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Robinson, Peter Michael

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Author ID: robinson.peter-m Recent zbMATH articles by "Robinson, Peter Michael"
Published as: Robinson, P. M.; Robinson, Peter; Robinson, Peter M.
Homepage: http://personal.lse.ac.uk/robinso1/
External Links: MGP · Wikidata · GND
Documents Indexed: 161 Publications since 1972, including 1 Book
Biographic References: 2 Publications

Publications by Year

Citations contained in zbMATH

141 Publications have been cited 3,488 times in 1,902 Documents Cited by Year
Root-N-consistent semiparametric regression. Zbl 0647.62100
Robinson, P. M.
362
1988
Gaussian semiparametric estimation of long range dependence. Zbl 0843.62092
Robinson, P. M.
282
1995
Log-periodogram regression of time series with long range dependence. Zbl 0838.62085
Robinson, P. M.
236
1995
Nonparametric estimators for time series. Zbl 0544.62082
Robinson, P. M.
191
1983
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression. Zbl 0734.62070
Robinson, P. M.
116
1991
Semiparametric analysis of long-memory time series. Zbl 0795.62082
Robinson, P. M.
109
1994
Efficient tests of nonstationary hypotheses. Zbl 0813.62016
Robinson, P. M.
98
1994
Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form. Zbl 0651.62107
Robinson, P. M.
82
1987
Alternative forms of fractional Brownian motion. Zbl 0934.60071
Marinucci, D.; Robinson, P. M.
75
1999
Large-sample inference for nonparametric regression with dependent errors. Zbl 0882.62039
Robinson, P. M.
75
1997
Weak convergence of multivariate fractional processes. Zbl 1028.60030
Marinucci, D.; Robinson, P. M.
62
2000
Consistent nonparametric entropy-based testing. Zbl 0719.62055
Robinson, P. M.
55
1991
Whittle pseudo-maximum likelihood estimation for nonstationary time series. Zbl 1008.62087
Velasco, Carlos; Robinson, Peter M.
54
2000
Time series with long memory. Zbl 1113.62106
Robinson, Peter M. (ed.)
50
2003
Testing of unit root and other nonstationary hypotheses in macroeconomic time series. Zbl 0945.62122
Gil-Alaña, L. A.; Robinson, P. M.
44
1997
A model for long memory conditional heteroscedasticity. Zbl 1084.62516
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas
43
2000
Time series regression with long-range dependence. Zbl 0870.62072
Robinson, P. M.; Hidalgo, F. J.
42
1997
Semiparametric fractional cointegration analysis. Zbl 0980.62081
Marinucci, D.; Robinson, P. M.
41
2001
Automatic frequency domain inference on semiparametric and nonparametric models. Zbl 0779.62037
Robinson, P. M.
41
1991
Hypothesis testing in semiparametric and nonparametric models for econometric time series. Zbl 0681.62101
Robinson, P. M.
41
1989
The stochastic difference between econometric statistics. Zbl 0722.62067
Robinson, P. M.
40
1988
Determination of cointegrating rank in fractional systems. Zbl 1038.62082
Robinson, Peter M.; Yajima, Yoshihiro
39
2002
Averaged periodogram estimation of long memory. Zbl 0854.62088
Lobato, I.; Robinson, P. M.
39
1996
Cointegration in fractional systems with unknown integration orders. Zbl 1154.91614
Robinson, P. M.; Hualde, J.
34
2003
Narrow-band analysis of nonstationary processes. Zbl 1012.62100
Robinson, P. M.; Marinucci, D.
33
2001
Edgeworth expansions for spectral density estimates and studentized sample mean. Zbl 1018.62013
Velasco, Carlos; Robinson, Peter M.
32
2001
Gaussian estimation of parametric spectral density with unknown pole. Zbl 1012.62098
Giraitis, L.; Hidalgo, J.; Robinson, P. M.
32
2001
Rates of convergence and optimal spectral bandwidth for long range dependence. Zbl 0801.60030
Robinson, P. M.
32
1994
Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models. Zbl 1113.62107
Robinson, Peter M.; Zaffaroni, Paolo
31
2006
Multiple local Whittle estimation in stationary systems. Zbl 1274.62565
Robinson, P. M.
