. M., 1994. "Semiparametric estimation from time series with long-range dependence," Journal of Econometrics, Elsevier, vol. 64(1-2), pages 335-353.
- Robinson, P M, 1993. "Highly Insignificant F-Ratios," Econometrica, Econometric Society, vol. 61(3), pages 687-696, May.
- Delgado, Miguel A & Robinson, Peter M, 1992.
"Nonparametric and Semiparametric Methods for Economic Research,"
Journal of Economic Surveys, Wiley Blackwell, vol. 6(3), pages 201-249.
- Robinson, Peter M., 1992. "Nonparametric and semiparametric methods for economic research," UC3M Working papers. Economics 2827, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Robinson, P M, 1991. "Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models," Econometrica, Econometric Society, vol. 59(5), pages 1329-1363, September.
- Robinson, P M, 1991. "Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models," Econometrica, Econometric Society, vol. 59(3), pages 755-786, May.
- Robinson, P. M., 1991. "Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression," Journal of Econometrics, Elsevier, vol. 47(1), pages 67-84, January.
- Bera, Anil K & Robinson, Peter M, 1989. "Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(3), pages 343-352, July.
- Robinson, P M, 1988. "Semiparametric Econometrics: A Survey," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(1), pages 35-51, January.
- Robinson, Peter M, 1988. "The Stochastic Difference between Econometric Statistics," Econometrica, Econometric Society, vol. 56(3), pages 531-548, May.
- Robinson, P M, 1988. "Using Gaussian Estimators Robustly," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(1), pages 97-106, February.
- Robinson, Peter M, 1988. "Root- N-Consistent Semiparametric Regression," Econometrica, Econometric Society, vol. 56(4), pages 931-954, July.
- Robinson, P M, 1987. "Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form," Econometrica, Econometric Society, vol. 55(4), pages 875-891, July.
- Robinson, P M, 1986. "Nonparametric Methods in Specification," Economic Journal, Royal Economic Society, vol. 96(380a), pages 134-141, Supplemen.
- Robinson, P M & Bera, Anil K & Jarque, Carlos M, 1985. "Tests for Serial Dependence in Limited Dependent Variable Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(3), pages 629-638, October.
- Robinson, Peter M, 1982. "On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables," Econometrica, Econometric Society, vol. 50(1), pages 27-41, January.
- Hsiao, Cheng & Robinson, P M, 1978.
"Efficient Estimation of a Dynamic Error-Shock Model,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 467-479, June.
- Cheng Hsiao & P. M. Robinson, 1976. "Efficient Estimation of a Dynamic Error-Shock Model," NBER Working Papers 0157, National Bureau of Economic Research, Inc.
- Robinson, P M, 1976. "Instrumental Variables Estimation of Differential Equations," Econometrica, Econometric Society, vol. 44(4), pages 765-776, July.
- Robinson, P M, 1976. "The Estimation of Linear Differential Equations with Constant Coefficients," Econometrica, Econometric Society, vol. 44(4), pages 751-764, July.
- Robinson, P M, 1974. "Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 15(3), pages 680-692, October.
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