Peter M. Robinson : Citation Profile


Are you Peter M. Robinson?

London School of Economics (LSE)

18

H index

25

i10 index

1967

Citations

RESEARCH PRODUCTION:

37

Articles

7

Papers

RESEARCH ACTIVITY:

   31 years (1974 - 2005). See details.
   Cites by year: 63
   Journals where Peter M. Robinson has often published
   Relations with other researchers
   Recent citing documents: 215.    Total self citations: 10 (0.51 %)

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   Permalink: http://citec.repec.org/pro222
   Updated: 2019-09-14    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 (248)

Caporale, Guglielmo Maria (86)

Nielsen, Morten (64)

LINTON, OLIVER (44)

MORANA, CLAUDIO (36)

tansel, aysıt (34)

Ozdemir, Zeynel (32)

Velasco, Carlos (29)

Balcilar, Mehmet (27)

Phillips, Peter (26)

Chen, Xiaohong (24)

Cites to:

Phillips, Peter (13)

Velasco, Carlos (7)

Diebold, Francis (6)

Granger, Clive (5)

Campbell, John (5)

Harvey, Andrew (4)

Rudebusch, Glenn (4)

Hualde, Javier (4)

Engle, Robert (4)

Johansen, Soren (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 (2018 and 2017)


YearTitle of citing document
2018Unified Inference for Nonlinear Factor Models from Panels with Fixed and Large Time Span. (2018). Andersen, Torben ; Varneskov, Rasmus T ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-03.

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2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

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2017Is Productivity Growth in Electricity Distribution Negative? An Empirical Analysis Using Ontario Data. (2017). Yatchew, Adonis ; Dimitropoulos, Dimitri . In: The Energy Journal. RePEc:aen:journl:ej38-2-yatchew.

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2017The Dynamic Migration Game: A Structural Econometric Model and Application to Rural Mexico. (2017). Rojas Valdes, Ruben ; Lin Lawell, C.-Y. Cynthia ; Taylor, Edward J ; Lin Lawell, C.-Y. Cynthia, . In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259184.

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2018Truncated sum of squares estimation of fractional time series models with deterministic trends. (2017). Nielsen, Morten ; Hualde, Javier. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274702.

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2018The Non-Monotonic Political Effects of Resource Booms. (2018). Maldonado, Stanislao. In: Working Papers. RePEc:apc:wpaper:121.

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2018Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems. (2018). Chernozhukov, Victor ; Kato, Kengo ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1304.0282.

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2017Double/Debiased Machine Learning for Treatment and Causal Parameters. (2017). Chernozhukov, Victor ; Robins, James ; Newey, Whitney ; Hansen, Christian ; Duflo, Esther ; Demirer, Mert ; Chetverikov, Denis. In: Papers. RePEc:arx:papers:1608.00060.

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2019Quasi-Oracle Estimation of Heterogeneous Treatment Effects. (2018). Nie, Xinkun ; Wager, Stefan. In: Papers. RePEc:arx:papers:1712.04912.

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2018Statistical inference for autoregressive models under heteroscedasticity of unknown form. (2018). Zhu, Ke. In: Papers. RePEc:arx:papers:1804.02348.

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2019Orthogonal Random Forest for Heterogeneous Treatment Effect Estimation. (2018). Syrgkanis, Vasilis ; Oprescu, Miruna ; Wu, Zhiwei Steven. In: Papers. RePEc:arx:papers:1806.03467.

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2018Plug-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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2019Local Linear Forests. (2018). Athey, Susan ; Wager, Stefan ; Tibshirani, Julie ; Friedberg, Rina. In: Papers. RePEc:arx:papers:1807.11408.

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2019Accounting for Unobservable Heterogeneity in Cross Section Using Spatial First Differences. (2018). Druckenmiller, Hannah ; Hsiang, Solomon. In: Papers. RePEc:arx:papers:1810.07216.

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2018Semiparametrically efficient estimation of the average linear regression function. (2018). Pinto, Cristine ; Graham, Bryan ; de Xavier, Cristine Campos. In: Papers. RePEc:arx:papers:1810.12511.

