Peter M. Robinson : Citation Profile


Are you Peter M. Robinson?

London School of Economics (LSE)

19

H index

25

i10 index

2099

Citations

RESEARCH PRODUCTION:

37

Articles

7

Papers

RESEARCH ACTIVITY:

   31 years (1974 - 2005). See details.
   Cites by year: 67
   Journals where Peter M. Robinson has often published
   Relations with other researchers
   Recent citing documents: 135.    Total self citations: 10 (0.47 %)

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   Permalink: http://citec.repec.org/pro222
   Updated: 2020-10-17    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 (266)

Caporale, Guglielmo Maria (91)

Nielsen, Morten (66)

LINTON, OLIVER (44)

MORANA, CLAUDIO (36)

Velasco, Carlos (32)

Phillips, Peter (30)

Ozdemir, Zeynel (27)

tansel, aysıt (27)

Chen, Xiaohong (24)

Christensen, Bent Jesper (23)

Cites to:

Phillips, Peter (12)

Velasco, Carlos (8)

Diebold, Francis (6)

Granger, Clive (5)

Campbell, John (5)

Harvey, Andrew (4)

Engle, Robert (4)

Hualde, Javier (4)

Rudebusch, Glenn (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
International Economic Review3
Journal of Applied Econometrics3
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 (2020 and 2019)


YearTitle of citing document
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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2020Truncated sum of squares estimation of fractional time series models with deterministic trends. (2020). Nielsen, Morten ; Hualde, Javier. In: CREATES Research Papers. RePEc:aah:create:2020-07.

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2019The Identification Zoo: Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Journal of Economic Literature. RePEc:aea:jeclit:v:57:y:2019:i:4:p:835-903.

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2020Quasi-Oracle Estimation of Heterogeneous Treatment Effects. (2019). Wager, Stefan ; Nie, Xinkun. In: Papers. RePEc:arx:papers:1712.04912.

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2019Orthogonal Random Forest for Causal Inference. (2019). Syrgkanis, Vasilis ; Wu, Zhiwei Steven ; Oprescu, Miruna. In: Papers. RePEc:arx:papers:1806.03467.

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2020Plug-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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2020Local Linear Forests. (2019). 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. (2019). Hsiang, Solomon ; Druckenmiller, Hannah. In: Papers. RePEc:arx:papers:1810.07216.

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2020Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

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

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2020Orthogonal Statistical Learning. (2019). Syrgkanis, Vasilis ; Foster, Dylan J. In: Papers. RePEc:arx:papers:1901.09036.

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2020Identification 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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2020Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

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2020Theory of Weak Identification in Semiparametric Models. (2019). Kaji, Tetsuya. In: Papers. RePEc:arx:papers:1908.10478.

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2020Group Average Treatment Effects for Observational Studies. (2019). Lessmann, Stefan ; Hardle, Wolfgang Karl ; Jacob, Daniel. In: Papers. RePEc:arx:papers:1911.02688.

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

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2019Estimation of Auction Models with Shape Restrictions. (2019). Schurter, Karl ; Pinkse, Joris. In: Papers. RePEc:arx:papers:1912.07466.

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2020Double 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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2020Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2005.03496.

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2020Macroeconomic Forecasting with Fractional Factor Models. (2020). Hartl, Tobias. In: Papers. RePEc:arx:papers:2005.04897.

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2020Approximate Maximum Likelihood for Complex Structural Models. (2020). Frazier, David T ; Czellar, Veronika ; Renault, Eric. In: Papers. RePEc:arx:papers:2006.10245.

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2020Locally trimmed least squares: conventional inference in possibly nonstationary models. (2020). Kasparis, Ioannis ; Hu, Zhishui ; Wang, Qiying. In: Papers. RePEc:arx:papers:2006.12595.

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2020Design and Evaluation of Personalized Free Trials. (2020). Barzegary, Ebrahim ; Yoganarasimhan, Hema ; Pani, Abhishek. In: Papers. RePEc:arx:papers:2006.13420.

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

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2020Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data. (2020). Tao, Jing ; Peng, Sida ; Ning, Yang. In: Papers. RePEc:arx:papers:2009.03151.

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2020Counterfactual and Welfare Analysis with an Approximate Model. (2020). Rehbeck, John ; Allen, Roy. In: Papers. RePEc:arx:papers:2009.03379.

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2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:38283.

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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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2020Random forests and selected samples. (2020). Siddiqui, Saad ; Cook, Jonathan A. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:3:p:272-287.

