Peter M. Robinson : Citation Profile

Are you Peter M. Robinson?

London School of Economics (LSE)

20

H index

25

i10 index

2762

Citations

RESEARCH PRODUCTION:

37

Articles

6

Papers

RESEARCH ACTIVITY:

   31 years (1974 - 2005). See details.
   Cites by year: 89
   Journals where Peter M. Robinson has often published
   Relations with other researchers
   Recent citing documents: 190.    Total self citations: 10 (0.36 %)

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   Permalink: http://citec.repec.org/pro222
   Updated: 2023-03-25    RAS profile:    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Peter M. Robinson.

Is cited by:

Gil-Alana, Luis (321)

Caporale, Guglielmo Maria (110)

Nielsen, Morten (95)

LINTON, OLIVER (60)

MORANA, CLAUDIO (37)

Chen, Xiaohong (33)

Velasco, Carlos (33)

Phillips, Peter (31)

GAO, Jiti (27)

tansel, aysıt (27)

Ozdemir, Zeynel (27)

Cites to:

Phillips, Peter (14)

Velasco, Carlos (13)

Diebold, Francis (6)

Campbell, John (5)

Sims, Christopher (5)

Lobato, Ignacio (4)

Engle, Robert (4)

Rudebusch, Glenn (4)

Powell, James (4)

Harvey, Andrew (4)

Stock, James (4)

Main data

Where Peter M. Robinson has published?

Journals with more than one article published# docs
Econometrica15
Journal of Econometrics11
Journal of Applied Econometrics3
International Economic Review3
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2

Recent works citing Peter M. Robinson (2022 and 2021)

YearTitle of citing document
2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02.

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2022Truncated sum-of-squares estimation of fractional time series models with generalized power law trend. (2022). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-07.

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2021.

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2021Methodologies for assessing government efficiency. (2021). Simar, Leopold ; Wilson, Paul ; Oloughlin, Caitlin. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021002.

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2021Nonparametric, Stochastic Frontier Models with Multiple Inputs and Outputs. (2021). Simar, Leopold ; Wilson, Paul. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2021003.

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2021Plug-in Regularized Estimation of High-Dimensional Parameters in Nonlinear Semiparametric Models. (2018). Syrgkanis, Vasilis ; Nekipelov, Denis ; Chernozhukov, Victor ; Semenova, Vira. In: Papers. RePEc:arx:papers:1806.04823.

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2021Omitted variable bias of Lasso-based inference methods: A finite sample analysis. (2021). Zhu, Ying ; Wuthrich, Kaspar. In: Papers. RePEc:arx:papers:1903.08704.

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2021Identification and Estimation of a Partially Linear Regression Model using Network Data. (2019). Auerbach, Eric. In: Papers. RePEc:arx:papers:1903.09679.

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2022Informational Content of Factor Structures in Simultaneous Binary Response Models. (2019). Maurel, Arnaud ; Zhang, Yichong ; Khan, Shakeeb. In: Papers. RePEc:arx:papers:1910.01318.

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2021Structural stability of infinite-order regression. (2019). SEO, MYUNG HWAN ; Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:1911.08637.

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2022Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments. (2020). Lee, Ying-Ying ; Colangelo, Kyle. In: Papers. RePEc:arx:papers:2004.03036.

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2021Efficient closed-form estimation of large spatial autoregressions. (2020). Gupta, Abhimanyu. In: Papers. RePEc:arx:papers:2008.12395.

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2022Heterogeneous effects of waste pricing policies. (2020). Valente, Marica. In: Papers. RePEc:arx:papers:2010.01105.

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2023Causal Inference for Spatial Treatments. (2020). Pollmann, Michael. In: Papers. RePEc:arx:papers:2011.00373.

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2022Empirical Decomposition of the IV-OLS Gap with Heterogeneous and Nonlinear Effects. (2021). Ishimaru, Shoya. In: Papers. RePEc:arx:papers:2101.04346.

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2022Consistent specification testing under spatial dependence. (2021). Gupta, Abhimanyu ; Qu, XI. In: Papers. RePEc:arx:papers:2101.10255.

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2021Debiased Kernel Methods. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2102.11076.

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2021Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings. (2021). Perron, Pierre ; Grassi, Stefano ; Catania, Leopoldo ; Casini, Alessandro ; Belotti, Federico. In: Papers. RePEc:arx:papers:2103.00060.