28
2008
Semiparametric inference in seasonal and cyclical long memory processes. Zbl 0974.62079
Arteche, Josu; Robinson, Peter M.
28
2000
A nonparametric test for I\((0)\). Zbl 0910.90070
Lobato, Ignacio N.; Robinson, Peter M.
28
1998
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Zbl 0870.62073
Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander
28
1997
Statistical inference for a random coefficient autoregressive model. Zbl 0392.62072
Robinson, P. M.
28
1978
Asymptotic theory for nonparametric regression with spatial data. Zbl 1441.62853
Robinson, P. M.
26
2011
Whittle estimation of ARCH models. Zbl 1051.62074
Giraitis, Liudas; Robinson, Peter M.
26
2001
The memory of stochastic volatility models. Zbl 0966.62079
Robinson, P. M.
26
2001
The distance between rival nonstationary fractional processes. Zbl 1335.62143
Robinson, P. M.
24
2005
Gaussian pseudo-maximum likelihood estimation of fractional time series models. Zbl 1246.62186
Hualde, Javier; Robinson, Peter M.
23
2011
Testing for structural change in a long-memory environment. Zbl 0834.62084
Hidalgo, Javier; Robinson, Peter M.
21
1996
Time series residuals with application to probability density estimation. Zbl 0625.62071
Robinson, P. M.
20
1987
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels. Zbl 1054.62584
Robinson, P. M.; Henry, M.
19
1999
On the asymptotic properties of estimators of models containing limited dependent variables. Zbl 0524.62117
Robinson, Peter M.
19
1982
Non-linear regression for multiple time-series. Zbl 0248.62040
Robinson, P. M.
19
1972
Edgeworth expansions for semiparametric Whittle estimation of long memory. Zbl 1041.62012
Giraitis, L.; Robinson, P. M.
18
2003
Robust covariance matrix estimation: HAC estimates with long memory/antipersistence correction. Zbl 1072.62090
Robinson, P. M.
17
2005
Semiparametric estimation from time series with long-range dependence. Zbl 0808.62081
Cheng, Bing; Robinson, P. M.
17
1994
Asymptotic properties of the generalized regression estimator in probability sampling. Zbl 0531.62005
Robinson, P. M.; Särndal, Carl Erik
17
1983
Modified Whittle estimation of multilateral models on a lattice. Zbl 1099.62108
Robinson, P. M.; Sanz, J. Vidal
16
2006
Best nonlinear three-stage least squares estimation of certain econometric models. Zbl 0729.62106
Robinson, P. M.
16
1991
On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators. Zbl 0612.62126
Robinson, P. M.
16
1986
The estimation of a nonlinear moving average model. Zbl 0357.62072
Robinson, P. M.
16
1977
Stochastic difference equations with non-integral differences. Zbl 0291.62113
Robinson, P. M.
16
1974
Robust nonparametric autoregression. Zbl 0573.62037
Robinson, P. M.
15
1984
Efficient estimation of the semiparametric spatial autoregressive model. Zbl 1431.62417
Robinson, P. M.
14
2010
Generalized canonical analysis for time series. Zbl 0263.62036
Robinson, P. M.
14
1973
Nonparametric trending regression with cross-sectional dependence. Zbl 1443.62105
Robinson, Peter M.
13
2012
Efficiency improvements in inference on stationary and nonstationary fractional time series. Zbl 1078.62096
Robinson, P. M.
13
2005
Higher-order kernel semiparametric M-estimation of long memory. Zbl 1023.62106
Robinson, Peter M.; Henry, Marc
13
2003
Nonlinear time series with long memory: A model for stochastic volatility. Zbl 0937.62109
Robinson, Peter M.; Zaffaroni, Paolo
13
1998
Asymptotic theory for time series containing missing and amplitude modulated observations. Zbl 0531.62079
Dunsmuir, W.; Robinson, P. M.
13
1981
Alternative models for stationary stochastic processes. Zbl 0391.62069
Robinson, P. M.
13
1978
Nonparametric spectrum estimation for spatial data. Zbl 1104.62036
Robinson, P. M.
