Robinson, Peter

Professor Peter Robinson  

Department

Position held

Tooke Prof of Economic Science & Stats

 

Experience keywords:

adaptive statistical inference; asymptotic statistical theory; nonparametric statistical inference; parametric statistical inference; statistics; time series analysis

Contact Points

LSE phone number:

+44 (0)20 7955 7516

Publications

2017

Gupta, Abhimanyu and Robinson, Peter M. (2017) Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension Journal of Econometrics. ISSN 0304-4076 (In Press)

Robinson, Peter and Taylor, Luke (2017) Adaptive estimation in multiple time series with independent component errors Journal of Time Series Analysis, 38 (2). 191-203. ISSN 0143-9782

2016

Gao, Jiti and Robinson, Peter M. (2016) Inference on nonstationary time series with moving mean Econometric Theory, 32 (02). 431-457. ISSN 0266-4666

Lee, Jungyoon and Robinson, Peter (2016) Series estimation under cross-sectional dependence Journal of Econometrics, 190 (1). 1-17. ISSN 0304-4076

Lahiri, S.N. and Robinson, Peter M. (2016) Central limit theorems for long range dependent spatial linear processes Bernoulli, 22 (1). 345-375. ISSN 1350-7265

2015

Lee, Jungyoon and Robinson, Peter (2015) Panel nonparametric regression with fixed effects Journal of Econometrics, 188 (2). 346-362. ISSN 0304-4076

Robinson, Peter and Rossi, Francesca (2015) Refinements in maximum likelihood inference on spatial autocorrelation in panel data Journal of Econometrics, 189 (2). 447-456. ISSN 0304-4076

Robinson, Peter M. and Rossi, Francesca (2015) Refined tests for spatial correlation Econometric Theory, 31 (6). 1249-1280. ISSN 0266-4666

Gupta, Abhimanyu and Robinson, Peter M. (2015) Inference on higher-order spatial autoregressive models with increasingly many parameters Journal of Econometrics, 186 (1). 19-31. ISSN 0304-4076

Robinson, Peter M. and Velasco, Carlos (2015) Efficient inference on fractionally integrated panel data models with fixed effects Journal of Econometrics, 185 (2). 435-452. ISSN 0304-4076

Delgado, Miguel A. and Robinson, Peter (2015) Non-nested testing of spatial correlation Journal of Econometrics, 187 (1). 385-401. ISSN 0304-4076

2014

Robinson, Peter M. and Rossi, Francesca (2014) Improved Lagrange multiplier tests in spatial autoregressions The Econometrics Journal, 17 (1). 139-164. ISSN 1368-4221

Robinson, Peter M. (2014) The estimation of misspecified long memory models Journal of Econometrics, 178 (2). 225-230. ISSN 0304-4076

2013

Lee, Jungyoon and Robinson, Peter M. (2013) Panel nonparametric regression with fixed effects Econometrics, EM/2013/569. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Lee, Jungyoon and Robinson, Peter M. (2013) Series estimation under cross-sectional dependence Econometrics, EM/2013/570. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Robinson, Peter M. and Rossi, Francesca (2013) Improved tests for spatial correlation Econometrics, EM/2013/565. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Delgado, Miguel A. and Robinson, Peter M. (2013) Non-nested testing of spatial correlation Econometrics, EM/2013/568. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Robinson, Peter M. and Velasco, Carlos (2013) Efficient inference on fractionally integrated panel data models with fixed effects Econometrics, EM/2013/567. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

2012

Robinson, Peter M. (2012) Nonparametric trending regression with cross-sectional dependence Journal of Econometrics, 169 (1). 4-14. ISSN 0304-4076

Robinson, Peter M. and Thawornkaiwong, Supachoke (2012) Statistical inference on regression with spatial dependence Journal of Econometrics, 167 (2). 521-542. ISSN 0304-4076

Robinson, Peter M. (2012) Inference on power law spatial trends Bernoulli, 18 (2). 644-677. ISSN 1350-7265

2011

Hualde, Javier and Robinson, Peter (2011) Gaussian pseudo-maximum likelihood estimation of fractional time series models Annals of Statistics, 39 (6). 3152-3181. ISSN 0090-5364

Robinson, Peter (2011) Asymptotic theory for nonparametric regression with spatial data Journal of Econometrics, 165 (1). 5-19. ISSN 0304-4076

Robinson, Peter M. (2011) Inference on power law spatial trends (Running Title: Power Law Trends) Econometrics, EM/2011/556. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

2010

Robinson, Peter M. (2010) Efficient estimation of the semiparametric spatial autoregressive model Journal of Econometrics, 157 (1). 6-17. ISSN 0304-4076

Hualde, J. and Robinson, Peter (2010) Semiparametric inference in multivariate fractionally cointegrated systems Journal of Econometrics, 157 (2). 492-511. ISSN 0304-4076

2009

Robinson, Peter (2009) Large-sample inference on spatial dependence Econometrics Journal, 12 (s1). S68-S82. ISSN 1368-423X

Robinson, Peter (2009) Inference on nonparametrically trending time series with fractional errors Econometric Theory, 25 (6). 1716-1733. ISSN 1469-4360

Robinson, Peter M. (2009) On discrete sampling of time-varying continuous-time systems Econometric Theory, 25 (04). 985-994. ISSN 0266-4666

2008

Robinson, Peter (2008) Developments in the analysis of spatial data Journal of the Japan Statistical Society, 38 (1). 87-96. ISSN 1882-2754

Robinson, Peter (2008) Developments in the analysis of spatial data Econometrics Papers, EM/2009/531. Suntory Centre, London School of Economics and Political Science, London, UK.

