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Number of items: 265.
Article
  • Li, Degui, Robinson, Peter M., Shang, Han Lin (2023). Nonstationary fractionally integrated functional time series. Bernoulli, 29(2), 1505 - 1526. https://doi.org/10.3150/22-BEJ1508
  • Rossi, Francesca, Robinson, Peter M. (2023). Higher-order least squares inference for spatial autoregressions. Journal of Econometrics, 232(1), 244- 269. https://doi.org/10.1016/j.jeconom.2022.01.010
  • Soberon, Alexandra, Rodriguez-Poo, Juan M., Robinson, Peter M. (2022). Nonparametric panel data regression with parametric cross-sectional dependence. Econometrics Journal, 25(1), 114 - 133. https://doi.org/10.1093/ectj/utab016
  • Dalla, Violetta, Giraitis, Liudas, Robinson, Peter M. (2020). Asymptotic theory for time series with changing mean and variance. Journal of Econometrics, 219(2), 281 - 313. https://doi.org/10.1016/j.jeconom.2020.03.005
  • Lee, Jungyoon, Robinson, Peter M. (2020). Adaptive inference on pure spatial models. Journal of Econometrics, 216(2), 375-393. https://doi.org/10.1016/j.jeconom.2019.10.006
  • Li, Degui, Robinson, Peter M., Shang, Han Lin (2020). Long-range dependent curve time series. Journal of the American Statistical Association, 115(530), 957-971. https://doi.org/10.1080/01621459.2019.1604362
  • Robinson, Peter (2019). Spatial long memory. Japanese Journal of Statistics and Data Science, https://doi.org/10.1007/s42081-019-00061-z picture_as_pdf
  • Zhang, Rongmao, Robinson, Peter, Yao, Qiwei (2019). Identifying cointegration by eigenanalysis. Journal of the American Statistical Association, 114(526), 916 - 927. https://doi.org/10.1080/01621459.2018.1458620
  • Robinson, Peter M., Velasco, Carlos (2019). Estimation for dynamic panel data with individual effects. Econometric Theory, 36(2), 185-222. https://doi.org/10.1017/S0266466619000069
  • Robinson, Peter, Velasco, Carlos (2018). Inference on trending panel data. Journal of Econometrics, 206(2), 282-304. https://doi.org/10.1016/j.jeconom.2018.06.003
  • Gupta, Abhimanyu, Robinson, Peter M. (2017). Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension. Journal of Econometrics, https://doi.org/10.1016/j.jeconom.2017.05.019
  • Robinson, Peter, Taylor, Luke (2017). Adaptive estimation in multiple time series with independent component errors. Journal of Time Series Analysis, 38(2), 191-203. https://doi.org/10.1111/jtsa.12212
  • Lahiri, S.N., Robinson, Peter M. (2016). Central limit theorems for long range dependent spatial linear processes. Bernoulli, 22(1), 345-375. https://doi.org/10.3150/14-BEJ661
  • Lee, Jungyoon, Robinson, Peter (2016). Series estimation under cross-sectional dependence. Journal of Econometrics, 190(1), 1-17. https://doi.org/10.1016/j.jeconom.2015.08.001
  • Robinson, Peter M., Rossi, Francesca (2015). Refined tests for spatial correlation. Econometric Theory, 31(6), 1249-1280. https://doi.org/10.1017/S0266466614000498
  • Gupta, Abhimanyu, Robinson, Peter M. (2015). Inference on higher-order spatial autoregressive models with increasingly many parameters. Journal of Econometrics, 186(1), 19-31. https://doi.org/10.1016/j.jeconom.2014.12.008
  • Robinson, Peter M., Velasco, Carlos (2015). Efficient inference on fractionally integrated panel data models with fixed effects. Journal of Econometrics, 185(2), 435-452. https://doi.org/10.1016/j.jeconom.2014.12.003
  • Robinson, Peter, Rossi, Francesca (2015). Refinements in maximum likelihood inference on spatial autocorrelation in panel data. Journal of Econometrics, 189(2), 447-456. https://doi.org/10.1016/j.jeconom.2015.03.036
  • Delgado, Miguel A., Robinson, Peter (2015). Non-nested testing of spatial correlation. Journal of Econometrics, 187(1), 385-401. https://doi.org/10.1016/j.jeconom.2015.02.044
  • Lee, Jungyoon, Robinson, Peter (2015). Panel nonparametric regression with fixed effects. Journal of Econometrics, 188(2), 346-362. https://doi.org/10.1016/j.jeconom.2015.03.004
  • Gao, Jiti, Robinson, Peter M. (2014). Inference on nonstationary time series with moving mean. Econometric Theory, 32(02), 431-457. https://doi.org/10.1017/S0266466614000875
  • Robinson, Peter M., Rossi, Francesca (2014). Improved Lagrange multiplier tests in spatial autoregressions. Econometrics Journal, 17(1), 139-164. https://doi.org/10.1111/ectj.12025
  • Robinson, Peter M. (2014). The estimation of misspecified long memory models. Journal of Econometrics, 178(2), 225-230. https://doi.org/10.1016/j.jeconom.2013.08.023
  • Robinson, Peter M., Thawornkaiwong, Supachoke (2012). Statistical inference on regression with spatial dependence. Journal of Econometrics, 167(2), 521-542. https://doi.org/10.1016/j.jeconom.2011.09.033