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2020Prospects for a Monetary Union in the East Africa Community: Some Empirical Evidence. (2020). Gil-Alana, Luis ; GilAlana, Luis ; Caporale, Guglielmo Maria. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:2:p:174-185.

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2019The Identification Zoo - Meanings of Identification in Econometrics. (2019). Lewbel, Arthur. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:957.

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2020When will the Covid-19 pandemic peak?. (2020). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2025.

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2020Estimation of the Kronecker Covariance Model by Quadratic Form. (2020). Tang, H ; Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2050.

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2019Energy Consumption in the GCC Countries: Evidence on Persistence. (2019). Monge, Manuel ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7470.

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2020Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market. (2020). Gil-Alana, Luis ; Martin-Valmayor, Miguel ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8171.

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2020Economic Policy Uncertainty: Persistence and Cross-Country Linkages. (2020). Caporale, Guglielmo Maria ; Gil-Alana, Luis A ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8289.

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2019Immigration and Preferences for Redistribution in Europe. (2019). Rapoport, Hillel ; Murard, Elie ; Alesina, Alberto. In: Working Papers. RePEc:cii:cepidt:2019-15.

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2019Chinas Industrial Policy: an Empirical Evaluation. (2019). Zahur, Nahim ; Kalouptsidi, Myrto ; Barwick, Panle Jia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13889.

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2019Settlement Location Shapes Refugee Integration: Evidence from Post-war Germany. (2019). Dwenger, Nadja ; Braun, Sebastian T. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14194.

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2019Immigration and Preferences for Redistribution in Europe. (2019). Rapoport, Hillel ; Murard, Elie ; Alesina, Alberto F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14211.

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2020The Allocation of Authority in Organizations: A Field Experiment with Bureaucrats. (2020). Prat, Andrea ; Khan, Adnan ; Best, Michael ; Bandiera, Oriana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14381.

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2019Robust Tests for White Noise and Cross-Correlation. (2019). Phillips, Peter ; PEter, ; Giraitis, Liudas ; Dalla, Violetta. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2194.

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2020Robust Tests for White Noise and Cross-Correlation. (2020). Phillips, Peter ; Giraitis, Liudas ; Dalla, Violetta. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2194r.

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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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2019Is the effect of corruption on entrepreneurial activity nonmonotonic? A semi-parametric panel data analysis. (2019). POLEMIS, MICHAEL. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00748.

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2020Burned by leverage? Flows and fragility in bond mutual funds. (2020). Weistroffer, Christian ; Wedow, Michael ; Vivar, Luis Molestina. In: Working Paper Series. RePEc:ecb:ecbwps:20202413.

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2019Fractional Brownian motion: Difference iterative forecasting models. (2019). Chi, Chi-Hung ; Cattani, Carlo ; Li, Yuanyuan ; Song, Wanqing. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:123:y:2019:i:c:p:347-355.

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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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2020Grain exports and the causes of Chinas Great Famine, 1959–1961: County-level evidence. (2020). Li, Bingjing ; Kasahara, Hiroyuki. In: Journal of Development Economics. RePEc:eee:deveco:v:146:y:2020:i:c:s0304387820300882.

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2019Analyzing exchange rate uncertainty and bilateral export growth in China: A multivariate GARCH-based approach. (2019). Smallwood, Aaron D. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:332-344.

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2020A test for inflation persistence in Nigeria using fractional integration & fractional cointegration techniques. (2020). Salisu, Afees ; Ebuh, Godday U ; Tule, Moses K. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:225-237.

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2020A fractional cointegration var analysis of exchange rate dynamics. (2020). Gil-Alana, Luis ; Carcel, Hector. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302547.

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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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2019Computing semiparametric efficiency bounds in linear models with nonparametric regressors. (2019). Aradillas-Lopez, Andres. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303362.

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2020Nonstationarity-extended Whittle estimation with discontinuity: A correction. (2020). Cheung, Ying Lun. In: Economics Letters. RePEc:eee:ecolet:v:187:y:2020:i:c:s0165176519304641.

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2020An alternative test for conditional unconfoundedness using auxiliary variables. (2020). Lin, Ming ; Cai, Zongwu ; Tang, Shengfang ; Fang, Ying. In: Economics Letters. RePEc:eee:ecolet:v:194:y:2020:i:c:s0165176520302111.

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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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2019Unified inference for nonlinear factor models from panels with fixed and large time span. (2019). Todorov, Viktor ; Fusari, Nicola ; Andersen, Torben G ; Varneskov, Rasmus T. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:4-25.