Robinson, Peter (2008) Large-sample inference on spatial dependence Econometrics Papers, EM/2009/533. Suntory Centre, London School of Economics and Political Science, London, UK.

da Silva, Afonso Gonçalves and Robinson, Peter (2008) Finite sample performance in cointegration analysis of nonlinear time series with long memory Econometric Reviews, 27 (1). 268-297. ISSN 0747-4938

Robinson, Peter (2008) Inference on nonparametrically trending time series with fractional errors Econometrics Papers, EM/2009/532. Suntory Centre, London School of Economics and Political Science, London, UK.

Robinson, Peter (2008) Correlation testing in time series, spatial and cross-sectional data Econometrics Papers, EM/2009/530. Suntory Centre, London School of Economics and Political Science, London, UK.

Robinson, Peter (2008) Correlation testing in time series, spatial and cross-sectional data Journal of Econometrics, 147 (1). 5-16. ISSN 0304-4076

da Silva, Afonso Gonçalves and Robinson, Peter M. (2008) Fractional cointegration in stochastic volatility models Econometric Theory, 24 (05). 1207-1253. ISSN 0266-4666

Robinson, Peter (2008) Multiple local whittle estimation in stationary systems The Annals of Statistics, 36 (5). 2508-2530. ISSN 0090-5364

Robinson, Peter (2008) Diagnostic testing for cointegration Journal of Econometrics, 143 (1). 206-225. ISSN 0304-4076

2007

Robinson, Peter (2007) Nonparametric spectrum estimation for spatial data Journal of Statistical Planning and Inference, 137 (3). 1024-1034. ISSN 0378-3758

Robinson, Peter (2007) On discrete sampling of time-varying continuous-time systems EM, 520. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (2007) Efficient estimation of the semiparametric spatial autoregressive model EM/2007/515. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Gonçalves da Silva, Afonso and Robinson, Peter (2007) Fractional cointegration in stochastic volatility models EM/2007/519. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Hualde, J. and Robinson, Peter (2007) Root-n-consistent estimation of weak fractional cointegration Journal of Econometrics, 140 (2). 450-484. ISSN 0304-4076

Robinson, Peter M. (2007) Multiple local whittle estimation in stationary systems EM/2007/525. Suntory and Toyota International Centres, London School of Economics and Political Science, London, UK.

Robinson, Peter (2007) Diagnostic testing for cointegration EM/2007/522. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Schmidt, U and Lee, S and Beecham, Jennifer and Perkins, S and Treasure, J and Yi, I and Winn, S and Robinson, Peter and Murphy, R and Keville, S and Johnson-Sabine, E and Jenkins, M and Frost, S and Dodge, L and Berelowitz, M and Eisler, I (2007) A randomized controlled trial of family therapy and cognitive-behavioral guided self-care for adolescents with bulimia nervosa or related disorders American Journal of Psychiatry, 164 (4). 591-598. ISSN 0002-953X

2006

Robinson, Peter M. (2006) Nonparametric spectrum estimation for spatial data EM/06/498. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Gerolimetto, M. (2006) Instrumental variables estimation of stationary and nonstationary cointegrating regressions EM/2006/500. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter (2006) Conditional-sum-of-squares estimation of models for stationary time series with long memory EM/2006/505. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Hualde, Javier and Robinson, Peter M. (2006) Semiparametric Estimation of Fractional Cointegration EM/2006/502. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Hualde, J. and Robinson, Peter M. (2006) Root-n-consistent estimation of weak fractional cointegration EM/06/499. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

2005

Robinson, Peter (2005) Efficiency improvements in inference on stationary and nonstationary fractional time series Annals of Statistics, 33 (4). 1800-1842. ISSN 0090-5364

Robinson, Peter (2005) The distance between rival nonstationary fractional processes Journal of Econometrics, 128 (2). 283-300. ISSN 0304-4076

Robinson, P. M. (2005) Robust covariance matrix estimation : 'HAC' estimates with long memory/antipersistence correction Econometric Theory, 21 (1). 171-180. ISSN 1469-4360

Robinson, Peter (2005) Modelling memory of economic and financial time series Econometrics; EM/2005/487, EM/05/487. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Zaffaroni, Paolo (2005) Pseudo-maximum likelihood estimation of ARCH(∞) models Econometrics, EM/2005/495. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Robinson, Peter M. and Zafaroni, Paolo (2005) Pseudo-maximum likelihood estimation of ARCH models EM/05/495. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Nishiyama, Y. and Robinson, Peter (2005) The bootstrap and the Edgeworth expansion for semiparametric averaged derivatives Econometrica, 73 (3). 903-948. ISSN 1468-0262

Nishiyama, Yoshihiko and Robinson, Peter M. (2005) The bootstrap and the Edgeworth correction for semiparametric averaged derivatives Econometrics; EM/2005/483, EM/05/483. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Vidal Sanz, J. (2005) Modified whittle estimation of multilateral models on a lattice EM/05/492. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

2004

Robinson, Peter and Iacone, F (2004) Cointegration in fractional systems with deterministic trends Journal of Econometrics. ISSN 0304-4076

Giraitis, Liudas and Leipus, Remigijus and Robinson, Peter M. and Surgailis, Donatas (2004) LARCH, leverage, and long memory Journal of Financial Econometrics, 2 (2). 177-210. ISSN 1479-8417

Iacone, Fabrizio and Robinson, Peter M. (2004) Cointegration in fractional systems with deterministic trends Econometrics; EM/2004/476, EM/04/476. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (2004) The distance between rival nonstationary fractional processes Econometrics; EM/2004/468, EM/03/468. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (2004) Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction Econometrics; EM/2004/471, EM/04/471. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter (2004) Efficiency improvements in inference on stationary and nonstationary fractional time series Econometrics; EM/2004/480, EM/04/480. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

2003

Robinson, Peter (2003) Time series with long memory Advanced texts in econometrics. Oxford University Press, Oxford. ISBN 0199257302 (pbk.)

Robinson, Peter and Henry, M (2003) Higher-order kernel semiparametric M-estimation of long memory Journal of Econometrics, 114 (1). 1-27. ISSN 0304-4076

Robinson, Peter (2003) Long memory time series In: Robinson, Peter, (ed.) Time Series With Long Memory. Advanced texts in econometrics. Oxford University Press, Oxford. ISBN 0199257302 (pbk.)