  • Robinson, Peter M. (2012). Nonparametric trending regression with cross-sectional dependence. Journal of Econometrics, 169(1), 4-14. https://doi.org/10.1016/j.jeconom.2012.01.005
  • Robinson, Peter M. (2012). Inference on power law spatial trends. Bernoulli, 18(2), 644-677. https://doi.org/10.3150/10-BEJ349
  • Robinson, Peter (2011). Asymptotic theory for nonparametric regression with spatial data. Journal of Econometrics, 165(1), 5-19. https://doi.org/10.1016/j.jeconom.2011.05.002
  • Hualde, Javier, Robinson, Peter (2011). Gaussian pseudo-maximum likelihood estimation of fractional time series models. Annals of Statistics, 39(6), 3152-3181. https://doi.org/10.1214/11-AOS931SUPP
  • Robinson, Peter M. (2010). Efficient estimation of the semiparametric spatial autoregressive model. Journal of Econometrics, 157(1), 6-17. https://doi.org/10.1016/j.jeconom.2009.10.031
  • Hualde, J., Robinson, Peter (2010). Semiparametric inference in multivariate fractionally cointegrated systems. Journal of Econometrics, 157(2), 492-511. https://doi.org/10.1016/j.jeconom.2010.04.002
  • Robinson, Peter (2009). Inference on nonparametrically trending time series with fractional errors. Econometric Theory, 25(6), 1716-1733. https://doi.org/10.1017/S0266466609990302
  • Robinson, Peter (2009). Large-sample inference on spatial dependence. Econometrics Journal, 12(s1), S68-S82. https://doi.org/10.1111/j.1368-423X.2008.00264.x
  • Robinson, Peter M. (2009). On discrete sampling of time-varying continuous-time systems. Econometric Theory, 25(04), 985-994. https://doi.org/10.1017/S0266466608090373
  • Robinson, Peter (2008). Correlation testing in time series, spatial and cross-sectional data. Journal of Econometrics, 147(1), 5-16. https://doi.org/10.1016/j.jeconom.2008.09.001
  • Robinson, Peter (2008). Diagnostic testing for cointegration. Journal of Econometrics, 143(1), 206-225. https://doi.org/10.1016/j.jeconom.2007.08.015
  • Robinson, Peter (2008). Developments in the analysis of spatial data. Journal of the Japan Statistical Society, 38(1), 87-96.
  • da Silva, Afonso Gonçalves, Robinson, Peter (2008). Finite sample performance in cointegration analysis of nonlinear time series with long memory. Econometric Reviews, 27(1), 268-297. https://doi.org/10.1080/07474930701873382
  • da Silva, Afonso Gonçalves, Robinson, Peter M. (2008). Fractional cointegration in stochastic volatility models. Econometric Theory, 24(05), 1207-1253. https://doi.org/10.1017/S0266466608080481
  • Robinson, Peter (2008). Multiple local whittle estimation in stationary systems. Annals of Statistics, 36(5), 2508-2530. https://doi.org/10.1214/07-AOS545
  • Hualde, J., Robinson, Peter (2007). Root-n-consistent estimation of weak fractional cointegration. Journal of Econometrics, 140(2), 450-484. https://doi.org/10.1016/j.jeconom.2006.07.004
  • Robinson, Peter (2007). Nonparametric spectrum estimation for spatial data. Journal of Statistical Planning and Inference, 137(3), 1024-1034. https://doi.org/10.1016/j.jspi.2006.06.021
  • Robinson, P. M. (2005). Robust covariance matrix estimation : 'HAC' estimates with long memory/antipersistence correction. Econometric Theory, 21(1), 171-180. https://doi.org/10.1017/S0266466605050115
  • Robinson, Peter (2005). Efficiency improvements in inference on stationary and nonstationary fractional time series. Annals of Statistics, 33(4), 1800-1842. https://doi.org/10.1214/009053605000000354
  • Nishiyama, Y., Robinson, Peter (2005). The bootstrap and the Edgeworth expansion for semiparametric averaged derivatives. Econometrica, 73(3), 903-948. https://doi.org/10.1111/j.1468-0262.2005.00598.x
  • Robinson, Peter (2005). The distance between rival nonstationary fractional processes. Journal of Econometrics, 128(2), 283-300. https://doi.org/10.1016/j.jeconom.2004.08.015
  • Robinson, Peter, Iacone, F (2004). Cointegration in fractional systems with deterministic trends. Journal of Econometrics, https://doi.org/10.1016/j.jeconom.2004.09.009
  • Giraitis, Liudas, Leipus, Remigijus, Robinson, Peter M., Surgailis, Donatas (2004). LARCH, leverage, and long memory. Journal of Financial Econometrics, 2(2), 177-210. https://doi.org/10.1093/jjfinec/nbh008
  • Robinson, Peter M., Hualde, J. (2003). Cointegration in fractional systems with unknown integration orders. Econometrica, 71(6), 1727-1766. https://doi.org/10.1111/1468-0262.00468
  • Robinson, Peter M. (2003). Denis Sargan: some perspectives. Econometric Theory, 19(3), 481-494. https://doi.org/10.1017/S0266466603193073
  • Giraitis, L., Robinson, P.M. (2003). Edgeworth expansions for semiparametric Whittle estimation of long memory. Annals of Statistics, 31(4), 1325-1375. https://doi.org/10.1214/aos/1059655915
  • Robinson, Peter, Henry, M (2003). Higher-order kernel semiparametric M-estimation of long memory. Journal of Econometrics, 114(1), 1-27.