12
2007
Edgeworth expansions for semiparametric averaged derivatives. Zbl 1022.62013
Nishiyama, Y.; Robinson, P. M.
12
2000
The average periodogram for nonstationary vector time series. Zbl 0966.62061
Robinson, P. M.; Marinucci, D.
12
2000
Adaptive semiparametric estimation of the memory parameter. Zbl 1065.62513
Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander
12
2000
Inference-without-smoothing in the presence of nonparametric autocorrelation. Zbl 1055.62575
Robinson, P. M.
12
1998
Estimation of time series models in the presence of missing data. Zbl 0471.62089
Dunsmuir, W.; Robinson, P. M.
12
1981
Estimation of a time series model from unequally spaced data. Zbl 0363.62071
Robinson, P. M.
12
1977
Root-\(n\)-consistent estimation of weak fractional cointegration. Zbl 1247.91138
Hualde, Javier; Robinson, Peter M.
11
2007
Series estimation under cross-sectional dependence. Zbl 1419.62515
Lee, Jungyoon; Robinson, Peter M.
10
2016
Correlation testing in time series, spatial and cross-sectional data. Zbl 1429.62412
Robinson, P. M.
10
2008
Density estimation in strongly dependent nonlinear time series. Zbl 0823.62031
Cheng, Bing; Robinson, P. M.
10
1991
Nonparametric function estimation for long memory time series. Zbl 0850.62349
Robinson, Peter M.
10
1991
On the errors-in-variables problem for time series. Zbl 0593.62092
Robinson, P. M.
10
1986
The construction and estimation of continuous time models and discrete approximations in econometrics. Zbl 0373.62068
Robinson, Peter M.
10
1977
Central limit theorems for long range dependent spatial linear processes. Zbl 1333.60032
Lahiri, S. N.; Robinson, Peter M.
9
2016
Statistical inference on regression with spatial dependence. Zbl 1441.62852
Robinson, Peter M.; Thawornkaiwong, Supachoke
9
2012
Cointegration in fractional systems with deterministic trends. Zbl 1335.62144
Robinson, P. M.; Iacone, F.
9
2005
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives. Zbl 1151.62319
Nishiyama, Yoshihiko; Robinson, Peter M.
9
2005
Adapting to unknown disturbance autocorrelation in regression with long memory. Zbl 1141.62340
Hidalgo, Javier; Robinson, Peter M.
9
2002
Variance-type estimation of long memory. Zbl 0955.62090
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas
9
1999
Modelling nonlinearity and long memory in time series. Zbl 1051.62086
Robinson, Peter M.; Zaffaroni, Paolo
9
1997
The normal approximation for semiparametric averaged derivatives. Zbl 0829.62023
Robinson, P. M.
9
1995
Semiparametric inference in multivariate fractionally cointegrated systems. Zbl 1431.62385
Hualde, J.; Robinson, P. M.
8
2010
Autocorrelation-robust inference. Zbl 0911.62084
Robinson, P. M.; Velasco, C.
8
1997
Nearest-neighbour estimation of semiparametric regression models. Zbl 0873.62043
Robinson, P. M.
8
1995
Efficient estimation of nonstationary time series regression. Zbl 0681.62074
Harvey, A. C.; Robinson, P. M.
8
1988
On the convergence of the Horvitz-Thompson estimator. Zbl 0498.62014
Robinson, P. M.
8
1982
Parametric estimators for stationary time series with missing observations. Zbl 0461.62075
Dunsmuir, W.; Robinson, P. M.
8
1981
Distributed lag approximation to linear time-invariant systems. Zbl 0407.62070
Robinson, P. M.
8
1979
Estimating variances and covariances of sample autocorrelations and autocovariances. Zbl 0417.62067
Robinson, P. M.
8
1977
Lagged regression with unknown lags. Zbl 0269.62074
Hannan, E. J.; Robinson, P. M.
8
1973
Refinements in maximum likelihood inference on spatial autocorrelation in panel data. Zbl 1337.62279
Robinson, Peter M.; Rossi, Francesca
7
2015
Seasonal and cyclical long memory. Zbl 1069.62539
Arteche, Josu; Robinson, Peter M.