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2021Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference. (2021). Perron, Pierre ; Deng, Taosong ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.01604.

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2021Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models. (2021). Casini, Alessandro. In: Papers. RePEc:arx:papers:2103.02981.

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2022Estimating the Long-Term Effects of Novel Treatments. (2021). Syrgkanis, Vasilis ; Oprescu, Miruna ; Lewis, Greg ; Hei, Maggie ; Dillon, Eleanor ; Battocchi, Keith. In: Papers. RePEc:arx:papers:2103.08390.

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2023DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R. (2021). Spindler, Martin ; Kurz, Malte S ; Chernozhukov, Victor ; Bach, Philipp. In: Papers. RePEc:arx:papers:2103.09603.

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2021CATE meets ML -- The Conditional Average Treatment Effect and Machine Learning. (2021). Jacob, Daniel. In: Papers. RePEc:arx:papers:2104.09935.

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2022A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees. (2021). Chernozhukov, Victor ; Singh, Rahul ; Newey, Whitney K. In: Papers. RePEc:arx:papers:2105.15197.

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2021Semiparametric inference for partially linear regressions with Box-Cox transformation. (2021). Patilea, Valentin ; Kneip, Alois ; Becker, Daniel. In: Papers. RePEc:arx:papers:2106.10723.

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2022Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy. (2021). Singh, Rahul ; Agarwal, Anish. In: Papers. RePEc:arx:papers:2107.02780.

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2021A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation. (2021). Hurvich, Clifford M ; Xu, Zhihao. In: Papers. RePEc:arx:papers:2108.06093.

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2022Inference in high-dimensional regression models without the exact or $L^p$ sparsity. (2021). Sasaki, Yuya ; Chiang, Harold D ; Cha, Jooyoung. In: Papers. RePEc:arx:papers:2108.09520.

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2022Kernel Methods for Multistage Causal Inference: Mediation Analysis and Dynamic Treatment Effects. (2021). Gretton, Arthur ; Xu, Liyuan ; Singh, Rahul. In: Papers. RePEc:arx:papers:2111.03950.

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2021Generalized Kernel Ridge Regression for Causal Inference with Missing-at-Random Sample Selection. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2111.05277.

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2021Designing Representative and Balanced Experiments by Local Randomization. (2021). Cytrynbaum, Max. In: Papers. RePEc:arx:papers:2111.08157.

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2022A Finite Sample Theorem for Longitudinal Causal Inference with Machine Learning: Long Term, Dynamic, and Mediated Effects. (2021). Singh, Rahul. In: Papers. RePEc:arx:papers:2112.14249.

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2022Estimation of Conditional Random Coefficient Models using Machine Learning Techniques. (2022). Martin, Stephan. In: Papers. RePEc:arx:papers:2201.08366.

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2022Meta-Learners for Estimation of Causal Effects: Finite Sample Cross-Fit Performance. (2022). Okasa, Gabriel. In: Papers. RePEc:arx:papers:2201.12692.

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2022Personalized Subsidy Rules. (2022). Chen, Yu-Chang ; Xie, Haitian. In: Papers. RePEc:arx:papers:2202.13545.

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2022Who pays for gifts to physicians? Heterogeneous effects of industry payments on drug costs. (2022). Newham, Melissa ; Valente, Marica. In: Papers. RePEc:arx:papers:2203.01778.

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2022GAM(L)A: An econometric model for interpretable Machine Learning. (2022). Laurent, S'Ebastien ; Hu, Sullivan ; Hacheme, Gilles ; Flachaire, Emmanuel. In: Papers. RePEc:arx:papers:2203.11691.

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2022How causal machine learning can leverage marketing strategies: Assessing and improving the performance of a coupon campaign. (2022). Huber, Martin ; Langen, Henrika. In: Papers. RePEc:arx:papers:2204.10820.

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2022Machine Learning based Framework for Robust Price-Sensitivity Estimation with Application to Airline Pricing. (2022). Walczak, Darius ; Rauch, Jonas ; Isler, Karl ; Boluki, Shahin ; Kumar, Ravi. In: Papers. RePEc:arx:papers:2205.01875.

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2022Estimation and Inference by Stochastic Optimization. (2022). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2205.03254.

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2022Debiased Machine Learning without Sample-Splitting for Stable Estimators. (2022). Austern, Morgane ; Syrgkanis, Vasilis ; Chen, Qizhao. In: Papers. RePEc:arx:papers:2206.01825.

