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

SCHOLARLY PAPERS

12

DOWNLOADS

540

SSRN CITATIONS
Rank 24,237

SSRN RANKINGS

Top 24,237

in Total Papers Citations

1

CROSSREF CITATIONS

28

Scholarly Papers (12)

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 192 (158,943)

Abstract:

Loading...

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 121 (233,378)

Abstract:

Loading...

3.
Downloads 56 (371,778)
Citation 1

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 54 (384,295)

Abstract:

Loading...

Large-Sample Inference on Spatial Dependence

Econometrics Journal, Vol. 12, Issue s1, pp. S68-S82, January 2009
Number of pages: 15 Posted: 04 Jul 2009
Peter M. Robinson
London School of Economics & Political Science (LSE) - Department of Economics
Downloads 2 (675,156)
  • Add to Cart

Abstract:

Loading...

4.

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 35 (448,270)

Abstract:

Loading...

5.

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 35 (448,270)
Citation 1

Abstract:

Loading...

6.

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 31 (466,148)

Abstract:

Loading...

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

7.

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 25 (497,074)

Abstract:

Loading...

8.
Downloads 0 (502,754)

Larch, Leverage, and Long Memory

Journal of Financial Econometrics, Vol. 2, No. 2, pp. 177-210, 2004
Posted: 29 Feb 2008
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

Abstract:

Loading...

leverage, linear ARCH, long-memory

9.

Instrumental Variables Estimation of Stationary and Non-Stationary Cointegrating Regressions

Econometrics Journal, Vol. 9, No. 2, pp. 291-306, July 2006
Number of pages: 16 Posted: 03 Jul 2006
Peter M. Robinson and M. Gerolimetto
London School of Economics & Political Science (LSE) - Department of Economics and London School of Economics & Political Science (LSE)
Downloads 24 (502,754)
  • Add to Cart

Abstract:

Loading...

10.

Efficient Estimation of a Dynamic Error-Shock Model

NBER Working Paper No. w0157
Number of pages: 26 Posted: 12 Apr 2004
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 19 (531,967)

Abstract:

Loading...

11.

Adaptive Estimation in Multiple Time Series with Independent Component Errors

Journal of Time Series Analysis, Vol. 38, Issue 2, pp. 191-203, 2017
Number of pages: 13 Posted: 08 Feb 2017
Peter M. Robinson and L. Taylor
London School of Economics & Political Science (LSE) - Department of Economics and London School of Economics & Political Science (LSE) - London School of Economics
Downloads 1 (656,658)
  • Add to Cart

Abstract:

Loading...

Multiple time series, independent component analysis, efficient semiparametric estimation, adaptive estimation, stationary processes, forecast error

12.

Improved Lagrange Multiplier Tests in Spatial Autoregressions

The Econometrics Journal, Vol. 17, Issue 1, pp. 139-164, 2014
Number of pages: 26 Posted: 19 Feb 2014
Peter M. Robinson and Francesca Rossi
London School of Economics & Political Science (LSE) - Department of Economics and University of Southampton - Division of Economics
Downloads 1 (656,658)
  • Add to Cart

Abstract:

Loading...

Bootstrap, Edgeworth expansion, Finite‐sample corrections, Lagrange multiplier test, Spatial autocorrelation