7
1999
Identification, estimation and large-sample theory for regressions containing unobservable variables. Zbl 0298.62013
Robinson, P. M.
7
1974
Inference on higher-order spatial autoregressive models with increasingly many parameters. Zbl 1332.62365
Gupta, Abhimanyu; Robinson, Peter M.
6
2015
Inference on power law spatial trends. Zbl 1238.62106
Robinson, Peter M.
6
2012
Diagnostic testing for cointegration. Zbl 1418.62350
Robinson, P. M.
6
2008
The estimation of linear differential equations with constant coefficients. Zbl 0336.93033
Robinson, P. M.
6
1976
Identifying cointegration by eigenanalysis. Zbl 1420.62404
Zhang, Rongmao; Robinson, Peter; Yao, Qiwei
3
2019
Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension. Zbl 1378.62070
Gupta, Abhimanyu; Robinson, Peter M.
4
2018
Inference on trending panel data. Zbl 1452.62676
Robinson, Peter M.; Velasco, Carlos
1
2018
Series estimation under cross-sectional dependence. Zbl 1419.62515
Lee, Jungyoon; Robinson, Peter M.
10
2016
Central limit theorems for long range dependent spatial linear processes. Zbl 1333.60032
Lahiri, S. N.; Robinson, Peter M.
9
2016
Refinements in maximum likelihood inference on spatial autocorrelation in panel data. Zbl 1337.62279
Robinson, Peter M.; Rossi, Francesca
7
2015
Inference on higher-order spatial autoregressive models with increasingly many parameters. Zbl 1332.62365
Gupta, Abhimanyu; Robinson, Peter M.
6
2015
Non-nested testing of spatial correlation. Zbl 1337.62301
Delgado, Miguel A.; Robinson, Peter M.
4
2015
Refined tests for spatial correlation. Zbl 1441.62851
Robinson, Peter M.; Rossi, Francesca
3
2015
Efficient inference on fractionally integrated panel data models with fixed effects. Zbl 1332.62343
Robinson, Peter M.; Velasco, Carlos
3
2015
Panel nonparametric regression with fixed effects. Zbl 1337.62078
Lee, Jungyoon; Robinson, Peter M.
1
2015
The estimation of misspecified long memory models. Zbl 1293.62202
Robinson, Peter M.
2
2014
Nonparametric trending regression with cross-sectional dependence. Zbl 1443.62105
Robinson, Peter M.
13
2012
Statistical inference on regression with spatial dependence. Zbl 1441.62852
Robinson, Peter M.; Thawornkaiwong, Supachoke
9
2012
Inference on power law spatial trends. Zbl 1238.62106
Robinson, Peter M.
6
2012
Asymptotic theory for nonparametric regression with spatial data. Zbl 1441.62853
Robinson, P. M.
26
2011
Gaussian pseudo-maximum likelihood estimation of fractional time series models. Zbl 1246.62186
Hualde, Javier; Robinson, Peter M.
23
2011
Efficient estimation of the semiparametric spatial autoregressive model. Zbl 1431.62417
Robinson, P. M.
14
2010
Semiparametric inference in multivariate fractionally cointegrated systems. Zbl 1431.62385
Hualde, J.; Robinson, P. M.
8
2010
Large sample inference on spatial dependence. Zbl 1182.62199
Robinson, P. M.
2
2009
Inference on nonparametrically trending time series with fractional errors. Zbl 1179.62129
Robinson, P. M.
1
2009
Multiple local Whittle estimation in stationary systems. Zbl 1274.62565
Robinson, P. M.
28
2008
Correlation testing in time series, spatial and cross-sectional data. Zbl 1429.62412
Robinson, P. M.
10
2008
Diagnostic testing for cointegration. Zbl 1418.62350
Robinson, P. M.
6
2008
Fractional cointegration in stochastic volatility models. Zbl 1284.62556
Gonçalves da Silva, Afonso; Robinson, Peter M.
1
2008
Finite sample performance in cointegration analysis of nonlinear time series with long memory. Zbl 1359.91027
Gonçalves da Silva, Afonso; Robinson, Peter M.