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2019Approximate State Space Modelling of Unobserved Fractional Components. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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2019Multivariate Fractional Components Analysis. (2018). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

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2019Identification 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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2019Adaptive inference for a semiparametric GARCH model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

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2019Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

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2019Labour Force Participation and the Business Cycle in Mexico. (2019). Juarez, Miriam ; Miriam, Juarez-Torres ; Jonathan, Puigvert . In: Working Papers. RePEc:bdm:wpaper:2019-04.

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2017Moment Estimation of the Probit Model with an Endogenous Continuous Regressor. (2017). Kawaguchi, Daiji ; Naito, Hisahiro ; Matsushita, Yukitoshi. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:1:p:48-62.

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2017Focused Information Criterion for Series Estimation in Partially Linear Models. (2017). Sueishi, Naoya ; Yoshimura, Arihiro . In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:3:p:352-363.

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2017BETWEEN-GROUP ADVERSE SELECTION: EVIDENCE FROM GROUP CRITICAL ILLNESS INSURANCE. (2017). Eling, Martin ; Yao, YI ; Jia, Ruo. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:2:p:771-809.

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2017QMLE for Quadratic ARCH Model with Long Memory. (2017). Grublyt, Ieva ; Karnulis, Andrius ; Surgailis, Donatas. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:535-551.

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2017On Asymptotic Theory for ARCH (∞) Models. (2017). Hafner, Christian ; Preminger, Arie. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:6:p:865-879.

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2018Testing the CVAR in the Fractional CVAR Model. (2018). Nielsen, Morten ; Johansen, Soren. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:836-849.

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2018The Identification Zoo - Meanings of Identification in Econometrics. (2018). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:957.

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2018Foreign ownership and market power: the special case of European banks. (2018). Alexakis, Panayotis D ; Samantas, Ioannis G. In: Working Papers. RePEc:bog:wpaper:242.

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2017Frontier Culture: The Roots and Persistence of “Rugged Individualism†in the United States. (2017). Bazzi, Samuel ; Gebresilasse, Mesay ; Fiszbein, Martin. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2018-004.

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2018High Dimensional Semiparametric Moment Restriction Models. (2018). Dong, C ; Linton, O ; Gao, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1881.

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2017Inference Without Smoothing for Large Panels with Cross- Sectional and Temporal Dependence. (2017). Hidalgo, Javier ; Schafgans, Marcia M. In: STICERD - Econometrics Paper Series. RePEc:cep:stiecm:597.

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2017Central Bank Policy Rates: Are they Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6389.

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2018Communications Technology and Terrorism. (2018). Jetter, Michael ; Mahmood, Rafat. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6995.

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2018Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence. (2018). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7073.

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2018Physician Density and Infant Mortality: A Semiparametric Analysis of the Returns to Health Care Provision. (2018). Liebert, Helge ; Mader, Beatrice. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7209.

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2017Top wealth shares in the UK over more than a century. (2017). Alvaredo, Facundo ; Morelli, Salvatore ; Atkinson, Anthony B. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11759.

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2017Empirical Models of Firms and Industries. (2017). Slade, Margaret ; Aguirregabiria, Victor. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12074.

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2017From Latin Quarter to Montmartre Investigating Parisian Real-Estate Prices. (2017). Poulhes, Mathilde . In: Working Papers. RePEc:crs:wpaper:2017-13.

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2017Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence. (2017). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodriguez, Carlos Vladimir ; Ergemen, Yunus Emre . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24614.

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2017BIASED TECHNICAL CHANGE, SCALE, AND FACTOR SUBSTITUTION IN U.S. MANUFACTURING INDUSTRIES. (2017). Chen, Xi. In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:02:p:488-514_00.

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2018Overidentification in Regular Models. (2018). Santos, Andres ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1999r.

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2018HAR Testing for Spurious Regression in Trend. (2018). Phillips, Peter ; Wang, Xiaohu ; Zhang, Yonghui ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2153.

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2017Central Bank Policy Rates: Are They Cointegrated?. (2017). Gil-Alana, Luis ; Carcel, Hector ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1648.

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2018On the Persistence of UK Inflation: A Long-Range Dependence Approach. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1731.

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2019Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems. (2019). Dumitrescu, Elena Ivona ; de Truchis, Gilles. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-14.

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2019Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems. (2019). Dubois, Florent ; Dumitrescu, Elena Ivona ; de Truchis, Gilles. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-15.