  • Hidalgo, Javier, Robinson, Peter (2002). Adapting to unknown disturbance autocorrelation in regression with long memory. Econometrica, 70(4), 1545-1581. https://doi.org/10.1111/1468-0262.00341
  • Robinson, Peter, Yajima, Y (2002). Determination of cointegrating rank in fractional systems. Journal of Econometrics, 106(2), 217-241.
  • Giraitis, L, Hidalgo, J, Robinson, Peter M. (2001). Gaussian estimation of parametric spectral density with unknown pole. Annals of Statistics, 29(4), 987-1023. https://doi.org/10.1214/aos/1013699989
  • Velasco, Carlos, Robinson, Peter M. (2001). Edgeworth expansions for spectral density estimates and studentized sample mean. Econometric Theory, 17(3), 497-539.
  • Giraitis, Liudas, Robinson, Peter M. (2001). Whittle estimation of ARCH models. Econometric Theory, 17(3), 608 - 631. https://doi.org/10.1017/S0266466601173056
  • Gil-Alaña, L. A., Robinson, Peter M. (2001). Testing of seasonal fractional integration in UK and Japanese consumption and income. Journal of Applied Econometrics, 16(2), 95-114. https://doi.org/10.1002/jae.597
  • Marinucci, D, Robinson, Peter (2001). Finite sample improvements in statistical inference with I(1) processes. Journal of Applied Econometrics, 16(3), 431-444.
  • Marinucci, D., Robinson, Peter M. (2001). Narrow-band analysis of nonstationary processes. Annals of Statistics, 29(4), 947-986. https://doi.org/10.1214/aos/1013699988
  • Marinucci, D, Robinson, Peter (2001). Semiparametric fractional cointegration analysis. Journal of Econometrics, 105(1), 225-248.
  • Robinson, Peter (2001). The memory of stochastic volatility models. Journal of Econometrics, 101(2), 195-218.
  • Velasco, C, Robinson, Peter (2000). Whittle pseudo-maximum likelihood estimation for nonstationary time series. Journal of the American Statistical Association, 95(452), 1229 - 1243. https://doi.org/10.1080/01621459.2000.10474323
  • Marinucci, D, Robinson, Peter (2000). Weak convergence of multivariate fractional processes. Stochastic Processes and Their Applications, 86(1), 103 - 120. https://doi.org/10.1016/S0304-4149(99)00088-5
  • Giraitis, Liudas, Robinson, Peter M., Samarov, Alexander (2000). Adaptive semiparametric estimation of the memory parameter. Journal of Multivariate Analysis, 72(2), 183-207. https://doi.org/10.1006/jmva.1999.1865
  • Nishiyama, Y, Robinson, Peter (2000). Edgeworth expansions for semiparametric averaged derivatives. Econometrica, 68(4), 931-980. https://doi.org/10.1111/1468-0262.00142
  • Arteche, J, Robinson, Peter (2000). Semiparametric inference in seasonal and cyclical long memory processes. Journal of Time Series Analysis, 21(1), 1-26.
  • Robinson, Peter, Marinucci, D (2000). The averaged periodogram for nonstationary vector time series. Statistical Inference for Stochastic Processes, 3(1-2.), 149-160. https://doi.org/10.1023/A:1009925202524
  • Giraitis, Liudas, Robinson, Peter M., Surgailis, Donatas (2000). A model for long memory conditional heteroscedasticity. Annals of Applied Probability, 10(3), 1002-1024.
  • Robinson, Peter M., Henry, M. (1999). Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels. Econometric Theory, 15(3), 299-336. https://doi.org/10.1017/S0266466699153027
  • Marinucci, D, Robinson, Peter (1999). Alternative forms of fractional Brownian motion. Journal of Statistical Planning and Inference, 80(1-2.), 111-122. https://doi.org/10.1016/S0378-3758(98)00245-6
  • Giraitis, Liudas, Robinson, Peter, Surgailis D (1999). Variance-type estimation of long memory. Stochastic Processes and Their Applications, 80(1), 1-24. https://doi.org/10.1016/S0304-4149(98)00062-3
  • Robinson, Peter (1998). Comment on ''Real and spurious long memory properties of stock market data'' by I.G. Lobato and N.E. Savin. Journal of Business and Economic Statistics, 16(3), 261-283.