1
2008
Nonparametric spectrum estimation for spatial data. Zbl 1104.62036
Robinson, P. M.
12
2007
Root-\(n\)-consistent estimation of weak fractional cointegration. Zbl 1247.91138
Hualde, Javier; Robinson, Peter M.
11
2007
Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models. Zbl 1113.62107
Robinson, Peter M.; Zaffaroni, Paolo
31
2006
Modified Whittle estimation of multilateral models on a lattice. Zbl 1099.62108
Robinson, P. M.; Sanz, J. Vidal
16
2006
Conditional-sum-of-squares estimation of models for stationary time series with long memory. Zbl 1268.62117
Robinson, P. M.
3
2006
Instrumental variables estimation of stationary and non-stationary cointegrating regressions. Zbl 1096.62087
Robinson, P. M.; Gerolimetto, M.
2
2006
The distance between rival nonstationary fractional processes. Zbl 1335.62143
Robinson, P. M.
24
2005
Robust covariance matrix estimation: HAC estimates with long memory/antipersistence correction. Zbl 1072.62090
Robinson, P. M.
17
2005
Efficiency improvements in inference on stationary and nonstationary fractional time series. Zbl 1078.62096
Robinson, P. M.
13
2005
Cointegration in fractional systems with deterministic trends. Zbl 1335.62144
Robinson, P. M.; Iacone, F.
9
2005
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives. Zbl 1151.62319
Nishiyama, Yoshihiko; Robinson, Peter M.
9
2005
Time series with long memory. Zbl 1113.62106
Robinson, Peter M. (ed.)
50
2003
Cointegration in fractional systems with unknown integration orders. Zbl 1154.91614
Robinson, P. M.; Hualde, J.
34
2003
Edgeworth expansions for semiparametric Whittle estimation of long memory. Zbl 1041.62012
Giraitis, L.; Robinson, P. M.
18
2003
Higher-order kernel semiparametric M-estimation of long memory. Zbl 1023.62106
Robinson, Peter M.; Henry, Marc
13
2003
Denis Sargan: some perspectives. Zbl 1441.62031
Robinson, P. M.
3
2003
Determination of cointegrating rank in fractional systems. Zbl 1038.62082
Robinson, Peter M.; Yajima, Yoshihiro
39
2002
Adapting to unknown disturbance autocorrelation in regression with long memory. Zbl 1141.62340
Hidalgo, Javier; Robinson, Peter M.
9
2002
Semiparametric fractional cointegration analysis. Zbl 0980.62081
Marinucci, D.; Robinson, P. M.
41
2001
Narrow-band analysis of nonstationary processes. Zbl 1012.62100
Robinson, P. M.; Marinucci, D.
33
2001
Edgeworth expansions for spectral density estimates and studentized sample mean. Zbl 1018.62013
Velasco, Carlos; Robinson, Peter M.
32
2001
Gaussian estimation of parametric spectral density with unknown pole. Zbl 1012.62098
Giraitis, L.; Hidalgo, J.; Robinson, P. M.
32
2001
Whittle estimation of ARCH models. Zbl 1051.62074
Giraitis, Liudas; Robinson, Peter M.
26
2001
The memory of stochastic volatility models. Zbl 0966.62079
Robinson, P. M.
26
2001
Weak convergence of multivariate fractional processes. Zbl 1028.60030
Marinucci, D.; Robinson, P. M.
62
2000
Whittle pseudo-maximum likelihood estimation for nonstationary time series. Zbl 1008.62087
Velasco, Carlos; Robinson, Peter M.
54
2000
A model for long memory conditional heteroscedasticity. Zbl 1084.62516
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas
43
2000
Semiparametric inference in seasonal and cyclical long memory processes. Zbl 0974.62079
Arteche, Josu; Robinson, Peter M.
28
2000
Edgeworth expansions for semiparametric averaged derivatives. Zbl 1022.62013
Nishiyama, Y.; Robinson, P. M.
12
2000
The average periodogram for nonstationary vector time series. Zbl 0966.62061
Robinson, P. M.; Marinucci, D.
