Peter M. Robinson

London School of Economics & Political Science (LSE) - Department of Economics

Houghton Street

London WC2A 2AE

United Kingdom

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

  • London School of Economics & Political Science (LSE) - Department of Economics

SCHOLARLY PAPERS

9

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Scholarly Papers (9)

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1.

Developments in the Analysis of Spatial Data

LSE STICERD Research Paper No. EM531
Number of pages: 14 Posted: 13 May 2009
Peter M. Robinson
London School of Economics & Political Science (LSE) - Department of Economics
Downloads 223 (287,064)

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2.

Correlation Testing in Time Series, Spatial and Cross-Sectional Data

LSE STICERD Research Paper No. EM530
Number of pages: 35 Posted: 13 May 2009
Peter M. Robinson
London School of Economics & Political Science (LSE) - Department of Economics
Downloads 168 (372,165)
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3.

Larch, Leverage and Long Memory

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Larch, Leverage, and Long Memory

Journal of Financial Econometrics, Vol. 2, No. 2, pp. 177-210, 2004
Posted: 29 Feb 2008
Liudas Giraitis, Remigijus Leipus, Peter M. Robinson and Donatas Surgailis
University of York - Department of Mathematics and Economics, Vilnius University - Mathematics & Informatics, London School of Economics & Political Science (LSE) - Department of Economics and Institute of Mathematics and Informatics, Lithuania

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leverage, linear ARCH, long-memory

4.

Multiple Local Whittle Estimation in Stationary Systems

LSE STICERD Research Paper No. EM525
Number of pages: 35 Posted: 21 Jul 2008
Peter M. Robinson
London School of Economics & Political Science (LSE) - Department of Economics
Downloads 100 (558,785)
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5.

Large-Sample Inference on Spatial Dependence

LSE STICERD Research Paper No. EM533
Number of pages: 19 Posted: 13 May 2009
Peter M. Robinson
London School of Economics & Political Science (LSE) - Department of Economics
Downloads 93 (585,767)

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6.

Inference on Power Law Spatial Trends (Running Title: Power Law Trends)

LSE STICERD Research Paper No. EM556
Number of pages: 47 Posted: 30 Sep 2011
Peter M. Robinson
London School of Economics & Political Science (LSE) - Department of Economics
Downloads 87 (610,141)

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7.

Inference on Non-Stationary Time Series with Moving Mean

Number of pages: 32 Posted: 30 Jul 2013
Jiti Gao and Peter M. Robinson
Monash University - Department of Econometrics & Business Statistics and London School of Economics & Political Science (LSE) - Department of Economics
Downloads 60 (745,637)

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fractional time series, fi…xed design non-parametric regression, non-stationary time series, unit root tests

8.

Inference on Nonparametrically Trending Time Series with Fractional Errors

LSE STICERD Research Paper No. EM532
Number of pages: 19 Posted: 13 May 2009
Peter M. Robinson
London School of Economics & Political Science (LSE) - Department of Economics
Downloads 56 (770,850)

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9.

Efficient Estimation of a Dynamic Error-Shock Model

NBER Working Paper No. w0157
Number of pages: 26 Posted: 12 Apr 2004 Last Revised: 08 Dec 2022
Cheng Hsiao and Peter M. Robinson
University of Southern California - Department of Economics and London School of Economics & Political Science (LSE) - Department of Economics
Downloads 42 (875,460)

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