  • Robinson, Peter (1998). Inference-without-smoothing in the presence of nonparametric autocorrelation. Econometrica, 66(5), 1163-1182.
  • Robinson, Peter, Zaffaroni, P (1998). Nonlinear time series with long memory : a model for stochastic volatility. Journal of Statistical Planning and Inference, 68(2), 359-371. https://doi.org/10.1016/S0378-3758(97)00149-3
  • Lobato, Ignacio, Robinson, Peter (1998). A nonparametric test for I(0). Review of Economic Studies, 65(3), 475-495. https://doi.org/10.1111/1467-937X.00054
  • Robinson, Peter M. (1997). Large-sample inference for nonparametric regression with dependent errors. Annals of Statistics, 25(5), 2054-2083. https://doi.org/10.1214/aos/1069362387
  • Giraitis, L, Robinson, Peter, Samarov, A (1997). Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Journal of Time Series Analysis, 18(1), 49-60.
  • Gil-Alana, L A, Robinson, Peter (1997). Testing of unit root and other non-stationary hypotheses in macroeconomic time series. Journal of Econometrics, 80(2), 241-268.
  • Robinson, P. M., Hidalgo, Javier (1997). Time series regression with long-range dependence. Annals of Statistics, 25(1), 77-104. https://doi.org/10.1214/aos/1034276622
  • Lobato, I, Robinson, Peter (1996). Averaged periodogram estimation of long memory. Journal of Econometrics, 73(1), 303-324.
  • Robinson, Peter, Thomson, P J (1996). Estimation of second-order properties from jittered time series. Annals of the Institute of Statistical Mathematics, 48(1), 29-48. https://doi.org/10.1007/BF00049287
  • Delgado, Miguel A, Robinson, Peter (1996). Optimal spectral bandwidth for long memory. Statistica Sinica, 6(1), 97-112.
  • Delgado, Miguel A, Robinson, Peter (1996). Optimal spectral kernel for long-range dependent time series. Statistics and Probability Letters, 30(1), 37-43. https://doi.org/10.1016/0167-7152(95)00199-9
  • Lee, David K C, Robinson, Peter (1996). Semiparametric exploration of long memory in stock prices. Journal of Statistical Planning and Inference, 50(2), 155-174. https://doi.org/10.1016/0378-3758(95)00051-8
  • Hidalgo, J, Robinson, Peter (1996). Testing for structural change in a long-memory environment. Journal of Econometrics, 70(1), 159-174.
  • Robinson, Peter (1995). Gaussian semiparametric estimation of long range dependence. Annals of Statistics, 23(5), 1630-1661.
  • Robinson, Peter (1995). Log-periodogram regression of time series with long range dependence. Annals of Statistics, 23(3), 1048-1072. https://doi.org/10.1214/aos/1176324636
  • Robinson, Peter (1995). Nearest neighbour estimation of semiparametric regression models. Journal of Nonparametric Statistics, 5, 33-41.
  • Robinson, Peter (1995). The approximate distribution of nonparametric regression estimates. Statistics and Probability Letters, 23(2), 193-201. https://doi.org/10.1016/0167-7152(94)00113-M
  • Robinson, Peter (1995). An invariance property of optimal spectral bandwidths. Statistics and Probability Letters, 24(4), 345-346. https://doi.org/10.1016/0167-7152(94)00193-C
  • Robinson, Peter (1995). The normal approximation for semiparametric averaged derivatives. Econometrica, 63(3), 667-680.
  • Robinson, Peter (1994). Efficient tests of nonstationary hypotheses. Journal of the American Statistical Association, 89(428), 1420-1437.
  • Robinson, Peter (1994). Memorial article : Edward J. Hannan, 1921-1994. Journal of Time Series Analysis, 15(6), 563-576.
  • Delgado, MA, Robinson, Peter (1994). New methods for the analysis of long-memory time-series : application to Spanish inflation. Journal of Forecasting, 13(2 SI), 97-108.
  • Robinson, Peter (1994). Rates of convergence and optimal spectral bandwidth for long range dependence. Probability Theory and Related Fields, 99, 443-473.
  • Robinson, Peter (1994). Semiparametric analysis of long memory time series. Annals of Statistics, 22(1), 515-539. https://doi.org/10.1214/aos/1176325382
  • Cheng, B, Robinson, Peter (1994). Semiparametric estimation from time series with long-range dependence. Journal of Econometrics, 64(01-Feb), 335-354.
  • Robinson, Peter (1994). A class of estimators for the mean of a finite population using auxiliary information. Sankhya : The Indian Journal of Statistics, 56(3), 389-399.