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2023Debiased Semiparametric U-Statistics: Machine Learning Inference on Inequality of Opportunity. (2022). Terschuur, Joel Robert ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:2206.05235.

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2022Isotonic propensity score matching. (2022). Otsu, Taisuke ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2207.08868.

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2023Chi-Square Goodness-of-Fit Tests for Conditional Distributions. (2022). Vainora, Julius ; Delgado, Miguel A. In: Papers. RePEc:arx:papers:2210.00624.

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2022GLS Under Monotone Heteroskedasticity. (2022). Xu, Mengshan ; Otsu, Taisuke ; Arai, Yoichi. In: Papers. RePEc:arx:papers:2210.13843.

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2022Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach. (2022). Sun, Xiaolin. In: Papers. RePEc:arx:papers:2210.15829.

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2022Fractional integration and cointegration. (2022). Nielsen, Morten ; Hualde, Javier. In: Papers. RePEc:arx:papers:2211.10235.

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2022Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators. (2022). Masini, Ricardo ; Jansson, Michael ; Farrell, Max H ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2301.00277.

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2023Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap. (2023). Karapakula, Ganesh. In: Papers. RePEc:arx:papers:2301.05703.

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2023Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models. (2023). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2301.07196.

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2023Automatic Locally Robust Estimation with Generated Regressors. (2023). , Telmo ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:2301.10643.

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2023Exporting and Investment Under Credit Constraints. (2023). Steingress, Walter ; Rodrigue, Joel ; Petrunia, Robert ; Huynh, Kim. In: Staff Working Papers. RePEc:bca:bocawp:23-10.

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2021Heterogeneity in the Returns to Tertiary Education for the Disadvantage Youth: Quality vs. Quantity Analysis. (2021). Florez, Luz ; Posso, Christian ; Morales, Leonardo Fabio. In: Borradores de Economia. RePEc:bdr:borrec:1150.

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2022Persistence analysis of research intensity in OECD countries since 1870. (2022). Gil-Alana, Luis ; Gilalana, Luis A ; Lopez, Gema ; Solarin, Sakiru Adebola. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:4:p:738-750.

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2021Semiparametric models and inference for the effect of a treatment when the outcome is nonnegative with clumping at zero. (2021). Small, Dylan S ; Cheng, Jing. In: Biometrics. RePEc:bla:biomet:v:77:y:2021:i:4:p:1187-1201.

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2022The behaviour of real interest rates: New evidence from a suprasecular perspective. (2022). Miller, Stephen M ; Gupta, Rangan ; Gilalana, Luis A ; Canarella, Giorgio. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:46-64.

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2021The effects of health on the extensive and intensive margins of labour supply. (2021). Cai, Lixin. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:87-117.

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2021To infinity and beyond: Efficient computation of ARCH(?) models. (2021). Noël, Antoine ; Nielsen, Morten. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:3:p:338-354.

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2022.

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2021Consumption, Aggregate Wealth and Expected Stock Returns: An FCVAR Approach. (2021). Quineche, Ricardo. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:21-42:n:4.

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2021Estimation in partially linear semiparametric models with parametric and/or nonparametric endogeneity. (2021). Wongsa-art, Patrick ; Saart, Patrick W ; Kim, Namhyun. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/9.

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2022Agglomeration Spillovers and Persistence: New Evidence from Large Plant Openings. (2022). Partridge, Mark ; Patrick, Carlianne. In: Working Papers. RePEc:cen:wpaper:22-21.

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2021Nonparametric inference for extremal conditional quantiles. (2021). Otsu, Taisuke ; Kurisu, Daisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:616.

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2022Isotonic propensity score matching. (2022). Xu, Meghan ; Otsu, Taisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:623.

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2022GLS under monotone heteroskedasticity. (2022). Arai, Yoici ; Xu, Mengshan ; Otsu, Taisuke. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:625.

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2022Gold and Silver as Safe Havens: A Fractional Integration and Cointegration Analysis. (2022). Caporale, Guglielmo Maria ; Gil-Alana, Luis A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10084.

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2021Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries. (2021). Caporale, Guglielmo Maria ; Malmierca, Maria ; Gil-Alana, Luis A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8889.

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2021Conditional Quantile Estimators: A Small Sample Theory. (2021). Wüthrich, Kaspar ; Wuthrich, Kaspar ; Gafarov, Bulat ; Franguridi, Grigory. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9046.