Robinson, Peter M. (2003) Semiparametric frequency domain analysis of fractional cointegration In: Robinson, Peter M., (ed.) Time Series With Long Memory. Advanced texts in econometrics. Oxford University Press, New York, 334-374. ISBN 9780199257300

Robinson, Peter M. and Giraitis, Liudas (2003) Parametric estimation under long range dependence In: Doukhan, Paul and Oppenheim, George and Taqqu, Murad, (eds.) Theory and Applications of Long Range Dependence. Birkhauser, Basel, 229-250. ISBN 9780817641689

Robinson, Peter M. (2003) Denis Sargan: some perspectives Econometric Theory, 19 (3). 481-494. ISSN 1469-4360

Giraitis, L. and Robinson, P.M. (2003) Edgeworth expansions for semiparametric Whittle estimation of long memory Annals of Statistics, 31 (4). 1325-1375. ISSN 0090-5364

Hualde, Javier and Robinson, Peter M. (2003) Cointegration in fractional systems with unkown integration orders Econometrics, EM/2003/449. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Giraitis, Liudas and Leipus, Remigijus and Robinson, Peter M. and Surgailis, Donatas (2003) LARCH, leverage and long memory Econometrics; EM/2003/460, EM/03/460. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Hualde, J. (2003) Cointegration in fractional systems with unknown integration orders Econometrica, 71 (6). 1727-1766. ISSN 1468-0262

Robinson, Peter M. and Hualde, Javier (2003) Cointegration in fractional systems with unknown integration orders Econometrics; EM/2003/449, EM/03/449. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

2002

Robinson, Peter and Yajima, Y (2002) Determination of cointegrating rank in fractional systems Journal of Econometrics, 106 (2). 217-241. ISSN 0304-4076

Robinson, Peter M. (2002) Denis Sargan: some perspectives Econometrics; EM/2002/437, EM/02/437. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Hidalgo, Javier and Robinson, Peter (2002) Adapting to unknown disturbance autocorrelation in regression with long memory Econometrica, 70 (4). 1545-1581. ISSN 0012-9682

Giraitis, Liudas and Robinson, Peter (2002) Edgeworth expansions for semiparametric Whittle estimation of long memory Econometrics; EM/2002/438, EM/02/438. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London.

Robinson, Peter and Henry, Marc (2002) Higher-order kernel semiparametric M-estimation of long memory Econometrics; EM/2002/436, EM/02/436. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

2001

Robinson, Peter (2001) The memory of stochastic volatility models Journal of Econometrics, 101 (2). 195-218. ISSN 0304-4076

Marinucci, D and Robinson, Peter (2001) Semiparametric fractional cointegration analysis Journal of Econometrics, 105 (1). 225-248. ISSN 0304-4076

Robinson, Peter (2001) Long range dependence In: El-Shaarawi, Abdel H and Piegorsch, Walter W, (eds.) Encyclopaedia of Environmetrics. Wiley, Chichester.

Marinucci, D and Robinson, Peter (2001) Finite sample improvements in statistical inference with I(1) processes Journal of Applied Econometrics, 16 (3). 431-444. ISSN 0883-7252

Giraitis, Liudas and Robinson, Peter M. (2001) Whittle estimation of ARCH models Econometric Theory, 17 (3). 608-631. ISSN 1469-4360

Robinson, Peter M. and Chen, Xu and Linton, Oliver (2001) The estimation of conditional densities In: Puri, Madan L, (ed.) Asymptotics in Statistics and Probability - Papers in Honor of George Gregory Roussas. VSP international science publishers, Utrecht, The Netherlands, 71-84. ISBN 9789067643337

Robinson, Peter M. and Nishiyama, Yoshihiko (2001) Studentization in Edgeworth expansions for estimates of semiparametric index models In: Hsiao, Cheng and Morimune, Kimio and Powell, James, (eds.) Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics. International symposia in economic theory and econometrics (13). Cambridge University Press, Cambridge, 197-240. ISBN 9780521662468

Robinson, Peter M. (2001) The memory of stochastic volatility models Econometrics; EM/2001/410, EM/01/410. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Giraitis, Liudas and Robinson, Peter M. (2001) Parametric estimation under long-range dependence Econometrics; EM/2001/416, EM/01/416. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Gil-Alaña, L. A. and Robinson, Peter M. (2001) Testing of seasonal fractional integration in UK and Japanese consumption and income Journal of Applied Econometrics, 16 (2). 95-114. ISSN 1099-1255

Giraitis, L and Hidalgo, J and Robinson, Peter M. (2001) Gaussian estimation of parametric spectral density with unknown pole Annals of Statistics, 29 (4). 987-1023. ISSN 0090-5364

Marinucci, D and Robinson, Peter M. (2001) Semiparametric fractional cointegration analysis Econometrics; EM/2001/420, EM/01/420. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Velasco, Carlos and Robinson, Peter M. (2001) Edgeworth expansions for spectral density estimates and studentized sample mean Econometric Theory, 17 (3). 497-539. ISSN 1469-4360

Giraitis, Liudas and Hidalgo, Javier and Robinson, Peter (2001) Gaussian estimation of parametric spectral density with unknown pole Econometrics; EM/2001/424, EM/01/424. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Chen, Xiaohong and Linton, Oliver and Robinson, Peter (2001) The estimation of conditional densities Econometrics; EM/2001/415, EM/01/415. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter and Yajima, Yoshihiro (2001) Determination of cointegrating rank in fractional systems Econometrics; EM/2001/423, EM/01/423. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Marinucci, D. and Robinson, Peter (2001) Finite sample improvements in statistical inference with I(1) processes Econometrics; EM/2001/422, EM/01/422. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London.