  • Robinson, Peter (1993). Highly insignificant f-ratios. Econometrica, 61(3), p. 687.
  • Robinson, Peter (1993). Nonparametric time series with long range dependence. Bulletin of the International Statistical Institute, 49th s(1), 315-325.
  • Robinson, Peter (1993). The estimation of transformation models. International Statistical Review, 61, 465-475.
  • Delgado, MA, Robinson, Peter (1992). Nonparametric and semiparametric methods for economic research. Journal of Economic Surveys, 6(3), p. 201.
  • Robinson, Peter (1991). Applications of semiparametric modelling in economics. Revista Espanola de Economia, 8, 53-60.
  • Robinson, Peter (1991). Automatic frequency-domain inference on semiparametric and nonparametric models. Econometrica, 59(5), 1329-1363.
  • Robinson, Peter (1991). Best nonlinear three-stage least squares estimation of certain econometric models. Econometrica, 59(3), 755-786.
  • Robinson, Peter (1991). Consistent nonparametric entropy-based testing. Review of Economic Studies, 58(3)(195), 437-453.
  • Cheng, Bing, Robinson, Peter (1991). Density estimation in strongly dependent non-linear time series. Statistica Sinica, 1(2), 335-359.
  • Robinson, Peter (1991). Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression. Journal of Econometrics, 47(1), 67-84.
  • Robinson, Peter (1989). Hypothesis testing in semiparametric and nonparametric models for econometric time series. Review of Economic Studies, 56(188), 511-534.
  • Robinson, Peter, Bera, A K (1989). Tests for serial dependence and other specification analysis in models of markets in disequilibrium. Journal of Business and Economic Statistics, 7, 343-352.
  • Robinson, Peter, Harvey, A C (1988). Efficient estimation of nonstationary time series regression. Journal of Time Series Analysis, 9, 201-214.
  • Robinson, Peter (1988). Route-N-consistent semiparametric regression. Econometrica, 56(4), 931-954.
  • Robinson, Peter (1988). Semiparametric econometrics : a survey. Journal of Applied Econometrics, 3(1), 35-51.
  • Robinson, Peter (1988). Using Gaussian estimators robustly. Oxford Bulletin of Economics and Statistics, 50(1), 97-106.
  • Robinson, Peter (1988). The stochastic difference between econometric statistics. Econometrica, 56(3), 531-548.
  • Robinson, Peter (1987). Adaptive estimation of heteroskedastic econometric models. Revista de Econometria, 7(2), 5-28.
  • Robinson, Peter (1987). Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form. Econometrica, 55, 875-891.
  • Robinson, Peter (1987). Estimation of disequilibrium and limited dependent variable models with serially dependent residuals. Economics Letters, 23(1), 53-57.
  • Robinson, Peter (1987). Time series residuals with application to probability density estimation. Journal of Time Series Analysis, 8, 320-344.
  • Robinson, Peter (1986). Comment on a paper by Singh and Ullah. Econometric Theory, 2(1), 151-152. https://doi.org/10.1017/S0266466600011415
  • Robinson, Peter (1986). Discussion : ''Influence functionals for time series'' by R. D. Martin and V. J. Yohai. Annals of Statistics, 14(3), 832-834. https://doi.org/10.1214/aos/1176350033
  • Robinson, Peter (1986). Nonparametric estimation from time series residuals. Cahiers du Centre d'études de Recherche Opérationnelle, 28(1), 197-208.
  • Robinson, Peter (1986). Nonparametric methods in specification. The Economic Journal, 96(Supple), 134-144.
  • Robinson, Peter (1986). On a model for a time series of cross-sections. Journal of Applied Probability, 23A, 113-125.
  • Robinson, Peter (1986). On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators. Annals of the Institute of Statistical Mathematics, 38(1), 539-549. https://doi.org/10.1007/BF02482541
  • Robinson, Peter (1986). On the errors-in-variables problem for time series. Journal of Multivariate Analysis, 19, 240-250.
  • Robinson, Peter (1985). Approximate optimal allocation in repeated sampling from a finite population. Journal of Statistical Planning and Inference, 11(2), 135-148. https://doi.org/10.1016/0378-3758(85)90001-1
  • Robinson, Peter (1985). Testing for serial correlation in regression with missing observations. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 47(3), 429-437.
  • Robinson, Peter, Bera, AK, Jarque, CM (1985). Tests for serial difference in limited dependent variable models. International Economic Review, 26(3), 629-638.
  • Robinson, Peter (1984). Kernel estimation and interpolation for time series containing missing observations. Annals of the Institute of Statistical Mathematics, 36(1), 403-417. https://doi.org/10.1007/BF02481979
  • Robinson, Peter, Sarndal, C E (1983). Asymptotic properties of the generalized regression estimator in probability sampling. Sankhya : The Indian Journal of Statistics, 45, 240-248.
  • Robinson, Peter (1983). Nonparametric estimators for time series. Journal of Time Series Analysis, 4, 185-207.