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2018Tourism in Iceland: Persistence and seasonality. (2018). Gil-Alana, Luis ; Huijbens, Edward H. In: Annals of Tourism Research. RePEc:eee:anture:v:68:y:2018:i:c:p:20-29.

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2017The income-body-size gradient among Chinese urban adults: A semiparametric analysis. (2017). Clement, Matthieu . In: China Economic Review. RePEc:eee:chieco:v:44:y:2017:i:c:p:253-270.

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2017Estimation of partially linear regression models under the partial consistency property. (2017). CUI, XIA ; Peng, Heng ; Lu, Ying. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:115:y:2017:i:c:p:103-121.

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2017On discrete Epanechnikov kernel functions. (2017). Parmeter, Christopher ; Henderson, Daniel ; Chu, Chi-Yang . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:116:y:2017:i:c:p:79-105.

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2019Order restricted univariate and multivariate inference with adjustment for covariates in partially linear models. (2019). Davidov, Ori ; Bogomolov, Marina. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:133:y:2019:i:c:p:20-27.

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2017The effects of Greek affiliation on academic performance. (2017). de Donato, Andrew ; Thomas, James. In: Economics of Education Review. RePEc:eee:ecoedu:v:57:y:2017:i:c:p:41-51.

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2017A note on using ratio variables in regression analysis. (2017). Liu, Long ; Lien, Donald ; Hu, Yue. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:114-117.

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2018A semi-parametric panel data analysis on financial development-economic volatility nexus in developing countries. (2018). Zouaoui, Haykel ; Ellouz, Nidhal Ziedi ; Mazioud, Manel . In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:50-55.

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2019Feasible generalized least squares using support vector regression. (2019). Startz, Richard ; Miller, Steve . In: Economics Letters. RePEc:eee:ecolet:v:175:y:2019:i:c:p:28-31.

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2019Consistent specification test for partially linear models with the k-nearest-neighbor method. (2019). Wang, Qiao. In: Economics Letters. RePEc:eee:ecolet:v:177:y:2019:i:c:p:89-93.

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2017Efficient estimation in models with independence restrictions. (2017). Poirier, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:1-22.

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2017Estimation of fractionally integrated panels with fixed effects and cross-section dependence. (2017). Velasco, Carlos ; Ergemen, Yunus Emre . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:248-258.

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2017Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:218-244.

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2017Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form. (2017). Taylor, Robert ; Nielsen, Morten ; Cavaliere, Giuseppe ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:165-188.

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2017Higher-order properties of approximate estimators. (2017). Salanié, Bernard ; Kristensen, Dennis ; Salanie, Bernard. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:189-208.

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2017Adaptive estimation of continuous-time regression models using high-frequency data. (2017). Tauchen, George ; Todorov, Viktor ; Li, Jia. In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:1:p:36-47.

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2017Identification of additive and polynomial models of mismeasured regressors without instruments. (2017). Lewbel, Arthur ; D'Haultfoeuille, Xavier ; Ben-Moshe, Dan ; Dhaultfuille, Xavier . In: Journal of Econometrics. RePEc:eee:econom:v:200:y:2017:i:2:p:207-222.

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2017Efficient two-step estimation via targeting. (2017). Renault, Eric ; Frazier, David T. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:212-227.

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2018Asymptotically honest confidence regions for high dimensional parameters by the desparsified conservative Lasso. (2018). Caner, Mehmet ; Kock, Anders Bredahl. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:143-168.

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2018Nonparametric specification testing via the trinity of tests. (2018). Gupta, Abhimanyu. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:169-185.

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2018A multivariate test against spurious long memory. (2018). Sibbertsen, Philipp ; Leschinski, Christian ; Busch, Marie. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:33-49.

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2018Threshold regression with endogeneity. (2018). Phillips, Peter ; PEter, ; Yu, Ping . In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:1:p:50-68.

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2018Consistent estimation of linear regression models using matched data. (2018). Prokhorov, Artem ; Hirukawa, Masayuki. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:344-358.

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2018Weighted-average least squares estimation of generalized linear models. (2018). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan R. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:1-17.

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2018Nonparametric tests for conditional symmetry. (2018). Delgado, Miguel A ; Song, Xiaojun. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:447-471.

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2018A semiparametric quantile panel data model with an application to estimating the growth effect of FDI. (2018). CAI, ZONGWU ; Fang, Ying ; Chen, Linna . In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:2:p:531-553.