Marinucci, D. and Robinson, Peter M. (2001) Narrow-band analysis of nonstationary processes Annals of Statistics, 29 (4). 947-986. ISSN 0090-5364

Hidalgo, Javier and Robinson, Peter (2001) Adapting to unknown disturbance autocorrelation in regression with long memory Econometrics; EM/2001/427, EM/01/427. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Marinucci, D and Robinson, Peter (2001) Narrow-band analysis of nonstationary processes Econometrics; EM/2001/421, EM/01/421. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

2000

Arteche, J and Robinson, Peter (2000) Semiparametric inference in seasonal and cyclical long memory processes Journal of Time Series Analysis, 21 (1). 1-26. ISSN 0143-9782

Velasco, C and Robinson, Peter (2000) Whittle pseudo-maximum likelihood estimation for nonstationary time series Journal of the American Statistical Association, 95 (452). 1229-1243. ISSN 0162-1459

Robinson, Peter and Marinucci, D (2000) The averaged periodogram for nonstationary vector time series Statistical Inference for Stochastic Processes, 3 (1-2.). 149-160. ISSN 1387-0874

Marinucci, D and Robinson, Peter (2000) Weak convergence of multivariate fractional processes Stochastic Processes and Their Applications, 86 (1). 103-120. ISSN 0304-4149

Giraitis, Liudas and Robinson, Peter M. and Samarov, Alexander (2000) Adaptive semiparametric estimation of the memory parameter Journal of Multivariate Analysis, 72 (2). 183-207. ISSN 0047-259X

Giraitis, Liudas and Robinson, Peter M. (2000) Whittle estimation of ARCH models Econometrics; EM/2000/406, EM/00/406. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London.

Giraitis, Liudas and Robinson, Peter and Surgailis, Donatas (2000) A model for long memory conditional heteroscedasticity Econometrics; EM/2000/382, EM/00/382. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Giraitis, Liudas and Robinson, Peter M. and Samarov, Alexander (2000) Adaptive semiparametric estimation of the memory parameter Econometrics; EM/2000/379, EM/00/379. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Giraitis, Liudas and Robinson, Peter M. and Surgailis, Donatas (2000) A model for long memory conditional heteroscedasticity Annals of Applied Probability, 10 (3). 1002-1024. ISSN 1050-5164

Marinucci, D and Robinson, Peter M. (2000) The averaged periodogram for nonstationary vector time series Econometrics; EM/2000/408, EM/00/408. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Gil-Alana, L A and Robinson, Peter M. (2000) Testing of seasonal fractional integration in UK and Japanese consumption and income Econometrics; EM/2000/402, EM/00/402. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Velasco, Carlos (2000) Whittle pseudo-maximum likelihood estimation for nonstationary time series Econometrics; EM/2000/391, EM/00/391. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Nishiyama, Y and Robinson, Peter (2000) Edgeworth expansions for semiparametric averaged derivatives Econometrica, 68 (4). 931-980. ISSN 0012-9682

Robinson, Peter M. and Velasco, Carlos (2000) Edgeworth expansions for spectral density estimates and studentized sample mean Econometrics; EM/2000/390, EM/00/390. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

1999

Giraitis, Liudas and Robinson, Peter and Surgailis D, (1999) Variance-type estimation of long memory Stochastic Processes and Their Applications, 80 (1). 1-24. ISSN 0304-4149

Marinucci, D and Robinson, Peter (1999) Alternative forms of fractional Brownian motion Journal of Statistical Planning and Inference, 80 (1-2.). 111-122. ISSN 0378-3758

Robinson, Peter M. and Arteche, Josu (1999) Seasonal and cyclic long memory In: Asymptotics, Nonparametrics and Time Series: a Tribute to Madan Lal Puri. Statistics: a series of textbooks and monographs, Vol.15. Marcel Dekker, London, 115-148. ISBN 9780824700515

Nishiyama, Y and Robinson, Peter (1999) Studentization in Edgworth expansions for estimates of semiparametric index models Econometrics; EM/1999/374, EM/99/374. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Henry, M. (1999) Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels Econometric Theory, 15 (3). 299-336. ISSN 1469-4360

Nishiyama, Y and Robinson, Peter M. (1999) Edgeworth expansions for semiparametric averaged derivatives Econometrics; EM/1999/373, EM/99/373. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

1998

Lobato, Ignacio and Robinson, Peter (1998) A nonparametric test for I(0) Review of Economic Studies, 65 (3). 475-495. ISSN 0034-6527

Robinson, Peter (1998) Comment on ''Real and spurious long memory properties of stock market data'' by I.G. Lobato and N.E. Savin Journal of Business and Economic Statistics, 16 (3). 261-283. ISSN 0735-0015

Robinson, Peter and Zaffaroni, P (1998) Nonlinear time series with long memory : a model for stochastic volatility Journal of Statistical Planning and Inference, 68 (2). 359-371. ISSN 0378-3758

Marinucci, D and Robinson, Peter M. (1998) Semiparametric frequency domain analysis of fractional cointegration Econometrics; EM/1998/348, EM/98/348. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Arteche, Josu and Robinson, Peter M. (1998) Semiparametric inference in seasonal and cyclical long memory processes Econometrics; EM/1998/359, EM/98/359. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter (1998) Employability and exclusion: what governments can do Centre for Economic Performance special papers, CEPSP09. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Marinucci, D and Robinson, Peter M. (1998) Weak convergence of multivariate fractional processes Econometrics; EM/1998/352, EM/98/352. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Marinucci, D and Robinson, Peter M. (1998) Alternative forms of fractional Brownian motion Econometrics; EM/1998/354, EM/98/354. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Arteche, Josu and Robinson, Peter M. (1998) Seasonal and cyclical long memory Econometrics; EM/1998/360, EM/98/360. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Henry, Marc (1998) Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels Econometrics; EM/1998/357, EM/98/357. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter (1998) Inference-without-smoothing in the presence of nonparametric autocorrelation Econometrica, 66 (5). 1163-1182. ISSN 0012-9682