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2019Uniform confidence bands for nonparametric errors-in-variables regression. (2019). Sasaki, Yuya ; Kato, Kengo. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:516-555.

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2019Saddlepoint approximations for short and long memory time series: A frequency domain approach. (2019). Ronchetti, Elvezio ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:578-592.

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2019Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity. (2019). Xiao, Zhijie ; Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:213:y:2019:i:2:p:608-631.

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2020Adaptive inference on pure spatial models. (2020). Robinson, Peter M ; Lee, Jungyoon. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:375-393.

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2019Local Whittle estimation of long memory: Standard versus bias-reducing techniques. (2019). García Enríquez, Javier ; Hualde, Javier ; Garcia-Enriquez, Javier. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:66-77.

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2020Nonparametric estimation of the determinants of inefficiency in the presence of firm heterogeneity. (2020). Parmeter, Christopher ; Kumbhakar, Subal ; Zhou, Jianhua. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1142-1152.

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2020Productivity spillovers and human capital: A semiparametric varying coefficient approach. (2020). Kumbhakar, Subal ; Jin, Man ; Hou, Zhezhi. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:1:p:317-330.

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2019Income inequality and carbon consumption: Evidence from Environmental Engel curves. (2019). Sager, Lutz. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:s1:s0140988319302968.

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2020Measuring market integration and estimating policy impacts on the Swiss electricity market. (2020). Schober, Dominik ; Hellwig, Michael ; Woll, Oliver. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304347.

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2020Settlement location shapes the integration of forced migrants: Evidence from post-war Germany⁎. (2020). Dwenger, Nadja ; Braun, Sebastian. In: Explorations in Economic History. RePEc:eee:exehis:v:77:y:2020:i:c:s0014498320300164.

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2020Foreign ownership and market power: The special case of European banks. (2020). Samantas, Ioannis G ; Alexakis, Panayotis D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620301230.

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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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2019Gold prices and the cryptocurrencies: Evidence of convergence and cointegration. (2019). Gil-Alana, Luis A ; Adebola, Solarin Sakiru ; Madigu, Godfrey . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1227-1236.

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2019Residential parking costs and car ownership: Implications for parking policy and automated vehicles. (2019). van Ommeren, Jos ; Ra, Hans ; Ostermeijer, Francis. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:77:y:2019:i:c:p:276-288.

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2019Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile. (2019). Gil-Alana, Luis ; Valenzuela, Mario ; Costamagna, Rodrigo ; Dettoni, Robinson. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:269-281.

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2020The Brasília experiment: The heterogeneous impact of road access on spatial development in Brazil. (2020). Straub, Stephane ; Bird, Julia. In: World Development. RePEc:eee:wdevel:v:127:y:2020:i:c:s0305750x19303882.

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2020Likelihood inference on semiparametric models with generated regressors. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102696.

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2019Identifying cointegration by eigenanalysis. (2018). Robinson, Peter ; Zhang, Rongmao ; Yao, Qiwei. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87431.

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2019Publications, Citations, Position, and Compensation of Economics Professors. (2019). Toda, Alexis Akira ; Lyu, Yifei. In: Econ Journal Watch. RePEc:ejw:journl:v:16:y:2019:i:2:p:239-257.

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2019HAR Testing for Spurious Regression in Trend. (2019). Phillips, Peter ; Zhang, Yonghui ; Wang, Xiaohu. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:4:p:50-:d:298538.

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2020Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment. (2020). Vera-Valdes, Eduardo J ; Rodriguez-Caballero, Vladimir C. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:3:p:37-:d:414685.

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2020Volatility Transmission across Financial Markets: A Semiparametric Analysis. (2020). Sibbertsen, Philipp ; Mboya, Mwasi ; Kolaiti, Theoplasti. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:160-:d:389105.

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2019Robust Multivariate Local Whittle Estimation and Spurious Fractional Cointegration. (2019). Sibbertsen, Philipp ; Leschinski, Christian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-660.

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2020Measuring Macroeconomic Convergence and Divergence within EMU Using Long Memory. (2020). Sibbertsen, Philipp ; Dräger, Lena ; Drager, Lena. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-675.

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2019Signaling Effects of Layoffs in South Korea. (2019). Kim, Taehoon. In: Hitotsubashi Journal of Economics. RePEc:hit:hitjec:v:60:y:2019:i:2:p:163-188.

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2019Semi-Parametric Efficient Policy Learning with Continuous Actions. (2019). Chernozhukov, Victor ; Lewis, Greg ; Syrgkanis, Vasilis ; Demirer, Mert. In: CeMMAP working papers. RePEc:ifs:cemmap:34/19.