  • Robinson, Peter (1982). Analysis of time series from mixed distributions. Annals of Statistics, 10(3), 915-925. https://doi.org/10.1214/aos/1176345881
  • Robinson, Peter (1982). On the asymptotic properties of estimators of models containing limited dependent variables. Econometrica, 50(1), 27-41.
  • Robinson, Peter (1982). On the convergence of the Horvitz-Thompson estimator. Australian Journal of Statistics, 24(2), 234-238. https://doi.org/10.1111/j.1467-842X.1982.tb00829.x
  • Robinson, Peter, Dunsmuir, W (1981). Asymptotic theory for time series containing missing and amplitude modulated observations. Sankhya : The Indian Journal of Statistics, 43, 260-281.
  • Robinson, Peter, Dunsmuir, W (1981). Estimation of time series models in the presence of missing data. Journal of the American Statistical Association, 76, 560-568.
  • Robinson, Peter, Dunsmuir, W (1981). Parametric estimators for stationary time series with missing observations. Advances in Applied Probability, 13, 129-146.
  • Robinson, Peter (1979). Comments on ''Statistical analysis of econometric models'' by A. Zellner. Journal of the American Statistical Association, 74(367), 646-647.
  • Robinson, Peter (1979). Distributed lag approximation to linear time-invariant systems. Annals of Statistics, 7(3), 507-515. https://doi.org/10.1214/aos/1176344672
  • Robinson, Peter (1978). Alternative models for stationary stochastic processes. Stochastic Processes and Their Applications, 8(2), 141-152. https://doi.org/10.1016/0304-4149(78)90003-0
  • Hsiao, C, Robinson, Peter (1978). Efficient estimation of a dynamic error-shock model. International Economic Review, 19, 467-479.
  • Robinson, Peter (1978). On consistency in time series analysis. Annals of Statistics, 6(1), 215-223. https://doi.org/10.1214/aos/1176344080
  • Robinson, Peter (1978). Statistical inference for a random coefficient autoregressive model. Scandinavian Journal of Statistics, 5, 163-168.
  • Robinson, Peter (1977). Estimating variances and covariances of sample autocorrelations and autocovariances. Australian Journal of Statistics, 19(3), 236-240. https://doi.org/10.1111/j.1467-842X.1977.tb01091.x
  • Robinson, Peter (1977). Estimation of a time series model from unequally spaced data. Stochastic Processes and Their Applications, 6(1), 9-24.
  • Robinson, Peter (1977). Finite-parameter approximations to frequency response function. Communications in Statistics - Theory and Methods, 6(7), 661-677. https://doi.org/10.1080/03610927708827523
  • Robinson, Peter (1977). The construction and estimation of continuous time models and discrete approximation in econometrics. Journal of Econometrics, 6(2), 173-197.
  • Robinson, Peter (1977). The estimation of a multivariate linear relation. Journal of Multivariate Analysis, 7(3), 409-423. https://doi.org/10.1016/0047-259X(77)90082-3
  • Robinson, Peter (1977). The estimation of a nonlinear moving average model. Stochastic Processes and Their Applications, 5(1), 81-90. https://doi.org/10.1016/0304-4149(77)90052-7
  • Robinson, Peter (1976). Instrumental variables estimation of differential equations. Econometrica, 44(4), 765-776.
  • Robinson, Peter (1976). The aliasing problem in differential equation estimation. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 38(2), 180-188.
  • Robinson, Peter (1976). The estimation of linear differential equations with constant coefficients. Econometrica, 44(4), 751-764.
  • Robinson, Peter (1975). Continuous time regressions with discrete data. Annals of Statistics, 3(3), 688-697. https://doi.org/10.1214/aos/1176343131
  • Robinson, Peter (1974). Identification, estimation and large-sample theory for regressions containing unobservable variables. International Economic Review, 15(3), 680-692.
  • Robinson, Peter (1974). Stochastic difference equations with non-integral differences. Advances in Applied Probability, 6(3), 524-545.
  • Robinson, Peter (1973). Generalized canonical analysis for time series. Journal of Multivariate Analysis, 3, 141-160.
  • Robinson, Peter, Hannan, E J (1973). Lagged regression with unknown lags. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 35, 252-267.
  • Robinson, Peter (1972). Non-linear regression for multiple time series. Journal of Applied Probability, 9(4), 758-768.
    • Book
  • Robinson, Peter (2003). Time series with long memory. Oxford University Press.
  • Rosenblatt, M, Robinson, Peter (1996). Athens conference on applied probability and time series analysis. Volume II : time series analysis in memory of E.J. Hannan. Springer Berlin / Heidelberg.
    • Chapter
  • Robinson, Peter (2003). Long memory time series. In Robinson, Peter (Ed.), Time Series With Long Memory . Oxford University Press.
  • Robinson, Peter M., Giraitis, Liudas (2003). Parametric estimation under long range dependence. In Doukhan, Paul, Oppenheim, George, Taqqu, Murad (Eds.), Theory and Applications of Long Range Dependence (pp. 229-250). Birkhäuser (Firm).