Giraitis, Liudas and Robinson, Peter M. (1998) Variance-type estimation of long memory Econometrics; EM/1998/363, EM/98/363. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

1997

Gil-Alana, L A and Robinson, Peter (1997) Testing of unit root and other non-stationary hypotheses in macroeconomic time series Journal of Econometrics, 80 (2). 241-268. ISSN 0304-4076

Giraitis, L and Robinson, Peter and Samarov, A (1997) Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence Journal of Time Series Analysis, 18 (1). 49-60. ISSN 0143-9782

Robinson, Peter (1997) Literacy, numeracy and economic performance Centre for Economic Performance special papers, CEPSP08. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Robinson, Peter and Zaffaroni, Paolo (1997) Nonlinear time series with long memory : a model for stochastic volatility Econometrics; EM/1997/320, EM/1997/320. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (1997) Large-sample inference for nonparametric regression with dependent errors Annals of Statistics, 25 (5). 2054-2083. ISSN 0090-5364

Robinson, Peter M. and Zaffaroni, Paolo (1997) Modelling nonlinearity and long memory in time series Econometrics; EM/1997/319, EM/1997/319. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Lobato, Ignacio and Robinson, Peter M. (1997) A nonparametric test for I(0) Econometrics; EM/1997/342, EM/1997/342. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (1997) Large-sample inference for nonparametric regression with dependent errors Econometrics; EM/1997/336, EM/1997/336. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Giraitis, Liudas and Robinson, Peter M. and Samarov, Alexander (1997) Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence Econometrics; EM/1997/323, EM/1997/323. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, P. M. and Hidalgo, Javier (1997) Time series regression with long-range dependence The Annals of Statistics, 25 (1). 77-104. ISSN 0090-5364

Robinson, Peter M. and Hidalgo, Javier (1997) Time series regression with long range dependence EM/1997/318. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter (1997) The myth of parity of esteem : earnings and qualifications CEP discussion paper; CEPDP0354, 354. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (1997) Inference-without-smoothing in the presence of nonparametric autocorrelation Econometrics; EM/1997/338, EM/1997/338. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Manacorda, M and Robinson, Peter (1997) Qualifications and the labour market in Britain : 1984-1994 skill biased change in the demand for labour or credentialism? CEP discussion paper; CEPDP0330, 330. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Robinson, Peter (1997) Measure for measure : a critical note on the national targets for education and training and international comparisons of educational attainment CEP discussion paper; CEPDP0355, 355. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Robinson, Peter (1997) Water under the bridge : changes in employment in Britain and the OECD CEP discussion paper; CEPDP0325, 325. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

1996

Delgado, Miguel A and Robinson, Peter (1996) Optimal spectral bandwidth for long memory Statistica Sinica, 6 (1). 97-112. ISSN 1017-0405

Lobato, I and Robinson, Peter (1996) Averaged periodogram estimation of long memory Journal of Econometrics, 73 (1). 303-324. ISSN 0304-4076

Hidalgo, J and Robinson, Peter (1996) Testing for structural change in a long-memory environment Journal of Econometrics, 70 (1). 159-174. ISSN 0304-4076

Robinson, Peter (1996) The education debate: have we got our priorities right? Centrepiece, 1 (2). ISSN 1362-3761

Rosenblatt, M and Robinson, Peter (1996) Athens conference on applied probability and time series analysis. Volume II : time series analysis in memory of E.J. Hannan Lecture notes in statistics ; 115. Springer-Verlag, Berlin. ISBN 0-387947876

Delgado, Miguel A and Robinson, Peter (1996) Optimal spectral kernel for long-range dependent time series Statistics and Probability Letters, 30 (1). 37-43. ISSN 0167-7152

Lee, David K C and Robinson, Peter (1996) Semiparametric exploration of long memory in stock prices Journal of Statistical Planning and Inference, 50 (2). 155-174. ISSN 0378-3758

Robinson, Peter and Henry, M (1996) Bandwidth choice in Gaussian semiparametric estimation of long range dependence In: Robinson, Peter and Rosenblatt, Murray, (eds.) Athens Conference on Applied Probability and Time Series Analysis. Volume Ii : Time Series Analysis in Memory of E.J. Hannan. Lecture notes in statistics ; 115. Springer-Verlag, Berlin. ISBN 0-387947876

Robinson, Peter (1996) Rhetoric and reality: Britain's new vocational qualifications Centre for Economic Performance special papers, CEPSP01. Centre for Economic Performance, London School of Economics and Political Science,, London, UK.

Gil-Alana, L A and Robinson, Peter (1996) Testing of unit root and other nonstationary hypotheses in macroeconomic time series Econometrics; EM/1996/317, EM/1996/317. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter and Thomson, P J (1996) Estimation of second-order properties from jittered time series Annals of the Institute of Statistical Mathematics, 48 (1). 29-48. ISSN 0020-3157

Robinson, Peter M. and Velasco, Carlos (1996) Autocorrelation-robust inference Econometrics; EM/1996/316, EM/1996/316. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

1995

Robinson, Peter (1995) Nearest neighbour estimation of semiparametric regression models Journal of Nonparametric Statistics, 5. 33-41. ISSN 1048-5252

Robinson, Peter (1995) The approximate distribution of nonparametric regression estimates Statistics and Probability Letters, 23 (2). 193-201. ISSN 0167-7152

Robinson, Peter (1995) An invariance property of optimal spectral bandwidths Statistics and Probability Letters, 24 (4). 345-346. ISSN 0167-7152

Robinson, Peter and Pinkse, C A P (1995) Pooling nonparametric estimates of regression functions with similar shape In: Maddala, G S and Phillips, Peter C B and Srinivasan, T N, (eds.) Advances in Econometrics and Quantitative Economics : Essays in Honour of C. R. Rao. Blackwell, Cambridge, Mass., 172-197. ISBN 0-1557863822