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2021Persistence in ESG and Conventional Stock Market Indices. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Makarenko, Inna ; Plastun, Alex. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9098.

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2021US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9386.

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2022Persistence in the Passion Investment Market. (2022). Havrylina, Ahniia ; Plastun, Alex ; Gil-Alana, Luis A ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9586.

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2022Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis. (2022). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9624.

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2021Policy Evaluation of Waste Pricing Programs Using Heterogeneous Causal Effect Estimation. (2021). Valente, Marica. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1980.

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2021Measures of human capital and the mechanics of economic growth. (2021). Wang, Xiaojun ; Zhang, Xiaobei. In: China Economic Review. RePEc:eee:chieco:v:68:y:2021:i:c:s1043951x21000596.

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2022Large multiproduct exporters across rich and poor countries: Theory and evidence. (2022). Macedoni, Luca. In: Journal of Development Economics. RePEc:eee:deveco:v:156:y:2022:i:c:s0304387822000165.

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2021Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608.

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2021Is stock price informativeness shaped by our genes?. (2021). Petrescu, Daiana Florina ; Todea, Alexandru. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321001851.

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2022Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832.

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2022COVID-19 and Indigenous health in the Brazilian Amazon. (2022). Wichmann, Roberta. In: Economic Modelling. RePEc:eee:ecmode:v:115:y:2022:i:c:s0264999322002085.

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2021Time-varying individual effects in a panel data probit model with an application to female labor force participation. (2021). Zhu, Pingfang ; Zhou, Yahong ; Zhang, Zhengyu ; Xin, Kai. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:181-191.

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2021Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V ; Rachinger, Heiko ; Andrada-Felix, Julian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100067x.

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2021Estimation of a level shift in panel data with fractionally integrated errors. (2021). Chang, Seong Yeon. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002482.

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2021When will the Covid-19 pandemic peak?. (2021). Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:1:p:130-157.

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2021Optimal Linear Instrumental Variables Approximations. (2021). Escanciano, Juan Carlos ; Li, Wei. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:223-246.

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2021Robust and optimal estimation for partially linear instrumental variables models with partial identification. (2021). Chen, Qihui. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:368-380.

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2021A weighted sieve estimator for nonparametric time series models with nonstationary variables. (2021). Linton, Oliver ; Dong, Chaohua ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:2:p:909-932.

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2021Inference without smoothing for large panels with cross-sectional and temporal dependence. (2021). Schafgans, Marcia ; Hidalgo, Javier. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:125-160.

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2021Consistent inference for predictive regressions in persistent economic systems. (2021). Andersen, Torben ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:215-244.

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2021Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model. (2021). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:2:p:306-329.

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2022Semiparametrically efficient estimation of the average linear regression function. (2022). Pinto, Cristine ; de Xavier, Cristine Campos ; Graham, Bryan S. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:115-138.

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2022Feedback in panel data models. (2022). Chamberlain, Gary . In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:1:p:4-20.

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2022Sample selection models with monotone control functions. (2022). Yu, Zhengfei ; Liu, Ruixuan. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:321-342.

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2022A test of the selection on observables assumption using a discontinuously distributed covariate. (2022). Yildiz, Nee ; Khalil, Umair. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:423-450.

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2022Constrained estimation using penalization and MCMC. (2022). Leung, Michael ; Li, Jessie ; Hong, Han ; Gallant, Ronald A. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:85-106.

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2022Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models. (2022). Petrova, Katerina. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:154-182.

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2022Estimation of varying coefficient models with measurement error. (2022). Taylor, Luke ; Otsu, Taisuke ; Dong, Hao. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:388-415.

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2022Testing for parameter instability and structural change in persistent predictive regressions. (2022). Varneskov, Rasmus T ; Andersen, Torben G. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:361-386.

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2022Approximate maximum likelihood for complex structural models. (2022). Renault, Eric ; Frazier, David T ; Czellar, Veronika. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:432-456.

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2021Cyclical fractional cointegration. (2021). Sibbertsen, Philipp ; Voges, Michelle. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:114-129.

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2021On diagnostic checking in ARMA models with conditionally heteroscedastic martingale difference using wavelet methods. (2021). Liou, Chu Pheuil ; Duchesne, Pierre . In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:169-187.

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2021Determinants of allocative and technical inefficiency in stochastic frontier models: An analysis of Norwegian electricity distribution firms. (2021). Musau, Andrew ; Lien, Gudbrand ; Mydland, Orjan ; Kumbhakar, Subal C. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:983-991.