  • Robinson, Peter M. (2003). Semiparametric frequency domain analysis of fractional cointegration. In Robinson, Peter M. (Ed.), Time Series With Long Memory (pp. 334-374). Oxford University Press.
  • Robinson, Peter (2001). Long range dependence. In El-Shaarawi, Abdel H, Piegorsch, Walter W (Eds.), Encyclopaedia of Environmetrics . John Wiley & Sons.
  • Robinson, Peter M., Nishiyama, Yoshihiko (2001). Studentization in Edgeworth expansions for estimates of semiparametric index models. In Hsiao, Cheng, Morimune, Kimio, Powell, James (Eds.), Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics (pp. 197-240). Cambridge University Press.
  • Robinson, Peter M., Chen, Xu, Linton, Oliver (2001). The estimation of conditional densities. In Puri, Madan L (Ed.), Asymptotics in Statistics and Probability - Papers in Honor of George Gregory Roussas (pp. 71-84). VSP International Science Publishers.
  • Robinson, Peter M., Arteche, Josu (1999). Seasonal and cyclic long memory. In Asymptotics, Nonparametrics and Time Series: a Tribute to Madan Lal Puri (pp. 115-148). Marcel Dekker Inc.
  • Robinson, Peter, Henry, M (1996). Bandwidth choice in Gaussian semiparametric estimation of long range dependence. In Robinson, Peter, Rosenblatt, Murray (Eds.), Athens Conference on Applied Probability and Time Series Analysis. Volume Ii : Time Series Analysis in Memory of E.J. Hannan . Springer Berlin / Heidelberg.
  • Robinson, Peter, Pinkse, C A P (1995). Pooling nonparametric estimates of regression functions with similar shape. In Maddala, G S, Phillips, Peter C B, Srinivasan, T N (Eds.), Advances in Econometrics and Quantitative Economics : Essays in Honour of C. R. Rao (pp. 172-197). Blackwell Publishing Ltd..
  • Robinson, Peter (1993). Continuous-time models in econometrics : closed and open systems, stocks and flows. In Phillips, P C B (Ed.), Models, Methods, and Applications of Econometrics - Essays in Honor of A.R. Bergstrom (pp. 71-90). Blackwell Publishing Ltd..
  • Robinson, Peter (1992). Semiparametric methods for time series. In Brillinger, D R, Caines, P, Geweke, J, Parzen, E, Rosenblatt, M, Taqqu, M (Eds.), New Directions in Time Series Analysis : Pt. 1 (pp. 315-326). Springer Berlin / Heidelberg.
  • Robinson, Peter (1991). Nonparametric function estimation for long memory time series. In Barnett, W A, Powell, J, Tauchen, G E (Eds.), Nonparametric and Semiparametric Methods in Econometrics and Statistics - Proceedings of the Fifth International Symposium In (pp. 437-458). Cambridge University Press.
  • Robinson, Peter, Stoyanov, J (1991). Semiparametric and nonparametric inference from irregular observations on continuous time stochastic processes. In Roussas, George G (Ed.), Nonparametric Functional Estimation and Related Topics (pp. 553-557). Kluwer Academic Publishers.
  • Robinson, Peter (1991). Time-varying nonlinear regression. In Hackl, Peter (Ed.), Economic Structural Change. Analysis and Forecasting (pp. 179-190). Springer Berlin / Heidelberg.
  • Robinson, Peter (1989). Nonparametric estimation of time-varying parameters. In Hackl, Peter (Ed.), Statistical Analysis and Forecasting of Economic Structural Change (pp. 253-264). Springer Berlin / Heidelberg.
  • Robinson, Peter (1987). Stochastic differential equation models for panel data. In Dimovski, I, Stoyanov, J (Eds.), Differential Equations and Applications (pp. 879-885). Rusenski universitet.
  • Robinson, Peter (1984). Multiple time series analysis of irregularly spaced data. In Parzen, Emanuel (Ed.), Time Series Analysis of Irregularly Observed Data : Proceedings of a Symposium Held at Texas A&m University, College Station, Te (pp. 276-289). Springer Berlin / Heidelberg.
  • Robinson, Peter M. (1984). Robust nonparametric autoregression. In Franke, J, Hordle, W, Martin, D (Eds.), Robust and Nonlinear Time Series Analysis : Proceedings of a Workshop Organized by the Sonderforschungsbereich 123 "Stochastisch (pp. 247-255). Springer Berlin / Heidelberg.
  • Robinson, Peter (1983). Review of various approaches to power spectrum estimation. In Brillinger, D R, Krishnaiah, P R (Eds.), Time Series in the Frequency Domain (pp. 343-368). North-Holland.
  • Robinson, Peter, Lenz, H J (1983). Sampling of cross-sectional time series. In Heiler, Siegfried (Ed.), Recent Trends in Statistics (pp. 56-68). Vandenhoeck & Ruprecht.