Robinson, Peter (1995) The normal approximation for semiparametric averaged derivatives Econometrica, 63 (3). 667-680. ISSN 0012-9682

Robinson, Peter (1995) Log-periodogram regression of time series with long range dependence Annals of Statistics, 23 (3). 1048-1072. ISSN 0090-5364

Robinson, Peter (1995) The British disease overcome? Living standards CEP discussion paper; CEPDP0260, 260. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Robinson, Peter (1995) Gaussian semiparametric estimation of long range dependence Annals of Statistics, 23 (5). 1630-1661. ISSN 0090-5364

Robinson, Peter (1995) The decline of the Swedish model and the limits to active labour market policy CEP discussion paper; CEPDP0259, 259. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

1994

Robinson, Peter (1994) Efficient tests of nonstationary hypotheses Journal of the American Statistical Association, 89 (428). 1420-1437. ISSN 0162-1459

Robinson, Peter (1994) Memorial article : Edward J. Hannan, 1921-1994 Journal of Time Series Analysis, 15 (6). 563-576. ISSN 0143-9782

Cheng, B and Robinson, Peter (1994) Semiparametric estimation from time series with long-range dependence Journal of Econometrics, 64 (01-Feb). 335-354. ISSN 0304-4076

Robinson, Peter (1994) Rates of convergence and optimal spectral bandwidth for long range dependence Probability Theory and Related Fields, 99. 443-473. ISSN 0178-8051

Delgado, MA and Robinson, Peter (1994) New methods for the analysis of long-memory time-series : application to Spanish inflation Journal of Forecasting, 13 (2 SI). 97-108. ISSN 0277-6693

Robinson, Peter (1994) A class of estimators for the mean of a finite population using auxiliary information Sankhya : the Indian Journal of Statistics Series B, 56 (3). 389-399. ISSN 0972-7671

Robinson, Peter (1994) Semiparametric analysis of long memory time series Annals of Statistics, 22 (1). 515-539. ISSN 0090-5364

Robinson, Peter (1994) Is there an explanation for rising pay inequality in the UK? CEP Discussion Papers, CEPDP0206. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Robinson, Peter (1994) The British labour market in historical perspective: changes in the structure of employment and unemployment CEP Discussion Papers, CEPDP0202. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

1993

Robinson, Peter (1993) Highly insignificant f-ratios Econometrica, 61 (3). 687. ISSN 0012-9682

Robinson, Peter (1993) The estimation of transformation models International Statistical Review, 61. 465-475. ISSN 0306-7734

Robinson, Peter (1993) Nonparametric time series with long range dependence Bulletin of the International Statistical Institute, 49th s (1). 315-325. ISSN 0074-8609

Robinson, Peter (1993) Continuous-time models in econometrics : closed and open systems, stocks and flows In: Phillips, P C B, (ed.) Models, Methods, and Applications of Econometrics - Essays in Honor of A.R. Bergstrom. Blackwell, Cambridge, Mass, 71-90. ISBN 1-55-786110-2

1992

Delgado, MA and Robinson, Peter (1992) Nonparametric and semiparametric methods for economic research Journal of Economic Surveys, 6 (3). 201. ISSN 0950-0804

Robinson, Peter (1992) Semiparametric methods for time series In: Brillinger, D R and Caines, P and Geweke, J and Parzen, E and Rosenblatt, M and Taqqu, M, (eds.) New Directions in Time Series Analysis : Pt. 1. The IMA Volumes in Mathematics & Its Applications. Springer-Verlag, Berlin, 315-326. ISBN 3-540978968

1991

Robinson, Peter (1991) Applications of semiparametric modelling in economics Revista Espanola de Economia, 8. 53-60. ISSN 0210-1025

Robinson, Peter (1991) Consistent nonparametric entropy-based testing Review of Economic Studies, 58(3) (195). 437-453. ISSN 0034-6527

Robinson, Peter (1991) Automatic frequency-domain inference on semiparametric and nonparametric models Econometrica, 59 (5). 1329-1363. ISSN 0012-9682

Robinson, Peter (1991) Best nonlinear three-stage least squares estimation of certain econometric models Econometrica, 59 (3). 755-786. ISSN 0012-9682

Robinson, Peter (1991) Time-varying nonlinear regression In: Hackl, Peter, (ed.) Economic Structural Change. Analysis and Forecasting. Springer, Berlin, 179-190. ISBN 0-387514546

Cheng, Bing and Robinson, Peter (1991) Density estimation in strongly dependent non-linear time series Statistica Sinica, 1 (2). 335-359. ISSN 1017-0405

Robinson, Peter (1991) Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression Journal of Econometrics, 47 (1). 67-84. ISSN 0304-4076

Robinson, Peter and Stoyanov, J (1991) Semiparametric and nonparametric inference from irregular observations on continuous time stochastic processes In: Roussas, George G, (ed.) Nonparametric Functional Estimation and Related Topics. NATO Science Series. C: Mathematical and Physical Sciences. Kluwer Academic, Dordrecht ; London, 553-557. ISBN 0-792312260

Robinson, Peter (1991) Nonparametric function estimation for long memory time series In: Barnett, W A and Powell, J and Tauchen, G E, (eds.) Nonparametric and Semiparametric Methods in Econometrics and Statistics - Proceedings of the Fifth International Symposium In. Cambridge University Press, Cambridge, 437-458. ISBN 0-52-137090-6

1989

Robinson, Peter (1989) Hypothesis testing in semiparametric and nonparametric models for econometric time series Review of Economic Studies, 56 (188). 511-534. ISSN 0034-6527

Robinson, Peter (1989) Nonparametric estimation of time-varying parameters In: Hackl, Peter, (ed.) Statistical Analysis and Forecasting of Economic Structural Change. Springer, Berlin, 253-264. ISBN 3-540514546