12
2000
Adaptive semiparametric estimation of the memory parameter. Zbl 1065.62513
Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander
12
2000
Alternative forms of fractional Brownian motion. Zbl 0934.60071
Marinucci, D.; Robinson, P. M.
75
1999
Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels. Zbl 1054.62584
Robinson, P. M.; Henry, M.
19
1999
Variance-type estimation of long memory. Zbl 0955.62090
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas
9
1999
Seasonal and cyclical long memory. Zbl 1069.62539
Arteche, Josu; Robinson, Peter M.
7
1999
A nonparametric test for I\((0)\). Zbl 0910.90070
Lobato, Ignacio N.; Robinson, Peter M.
28
1998
Nonlinear time series with long memory: A model for stochastic volatility. Zbl 0937.62109
Robinson, Peter M.; Zaffaroni, Paolo
13
1998
Inference-without-smoothing in the presence of nonparametric autocorrelation. Zbl 1055.62575
Robinson, P. M.
12
1998
Large-sample inference for nonparametric regression with dependent errors. Zbl 0882.62039
Robinson, P. M.
75
1997
Testing of unit root and other nonstationary hypotheses in macroeconomic time series. Zbl 0945.62122
Gil-Alaña, L. A.; Robinson, P. M.
44
1997
Time series regression with long-range dependence. Zbl 0870.62072
Robinson, P. M.; Hidalgo, F. J.
42
1997
Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Zbl 0870.62073
Giraitis, Liudas; Robinson, Peter M.; Samarov, Alexander
28
1997
Modelling nonlinearity and long memory in time series. Zbl 1051.62086
Robinson, Peter M.; Zaffaroni, Paolo
9
1997
Autocorrelation-robust inference. Zbl 0911.62084
Robinson, P. M.; Velasco, C.
8
1997
Averaged periodogram estimation of long memory. Zbl 0854.62088
Lobato, I.; Robinson, P. M.
39
1996
Testing for structural change in a long-memory environment. Zbl 0834.62084
Hidalgo, Javier; Robinson, Peter M.
21
1996
Optimal spectral bandwidth for long memory. Zbl 0839.62087
Delgado, Miguel A.; Robinson, Peter M.
5
1996
Semiparametric exploration of long memory in stock prices. Zbl 0848.62061
Lee, David K. C.; Robinson, Peter M.
2
1996
Optimal spectral kernel for long-range dependent time series. Zbl 0903.62074
Delgado, Miguel A.; Robinson, Peter M.
1
1996
Estimation of second-order properties from jittered time series. Zbl 0857.62092
Thomson, Peter J.; Robinson, Peter M.
1
1996
Approximate monotonicity: Theory and applications. Zbl 0865.26006
Elsken, T.; Pearson, D. B.; Robinson, P. M.
1
1996
Gaussian semiparametric estimation of long range dependence. Zbl 0843.62092
Robinson, P. M.
282
1995
Log-periodogram regression of time series with long range dependence. Zbl 0838.62085
Robinson, P. M.
236
1995
The normal approximation for semiparametric averaged derivatives. Zbl 0829.62023
Robinson, P. M.
9
1995
Nearest-neighbour estimation of semiparametric regression models. Zbl 0873.62043
Robinson, P. M.
8
1995
The approximate distribution of nonparametric regression estimates. Zbl 0819.62035
Robinson, P. M.
1
1995
Semiparametric analysis of long-memory time series. Zbl 0795.62082
Robinson, P. M.
109
1994
Efficient tests of nonstationary hypotheses. Zbl 0813.62016
Robinson, P. M.
98
1994
Rates of convergence and optimal spectral bandwidth for long range dependence. Zbl 0801.60030
Robinson, P. M.
32
1994
Semiparametric estimation from time series with long-range dependence. Zbl 0808.62081
Cheng, Bing; Robinson, P. M.
17
1994
A class of estimators for the mean of a finite population using auxiliary information. Zbl 0844.62013
Robinson, P. M.
1
1994
Highly insignificant \(F\)-ratios. Zbl 0771.62020
Robinson, P. M.
3
1993
The estimation of transformation models. Zbl 0826.62018
Robinson, P. M.
2
1993
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression. Zbl 0734.62070
Robinson, P. M.