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2019Identification and estimation of a triangular model with multiple endogenous variables and insufficiently many instrumental variables. (2019). Khalil, Umair ; Yildiz, Nee ; Huang, Liquan. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:346-366.

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2019Estimation of longrun variance of continuous time stochastic process using discrete sample. (2019). Park, Joon Y ; Lu, YE. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:2:p:236-267.

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2017Generalized empirical likelihood M testing for semiparametric models with time series data. (2017). Jacho-Chávez, David ; Chu, Ba ; Bravo, Francesco ; Chu, Ba M., ; Jacho-Chavez, David T. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:18-30.

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2017A strategy for optimal bandwidth selection in Local Whittle estimation. (2017). Arteche, Josu ; Orbe, Jesus. In: Econometrics and Statistics. RePEc:eee:ecosta:v:4:y:2017:i:c:p:3-17.

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2018Semiparametric count data modeling with an application to health service demand. (2018). Farbmacher, Helmut ; Spindler, Martin ; Bach, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:125-140.

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2018Parental alcohol consumption and adult childrens educational attainment. (2018). Piccoli, Luca ; Mangiavacchi, Lucia. In: Economics & Human Biology. RePEc:eee:ehbiol:v:28:y:2018:i:c:p:132-145.

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2018On estimating efficiency effects in a stochastic frontier model. (2018). Paul, Satya ; Shankar, Sriram. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:769-774.

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2017The impact of the German response to the Fukushima earthquake. (2017). Waterson, Michael ; Grossi, Luigi ; Heim, Sven. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:450-465.

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2017A Bayesian sampling approach to measuring the price responsiveness of gasoline demand using a constrained partially linear model. (2017). Smyth, Russell ; Zhang, Xibin ; Chen, Haotian. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:346-354.

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2017Strategic capacity withholding through failures in the German-Austrian electricity market. (2017). Hueschelrath, Kai ; Huschelrath, Kai ; Heim, Sven ; Bergler, Julian . In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:210-221.

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2018Explaining the cyclical volatility of consumer debt risk using a heterogeneous agents model: The case of Chile. (2018). Madeira, Carlos. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:209-220.

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2017Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62.

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2017Investor flows and fragility in corporate bond funds. (2017). Goldstein, Itay ; Ng, David T ; Jiang, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:592-613.

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2017Heterogeneous returns to chemical fertilizer at the intensive margins: Insights from Nepal. (2017). Takeshima, Hiroyuki ; Kumar, Anjani ; Kaphle, Basu Dev ; Shivakoti, Sabnam ; Adhikari, Rajendra Prasad . In: Food Policy. RePEc:eee:jfpoli:v:69:y:2017:i:c:p:97-109.

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2018The effect of smoking on obesity: Evidence from a randomized trial. (2018). Tchernis, Rusty ; Courtemanche, Charles ; Ukert, Benjamin. In: Journal of Health Economics. RePEc:eee:jhecon:v:57:y:2018:i:c:p:31-44.

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2017Penalized spline estimation in the partially linear model. (2017). Holland, Ashley D. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:211-235.

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2017Robust estimators in semi-functional partial linear regression models. (2017). Vahnovan, Alejandra ; Boente, Graciela. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:154:y:2017:i:c:p:59-84.

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2018Wavelet eigenvalue regression for n-variate operator fractional Brownian motion. (2018). Abry, Patrice ; Didier, Gustavo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:75-104.

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2017Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach. (2017). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Awe, Olushina. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:117-124.

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2017Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 2016. (2017). GUPTA, RANGAN ; Gil-Alana, Luis ; Carcel, Hector ; Aye, Goodness C. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:53-57.

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2019Lithium: Production and estimated consumption. Evidence of persistence. (2019). Monge, Manuel ; Gil-Alana, Luis A. In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:198-202.

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2019A tale of two tails: Commuting and the fuel price response in driving. (2019). Gillingham, Kenneth ; Munk-Nielsen, Anders. In: Journal of Urban Economics. RePEc:eee:juecon:v:109:y:2019:i:c:p:27-40.