Robinson, Peter and Bera, A K (1989) Tests for serial dependence and other specification analysis in models of markets in disequilibrium Journal of Business and Economic Statistics, 7. 343-352. ISSN 0735-0015

1988

Robinson, Peter (1988) Route-N-consistent semiparametric regression Econometrica, 56 (4). 931-954. ISSN 0012-9682

Robinson, Peter (1988) The stochastic difference between econometric statistics Econometrica, 56 (3). 531-548. ISSN 0012-9682

Robinson, Peter (1988) Semiparametric econometrics : a survey Journal of Applied Econometrics, 3 (1). 35-51. ISSN 0883-7252

Robinson, Peter (1988) Using Gaussian estimators robustly Oxford Bulletin of Economics and Statistics, 50 (1). 97-106. ISSN 0305-9049

Robinson, Peter and Harvey, A C (1988) Efficient estimation of nonstationary time series regression Journal of Time Series Analysis, 9. 201-214. ISSN 0143-9782

1987

Robinson, Peter (1987) Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form Econometrica, 55. 875-891. ISSN 0012-9682

Robinson, Peter (1987) Time series residuals with application to probability density estimation Journal of Time Series Analysis, 8. 320-344. ISSN 0143-9782

Robinson, Peter (1987) Estimation of disequilibrium and limited dependent variable models with serially dependent residuals Economics Letters, 23 (1). 53-57. ISSN 0165-1765

Robinson, Peter (1987) Stochastic differential equation models for panel data In: Dimovski, I and Stoyanov, J, (eds.) Differential Equations and Applications. Angel Kancev Technical University, Rousse, 879-885.

Robinson, Peter (1987) Adaptive estimation of heteroskedastic econometric models Revista de Econometria, 7 (2). 5-28. ISSN 0101-7012

1986

Robinson, Peter (1986) Nonparametric methods in specification Economic Journal, 96 (Supple). 134-144. ISSN 0013-0133

Robinson, Peter (1986) On the errors-in-variables problem for time series Journal of Multivariate Analysis, 19. 240-250. ISSN 0047-259X

Robinson, Peter (1986) On a model for a time series of cross-sections Journal of Applied Probability, 23A. 113-125. ISSN 0021-9002

Robinson, Peter (1986) Discussion : ''Influence functionals for time series'' by R. D. Martin and V. J. Yohai Annals of Statistics, 14 (3). 832-834. ISSN 0090-5364

Robinson, Peter (1986) Nonparametric estimation from time series residuals Cahiers du Centre d'études de Recherche Opérationnelle, 28 (1). 197-208. ISSN 0008-9737

Robinson, Peter (1986) Comment on a paper by Singh and Ullah Econometric Theory, 2 (1). 151-152. ISSN 0266-4666

Robinson, Peter (1986) On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators Annals of the Institute of Statistical Mathematics, 38 (1). 539-549. ISSN 0020-3157

1985

Robinson, Peter and Bera, AK and Jarque, CM (1985) Tests for serial difference in limited dependent variable models International Economic Review, 26 (3). 629-638. ISSN 0020-6598

Robinson, Peter (1985) Testing for serial correlation in regression with missing observations Journal of the Royal Statistical Society, Series B, 47 (3). 429-437. ISSN 1369-7412

Robinson, Peter (1985) Approximate optimal allocation in repeated sampling from a finite population Journal of Statistical Planning and Inference, 11 (2). 135-148. ISSN 0378-3758

1984

Robinson, Peter M. (1984) Robust nonparametric autoregression In: Franke, J and Hordle, W and Martin, D, (eds.) Robust and Nonlinear Time Series Analysis : Proceedings of a Workshop Organized by the Sonderforschungsbereich 123 "Stochastisch. Lecture notes in statistics ; 26. Springer-Verlag, New York, 247-255.

Robinson, Peter (1984) Multiple time series analysis of irregularly spaced data In: Parzen, Emanuel, (ed.) Time Series Analysis of Irregularly Observed Data : Proceedings of a Symposium Held at Texas A&m University, College Station, Te. Lecture notes in statistics ; 25. Springer-Verlag, New York, 276-289. ISBN 0387960406(pbk.)

Robinson, Peter (1984) Kernel estimation and interpolation for time series containing missing observations Annals of the Institute of Statistical Mathematics, 36 (1). 403-417. ISSN 0020-3157

1983

Robinson, Peter (1983) Nonparametric estimators for time series Journal of Time Series Analysis, 4. 185-207. ISSN 0143-9782

Robinson, Peter and Sarndal, C E (1983) Asymptotic properties of the generalized regression estimator in probability sampling Sankhya : the Indian Journal of Statistics Series B, 45. 240-248. ISSN 0972-7671

Robinson, Peter (1983) Review of various approaches to power spectrum estimation In: Brillinger, D R and Krishnaiah, P R, (eds.) Time Series in the Frequency Domain. Handbook of statistics ; v. 3. North-Holland, Amsterdam, Oxford, 343-368. ISBN 0-444867260

Robinson, Peter and Lenz, H J (1983) Sampling of cross-sectional time series In: Heiler, Siegfried, (ed.) Recent Trends in Statistics. Proceedings of the Anglo-German Statistical Meeting, Dortmund, 24-26 May 1982. Vandenhoeck and Ruprecht, Gottingen, 56-68. ISBN 3-525111932

1982

Robinson, Peter (1982) On the asymptotic properties of estimators of models containing limited dependent variables Econometrica, 50 (1). 27-41. ISSN 0012-9682

Robinson, Peter (1982) Economic time series analysis and sample survey theory In: Games, Economic Dynamics, Time Series Analysis. IHS studies ; no.2. Physica-Verlag, Wien, 322-334. ISBN 3-790802719

Robinson, Peter (1982) On the convergence of the Horvitz-Thompson estimator Australian Journal of Statistics, 24 (2). 234-238. ISSN 0004-9581

Robinson, Peter (1982) Analysis of time series from mixed distributions Annals of Statistics, 10 (3). 915-925. ISSN 0090-5364

1981

Robinson, Peter and Dunsmuir, W (1981) Estimation of time series models in the presence of missing data Journal of the American Statistical Association, 76. 560-568. ISSN 0162-1459

Robinson, Peter and Dunsmuir, W (1981) Asymptotic theory for time series containing missing and amplitude modulated observations Sankhya : the Indian Journal of Statistics Series A, 43. 260-281. ISSN 0972-7671

Robinson, Peter and Dunsmuir, W (1981) Parametric estimators for stationary time series with missing observations Advances in Applied Probability, 13. 129-146. ISSN 0001-8678

1980

Robinson, Peter (1980) Continuous model fitting from discrete data In: Brillinger, D R and Tiao, G C, (eds.) Directions in Time Series. Institute of Mathematical Statistics, Beachwood, Ohio, 263-278.