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2019Testing for the presence of measurement error in Stata. (2019). Wilhelm, Daniel ; Lee, Young Jun. In: CeMMAP working papers. RePEc:ifs:cemmap:47/19.

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2019Double debiased machine learning nonparametric inference with continuous treatments. (2019). Lee, Ying-Ying ; Colangelo, Kyle. In: CeMMAP working papers. RePEc:ifs:cemmap:54/19.

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2019Human Capital and the Economic Convergence Mechanism: Evidence from China. (2019). Fleisher, Belton ; Wang, Xiaojun ; Li, Haizheng ; Zhang, Xiaobei . In: IZA Discussion Papers. RePEc:iza:izadps:dp12224.

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2019Settlement Location Shapes Refugee Integration: Evidence from Post-War Germany. (2019). Dwenger, Nadja ; Braun, Sebastian ; Tillbraun, Sebastian. In: IZA Discussion Papers. RePEc:iza:izadps:dp12741.

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2019Inequalities in spatial accessibility of childcare: The role of non-profit providers. (2019). Pennerstorfer, Astrid. In: Economics working papers. RePEc:jku:econwp:2019_15.

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2019Testing Unconfoundedness Assumption Using Auxiliary Variables. (2019). Tang, Shengfang ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201905.

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2020Testing Unconfoundedness Assumption Using Auxiliary Variables. (2020). Fang, Ying ; Cai, Zongwu ; Tang, Shengfang ; Lin, Ming. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202004.

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2019Transaction Costs of Upstream Versus Downstream Pricing of $$\hbox {CO}_{2}$$ CO 2 Emissions. (2019). Jarait, Jrat ; Coria, Jessica . In: Environmental & Resource Economics. RePEc:kap:enreec:v:72:y:2019:i:4:d:10.1007_s10640-018-0235-y.

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2019A Semiparametric Smooth Coefficient Estimator for Recreation Demand. (2019). Liu, Weiwei ; Egan, Kevin J. In: Environmental & Resource Economics. RePEc:kap:enreec:v:74:y:2019:i:3:d:10.1007_s10640-019-00362-7.

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2020Estimating efficiency effects in a panel data stochastic frontier model. (2020). Shankar, Sriram ; Paul, Satya. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:53:y:2020:i:2:d:10.1007_s11123-019-00568-3.

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2019Doubly Robust-type Estimation of Population Moments and Parameters in Biased Sampling. (2019). Shimizu, Yuya ; Hoshino, Takahiro. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2019-006.

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2019Comparison of Recent Developments in Productivity Estimation: Application on Ethiopian Manufacturing Sector. (2019). Singh, Lakhwinder ; Mengistu, Yismaw ; Ayelign, Yismaw. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:3:p:20-31.

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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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article7
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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article50
1987Asymptotically Efficient Estimation in the Presence of Heteroskedasticity of Unknown Form. In: Econometrica.
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article87
1988The Stochastic Difference between Econometric Statistics. In: Econometrica.
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article44
1988Root- N-Consistent Semiparametric Regression. In: Econometrica.
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article639
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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article50
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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article28
2000Edgeworth Expansions for Semiparametric Averaged Derivatives In: Econometrica.
[Citation analysis]
article31
2002Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory In: Econometrica.
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article11
2003Cointegration in Fractional Systems with Unknown Integration Orders In: Econometrica.
[Citation analysis]
article96
2002Cointegration in Fractional Systems with Unknown Integration Orders.(2002) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 96
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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article42
2001Semiparametric fractional cointegration analysis In: Journal of Econometrics.
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article97
2002Determination of cointegrating rank in fractional systems In: Journal of Econometrics.
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article150
2003Higher-order kernel semiparametric M-estimation of long memory In: Journal of Econometrics.
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article14
2005The distance between rival nonstationary fractional processes In: Journal of Econometrics.
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article31
2005Cointegration in fractional systems with deterministic trends In: Journal of Econometrics.
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article19
1991Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression In: Journal of Econometrics.
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article184
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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article50
1997Testing of unit root and other nonstationary hypotheses in macroeconomic time series In: Journal of Econometrics.
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article184
1998Testing of Seasonal Fractional Integration in U.K. and Japanese Consumption and Income. In: Economics Working Papers.
[Citation analysis]
paper81
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: 81
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.
[Full Text][Citation analysis]
paper2
2001Finite sample improvements in statistical inference with I(1) processes In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article2
1988Semiparametric Econometrics: A Survey. In: Journal of Applied Econometrics.
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article41

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