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More than 100 citations found, this list is not complete...

Works by Peter M. Robinson:

YearTitleTypeCited
1998Real and Spurious Long-Memory Properties of Stock-Market Data: Comment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article8
1989Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium. In: Journal of Business & Economic Statistics.
[Citation analysis]		article1
1992 Nonparametric and Semiparametric Methods for Economic Research. In: Journal of Economic Surveys.
[Citation analysis]		article16
1988Using Gaussian Estimators Robustly. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article2
1986Nonparametric Methods in Specification. In: Economic Journal.
[Full Text][Citation analysis]		article2
1976The Estimation of Linear Differential Equations with Constant Coefficients. In: Econometrica.
[Full Text][Citation analysis]		article3
1976Instrumental Variables Estimation of Differential Equations. In: Econometrica.
[Full Text][Citation analysis]		article3
1982On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables. In: Econometrica.
[Full Text][Citation analysis]		article69
1987Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form. In: Econometrica.
[Full Text][Citation analysis]		article111
1988The Stochastic Difference between Econometric Statistics. In: Econometrica.
[Full Text][Citation analysis]		article54
1988Root- N-Consistent Semiparametric Regression. In: Econometrica.
[Full Text][Citation analysis]		article1058
1991Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models. In: Econometrica.
[Full Text][Citation analysis]		article15
1991Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models. In: Econometrica.
[Full Text][Citation analysis]		article54
1993Highly Insignificant F-Ratios. In: Econometrica.
[Full Text][Citation analysis]		article5
1995The Normal Approximation for Semiparametric Averaged Derivatives. In: Econometrica.
[Full Text][Citation analysis]		article18
1998Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation In: Econometrica.
[Citation analysis]		article34
2000Edgeworth Expansions for Semiparametric Averaged Derivatives In: Econometrica.
[Citation analysis]		article33
2002Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory In: Econometrica.
[Citation analysis]		article15
2003Cointegration in Fractional Systems with Unknown Integration Orders In: Econometrica.
[Citation analysis]		article106
2002Cointegration in Fractional Systems with Unknown Integration Orders.(2002) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 106		paper
2005The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives In: Econometrica.
[Full Text][Citation analysis]		article22
2004The bootstrap and the Edgeworth correction for semiparametric averaged derivatives.(2004) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2004PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS In: Econometric Society 2004 North American Summer Meetings.
[Citation analysis]		paper1
2001The memory of stochastic volatility models In: Journal of Econometrics.
[Full Text][Citation analysis]		article47
2001Semiparametric fractional cointegration analysis In: Journal of Econometrics.
[Full Text][Citation analysis]		article115
2002Determination of cointegrating rank in fractional systems In: Journal of Econometrics.
[Full Text][Citation analysis]		article176
2003Higher-order kernel semiparametric M-estimation of long memory In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
2005The distance between rival nonstationary fractional processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article33
2005Cointegration in fractional systems with deterministic trends In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
1991Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression In: Journal of Econometrics.
[Full Text][Citation analysis]		article202
1994Semiparametric estimation from time series with long-range dependence In: Journal of Econometrics.
[Full Text][Citation analysis]		article5
1996Testing for structural change in a long-memory environment In: Journal of Econometrics.
[Full Text][Citation analysis]		article71
1996Averaged periodogram estimation of long memory In: Journal of Econometrics.
[Full Text][Citation analysis]		article55
1997Testing of unit root and other nonstationary hypotheses in macroeconomic time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article229
1998Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income. In: Economics Working Papers.
[Citation analysis]		paper100
2001Testing of seasonal fractional integration in UK and Japanese consumption and income.(2001) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100		article
1974Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables. In: International Economic Review.
[Full Text][Citation analysis]		article6
1978Efficient Estimation of a Dynamic Error-Shock Model. In: International Economic Review.
[Full Text][Citation analysis]		article0
1976Efficient Estimation of a Dynamic Error-Shock Model.(1976) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1985Tests for Serial Dependence in Limited Dependent Variable Models. In: International Economic Review.
[Full Text][Citation analysis]		article5
2003Modified whittle estimation of multilateral spatial models In: CeMMAP working papers.
[Full Text][Citation analysis]		paper2
2001Finite sample improvements in statistical inference with I(1) processes In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4
1988Semiparametric Econometrics: A Survey. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article43

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