116
1991
Consistent nonparametric entropy-based testing. Zbl 0719.62055
Robinson, P. M.
55
1991
Automatic frequency domain inference on semiparametric and nonparametric models. Zbl 0779.62037
Robinson, P. M.
41
1991
Best nonlinear three-stage least squares estimation of certain econometric models. Zbl 0729.62106
Robinson, P. M.
16
1991
Density estimation in strongly dependent nonlinear time series. Zbl 0823.62031
Cheng, Bing; Robinson, P. M.
10
1991
Nonparametric function estimation for long memory time series. Zbl 0850.62349
Robinson, Peter M.
10
1991
Semiparametric and nonparametric inference from irregular observations on continuous time stochastic processes. Zbl 0727.62080
Stoyanov, J. M.; Robinson, P. M.
2
1991
Hypothesis testing in semiparametric and nonparametric models for econometric time series. Zbl 0681.62101
Robinson, P. M.
41
1989
Root-N-consistent semiparametric regression. Zbl 0647.62100
Robinson, P. M.
362
1988
The stochastic difference between econometric statistics. Zbl 0722.62067
Robinson, P. M.
40
1988
Efficient estimation of nonstationary time series regression. Zbl 0681.62074
Harvey, A. C.; Robinson, P. M.
8
1988
...and 41 more Documents
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Cited by 1,935 Authors