Robinson, Peter (1980) Efficient estimation of a rational spectral density In: Kunt, M and Coulon Frederic de, , (eds.) Proceedings of the First European Signal Processing Conference. Elsevier Science Ltd, Amsterdam, 701-704. ISBN 0-444860509

Robinson, Peter M (1980) Estimation and forecasting for time series containing censored or missing observations In: Anderson, Oliver D, (ed.) Time Series : Proceedings of the International Conference Held at Nottingham University, March 1979. North Holland, Amsterdam ; New York. ISBN 9780444854186

1979

Robinson, Peter (1979) Comments on ''Statistical analysis of econometric models'' by A. Zellner Journal of the American Statistical Association, 74 (367). 646-647. ISSN 0162-1459

Robinson, Peter (1979) Distributed lag approximation to linear time-invariant systems Annals of Statistics, 7 (3). 507-515. ISSN 0090-5364

1978

Robinson, Peter (1978) Statistical inference for a random coefficient autoregressive model Scandinavian Journal of Statistics, 5. 163-168. ISSN 0303-6898

Hsiao, C and Robinson, Peter (1978) Efficient estimation of a dynamic error-shock model International Economic Review, 19. 467-479. ISSN 0020-6598

Robinson, Peter (1978) Alternative models for stationary stochastic processes Stochastic Processes and Their Applications, 8 (2). 141-152. ISSN 0304-4149

Robinson, Peter (1978) Comments on ''Some consequences of temporal aggregation in seasonal time analysis models'' by W. W. S. Wei In: Zellner, A, (ed.) Seasonal Analysis of Economic Time Series. United States Department of Commerce, Bureau of the Census, Washington, DC, 445-447.

Robinson, Peter (1978) On consistency in time series analysis Annals of Statistics, 6 (1). 215-223. ISSN 0090-5364

1977

Robinson, Peter (1977) Estimation of a time series model from unequally spaced data Stochastic Processes and Their Applications, 6 (1). 9-24. ISSN 0304-4149

Robinson, Peter (1977) The construction and estimation of continuous time models and discrete approximation in econometrics Journal of Econometrics, 6(2). 173-197. ISSN 0304-4076

Robinson, Peter (1977) The estimation of a multivariate linear relation Journal of Multivariate Analysis, 7 (3). 409-423. ISSN 0047-259X

Robinson, Peter (1977) The estimation of a nonlinear moving average model Stochastic Processes and Their Applications, 5 (1). 81-90. ISSN 0304-4149

Robinson, Peter and Ferrara, M C (1977) The estimation of a model for an unobservable variable with endogenous causes In: Aigner, Dennis J and Goldberger, Arthur S, (eds.) Latent Variables in Socioeconomic Models. North Holland, Amsterdam, 131-142. ISBN 0-720405262

Robinson, Peter (1977) Estimating variances and covariances of sample autocorrelations and autocovariances Australian Journal of Statistics, 19 (3). 236-240. ISSN 0004-9581

Robinson, Peter (1977) Finite-parameter approximations to frequency response function Communications in Statistics: Theory and Methods, 6 (7). 661-677. ISSN 0361-0926

1976

Robinson, Peter (1976) Instrumental variables estimation of differential equations Econometrica, 44 (4). 765-776. ISSN 0012-9682

Robinson, Peter (1976) The estimation of linear differential equations with constant coefficients Econometrica, 44 (4). 751-764. ISSN 0012-9682

Robinson, Peter (1976) The aliasing problem in differential equation estimation Journal of the Royal Statistical Society, Series B, 38 (2). 180-188. ISSN 1369-7412

Robinson, Peter (1976) Fourier estimation of continuous time models In: Bergstrom, A R, (ed.) Statistical Inference in Continuous Time Economic Models. North Holland, Amsterdam, 215-266. ISBN 0720432030; 0444109919

Robinson, Peter (1976) Some problems in the identification and estimation of continuous time systems from discrete time data In: Mehra, Raman K. and Lainiotis, Dimitri G., (eds.) System Identification : Advances and Case Studies. Academic Press, New York, 407-439. ISBN 0-124879500

1975

Robinson, Peter (1975) Continuous time regressions with discrete data Annals of Statistics, 3 (3). 688-697. ISSN 0090-5364

1974

Robinson, Peter (1974) Identification, estimation and large-sample theory for regressions containing unobservable variables International Economic Review, 15(3). 680-692. ISSN 0020-6598

Robinson, Peter (1974) Stochastic difference equations with non-integral differences Advances in Applied Probability, 6 (3). 524-545. ISSN 0001-8678

1973

Robinson, Peter (1973) Generalized canonical analysis for time series Journal of Multivariate Analysis, 3. 141-160. ISSN 0047-259X

Robinson, Peter and Hannan, E J (1973) Lagged regression with unknown lags Journal of the Royal Statistical Society, Series B, 35. 252-267. ISSN 1369-7412

1972

Robinson, Peter (1972) Non-linear regression for multiple time series Journal of Applied Probability, 9 (4). 758-768. ISSN 0021-9002

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