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2018Robust estimation of fractional seasonal processes: Modeling and forecasting daily average SO2 concentrations. (2018). Reisen, Valderio Anselmo ; Abraham, Bovas ; Ziegelmann, Flavio Augusto ; Bondon, Pascal ; Fajardo, Fabio Alexander ; Sgrancio, Adriano Marcio ; da Conceio, Glaura ; Monte, Edson Zambon. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:146:y:2018:i:c:p:27-43.

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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.
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article6
1989Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium. In: Journal of Business & Economic Statistics.
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article1
1992 Nonparametric and Semiparametric Methods for Economic Research. In: Journal of Economic Surveys.
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article12
1988Using Gaussian Estimators Robustly. In: Oxford Bulletin of Economics and Statistics.
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article0
1986Nonparametric Methods in Specification. In: Economic Journal.
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article2
1976The Estimation of Linear Differential Equations with Constant Coefficients. In: Econometrica.
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article3
1976Instrumental Variables Estimation of Differential Equations. In: Econometrica.
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article2
1982On the Asymptotic Properties of Estimators of Models Containing Limited Dependent Variables. In: Econometrica.
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article43
1987Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form. In: Econometrica.
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article80
1988The Stochastic Difference between Econometric Statistics. In: Econometrica.
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article40
1988Root- N-Consistent Semiparametric Regression. In: Econometrica.
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article585
1991Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models. In: Econometrica.
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article14
1991Automatic Frequency Domain Inference on Semiparametric and Nonparametric Models. In: Econometrica.
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article48
1993Highly Insignificant F-Ratios. In: Econometrica.
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article3
1995The Normal Approximation for Semiparametric Averaged Derivatives. In: Econometrica.
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article14
1998Inference-Without-Smoothing in the Presence of Nonparametric Autocorrelation In: Econometrica.
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article25
2000Edgeworth Expansions for Semiparametric Averaged Derivatives In: Econometrica.
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article30
2002Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory In: Econometrica.
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article10
2003Cointegration in Fractional Systems with Unknown Integration Orders In: Econometrica.
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article90
2002Cointegration in Fractional Systems with Unknown Integration Orders.(2002) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 90
paper
2005The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives In: Econometrica.
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article18
2004The bootstrap and the Edgeworth correction for semiparametric averaged derivatives.(2004) In: CeMMAP working papers.
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This paper has another version. Agregated cites: 18
paper
2004PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF ARCH($ \infty $) MODELS In: Econometric Society 2004 North American Summer Meetings.
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paper1
2001The memory of stochastic volatility models In: Journal of Econometrics.
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article40
2001Semiparametric fractional cointegration analysis In: Journal of Econometrics.
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article92
2002Determination of cointegrating rank in fractional systems In: Journal of Econometrics.
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article138
2003Higher-order kernel semiparametric M-estimation of long memory In: Journal of Econometrics.
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article13
2005The distance between rival nonstationary fractional processes In: Journal of Econometrics.
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article30
2005Cointegration in fractional systems with deterministic trends In: Journal of Econometrics.
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article17
1991Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression In: Journal of Econometrics.
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article175
1994Semiparametric estimation from time series with long-range dependence In: Journal of Econometrics.
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article5
1996Testing for structural change in a long-memory environment In: Journal of Econometrics.
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article66
1996Averaged periodogram estimation of long memory In: Journal of Econometrics.
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article48
1997Testing of unit root and other nonstationary hypotheses in macroeconomic time series In: Journal of Econometrics.
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article176
1998Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income. In: Economics Working Papers.
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paper80
2001Testing of seasonal fractional integration in UK and Japanese consumption and income.(2001) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 80
article
1997Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility In: FMG Discussion Papers.
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paper7
1974Identification, Estimation and Large-Sample Theory for Regressions Containing Unobservable Variables. In: International Economic Review.
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article6
1978Efficient Estimation of a Dynamic Error-Shock Model. In: International Economic Review.
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article0
1976Efficient Estimation of a Dynamic Error-Shock Model.(1976) In: NBER Working Papers.
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This paper has another version. Agregated cites: 0
paper
1985Tests for Serial Dependence in Limited Dependent Variable Models. In: International Economic Review.
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article5
2003Modified whittle estimation of multilateral spatial models In: CeMMAP working papers.
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paper2
2001Finite sample improvements in statistical inference with I(1) processes In: Journal of Applied Econometrics.
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article2
1988Semiparametric Econometrics: A Survey. In: Journal of Applied Econometrics.
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article38

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