78 Robinson, Peter Michael
36 Gil-Alana, Luis Alberiko
33 Linton, Oliver Bruce
28 Surgailis, Donatas
26 Li, Qi
25 Gao, Jiti
25 Phillips, Peter Charles Bonest
24 Giraitis, Liudas
24 Hidalgo, Javier
23 Nielsen, Morten Ørregaard
22 Velasco, Carlos I. Hoyos
20 You, Jinhong
18 Wang, Lihong
17 Taqqu, Murad S.
16 Koul, Hira Lal
15 Tran, Lanh Tat
14 Beran, Jan
14 Boente, Graciela
14 Masry, Elias
14 Schick, Anton
13 Arteche, Josu
13 Bardet, Jean-Marc
13 Delgado, Miguel Ángel
13 Doukhan, Paul
13 Hassler, Uwe
13 Liang, Hua
13 Reisen, Valdério Anselmo
13 Wu, Wei Biao
13 Xiao, Zhijie
12 Hualde, Javier
12 Hurvich, Clifford M.
12 Soulier, Philippe
12 Zaffaroni, Paolo
11 Cai, Zongwu
11 Chan, Ngai Hang
11 Sibbertsen, Philipp
10 Aneiros-Pérez, Germán
10 Fan, Yanqin
10 Lu, Zudi
10 Roueff, François
10 Su, Liangjun
10 Sun, Yixiao
9 Chen, Xiaohong
9 Duchesne, Pierre
9 Francq, Christian
9 González-Manteiga, Wenceslao
9 Hsiao, Cheng
9 Iacone, Fabrizio
9 Kokoszka, Piotr S.
9 Moulines, Eric
9 Palma, Wilfredo
9 Pipiras, Vladas
9 Shao, Xiaofeng
9 Tjøstheim, Dag B.
9 Zhou, Yong
8 Caporale, Guglielmo Maria
8 Chen, Gemai
8 Didier, Gustavo
8 Escanciano, Juan Carlos
8 Leipus, Remigijus
8 Lieberman, Offer
8 Marinucci, Domenico
8 Philippe, Anne
8 Shimotsu, Katsumi
8 Taniguchi, Masanobu
8 Taylor, A. M. Robert
8 Yao, Qiwei
7 Bianco, Ana M.
7 Ghosh, Sucharita
7 Guégan, Dominique
7 Härdle, Wolfgang Karl
7 Lee, Lung-Fei
7 Leonenko, Nikolai N.
7 Li, Degui
7 Lobato, Ignacio Norberto
7 Stengos, Thanasis
7 Ullah, Aman
7 Vieu, Philippe
7 Zhou, Xian
6 Abadir, Karim M.
6 Baek, Changryong
6 Chambers, Marcus J.
6 Chen, Jia
6 Cui, Hengjian
6 Dalla, Violetta
6 Davidson, James E. H.
6 Distaso, Walter
6 Gerolimetto, Margherita
6 Hall, Peter Gavin
6 Hallin, Marc
6 Hili, Ouagnina
6 Hong, Yongmiao
6 Horváth, Lajos
6 Jacho-Chávez, David Tomás
6 Johansen, Søren Glud
6 Kristensen, Dennis
6 Kulik, Rafał
6 Lahiri, Soumendra Nath
6 Lee, Sokbae
6 Leybourne, Stephen J.
...and 1,835 more Authors
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Cited in 158 Serials

388 Journal of Econometrics
131 Econometric Theory
109 Journal of Time Series Analysis
105 Journal of Statistical Planning and Inference
89 The Annals of Statistics
79 Economics Letters
71 Journal of Multivariate Analysis
65 Computational Statistics and Data Analysis
61 Statistics & Probability Letters
53 Stochastic Processes and their Applications
50 Communications in Statistics. Theory and Methods
46 Journal of Nonparametric Statistics
35 Econometric Reviews
31 Journal of Statistical Computation and Simulation
29 Annals of the Institute of Statistical Mathematics
27 Electronic Journal of Statistics
25 Statistics
23 Bernoulli
20 The Econometrics Journal
19 Communications in Statistics. Simulation and Computation
16 The Canadian Journal of Statistics
14 Statistical Papers
14 Statistical Inference for Stochastic Processes
12 Metrika
12 Journal of Applied Statistics
11 Computational Statistics
11 Test
11 Quantitative Finance
10 Journal of the American Statistical Association
10 Journal of Economic Dynamics & Control
10 Statistical Methods and Applications
10 Journal of the Korean Statistical Society
9 International Journal of Theoretical and Applied Finance
8 Economic Theory
7 Journal of Mathematical Analysis and Applications
7 Scandinavian Journal of Statistics
7 Australian & New Zealand Journal of Statistics
7 Science China. Mathematics
6 Statistical Science
6 Journal of Theoretical Probability
6 Statistics and Computing
6 Journal of Time Series Econometrics
5 Advances in Applied Probability
5 Lithuanian Mathematical Journal
5 Chaos, Solitons and Fractals
5 Automatica
5 Journal of Applied Probability
5 Acta Mathematicae Applicatae Sinica. English Series
5 Mathematical and Computer Modelling
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
5 Journal of Statistical Theory and Practice
5 AStA. Advances in Statistical Analysis
4 Journal of Computational and Applied Mathematics
4 Kybernetika
4 Mathematics and Computers in Simulation
4 Probability Theory and Related Fields
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Macroeconomic Dynamics
4 Journal of Systems Science and Complexity
4 Statistical Methodology
4 Journal of Probability and Statistics
4 Sankhyā. Series B
4 Journal of Econometric Methods
4 Japanese Journal of Statistics and Data Science
3 The Annals of Probability
3 Statistica Neerlandica
3 Stochastic Analysis and Applications
3 European Journal of Operational Research
3 Computational Economics
3 Mathematical Methods of Statistics
3 Fractals
3 Acta Mathematica Sinica. English Series
3 Brazilian Journal of Probability and Statistics
2 International Journal of Theoretical Physics
2 Physica A
2 Science in China. Series A
2 The Annals of Applied Probability
2 Linear Algebra and its Applications
2 Applied Mathematics. Series B (English Edition)
2 European Journal of Control
2 Abstract and Applied Analysis
2 Studies in Nonlinear Dynamics and Econometrics
2 Chaos
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Stochastic Environmental Research and Risk Assessment
2 Methodology and Computing in Applied Probability
2 Statistical Modelling
2 Statistical Methods in Medical Research
2 The Annals of Applied Statistics
2 Bulletin of Economic Research
2 Sankhyā. Series A
2 Annals of Finance
2 Nonlinear Analysis. Theory, Methods & Applications
1 Archive for History of Exact Sciences
1 Biological Cybernetics
1 International Journal of General Systems
1 Indian Journal of Pure & Applied Mathematics
1 Periodica Mathematica Hungarica
1 Psychometrika
1 The Mathematical Intelligencer
...and 58 more Serials

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