  • Robinson, Peter (1982). Economic time series analysis and sample survey theory. In Games, Economic Dynamics, Time Series Analysis (pp. 322-334). Physica-Verlag.
  • Robinson, Peter (1980). Continuous model fitting from discrete data. In Brillinger, D R, Tiao, G C (Eds.), Directions in Time Series (pp. 263-278). Institute of Mathematical Statistics.
  • Robinson, Peter (1980). Efficient estimation of a rational spectral density. In Kunt, M, Coulon Frederic de (Eds.), Proceedings of the First European Signal Processing Conference (pp. 701-704). Elsevier Science (Firm).
  • Robinson, Peter M (1980). Estimation and forecasting for time series containing censored or missing observations. In Anderson, Oliver D (Ed.), Time Series : Proceedings of the International Conference Held at Nottingham University, March 1979 . North-Holland.
  • Robinson, Peter (1978). Comments on ''Some consequences of temporal aggregation in seasonal time analysis models'' by W. W. S. Wei. In Zellner, A (Ed.), Seasonal Analysis of Economic Time Series (pp. 445-447). United States. Bureau of the Census.
  • Robinson, Peter, Ferrara, M C (1977). The estimation of a model for an unobservable variable with endogenous causes. In Aigner, Dennis J, Goldberger, Arthur S (Eds.), Latent Variables in Socioeconomic Models (pp. 131-142). North-Holland.
  • Robinson, Peter (1976). Fourier estimation of continuous time models. In Bergstrom, A R (Ed.), Statistical Inference in Continuous Time Economic Models (pp. 215-266). North-Holland.
  • Robinson, Peter (1976). Some problems in the identification and estimation of continuous time systems from discrete time data. In Mehra, Raman K., Lainiotis, Dimitri G. (Eds.), System Identification : Advances and Case Studies (pp. 407-439). Academic Press.
    • Dataset
  • Robinson, Peter, Yao, Qiwei, Zhang, Rongmao (2018). Identifying Cointegration by Eigenanalysis. [Dataset]. figshare. https://doi.org/10.6084/m9.figshare.6080924
    • Report
  • Delgado, Miguel A., Robinson, Peter M. (2013). Non-nested testing of spatial correlation. (Econometrics EM/2013/568). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lee, Jungyoon, Robinson, Peter M. (2013). Series estimation under cross-sectional dependence. (Econometrics EM/2013/570). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Rossi, Francesca (2013). Improved tests for spatial correlation. (Econometrics EM/2013/565). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Velasco, Carlos (2013). Efficient inference on fractionally integrated panel data models with fixed effects. (Econometrics EM/2013/567). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lee, Jungyoon, Robinson, Peter M. (2013). Panel nonparametric regression with fixed effects. (Econometrics EM/2013/569). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M. (2011). Inference on power law spatial trends (Running Title: Power Law Trends). (Econometrics EM/2011/556). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Zaffaroni, Paolo (2005). Pseudo-maximum likelihood estimation of ARCH(∞) models. (Econometrics EM/2005/495). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hualde, Javier, Robinson, Peter M. (2003). Cointegration in fractional systems with unkown integration orders. (Econometrics EM/2003/449). Suntory and Toyota International Centres for Economics and Related Disciplines.
    • Working paper
  • Robinson, Peter (2008). Inference on nonparametrically trending time series with fractional errors. (Econometrics Papers EM/2009/532). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter (2008). Developments in the analysis of spatial data. (Econometrics Papers EM/2009/531). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter (2008). Correlation testing in time series, spatial and cross-sectional data. (Econometrics Papers EM/2009/530). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter (2008). Large-sample inference on spatial dependence. (Econometrics Papers EM/2009/533). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M. (2007). Multiple local whittle estimation in stationary systems. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter (2007). Diagnostic testing for cointegration. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter (2007). On discrete sampling of time-varying continuous-time systems. (EM 520). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Gonçalves da Silva, Afonso, Robinson, Peter (2007). Fractional cointegration in stochastic volatility models. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M. (2007). Efficient estimation of the semiparametric spatial autoregressive model. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter (2006). Conditional-sum-of-squares estimation of models for stationary time series with long memory. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hualde, Javier, Robinson, Peter M. (2006). Semiparametric Estimation of Fractional Cointegration. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Gerolimetto, M. (2006). Instrumental variables estimation of stationary and nonstationary cointegrating regressions. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hualde, J., Robinson, Peter M. (2006). Root-n-consistent estimation of weak fractional cointegration. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M. (2006). Nonparametric spectrum estimation for spatial data. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Zafaroni, Paolo (2005). Pseudo-maximum likelihood estimation of ARCH models. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Vidal Sanz, J. (2005). Modified whittle estimation of multilateral models on a lattice. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter (2005). Modelling memory of economic and financial time series. (Econometrics; EM/2005/487 EM/05/487). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Nishiyama, Yoshihiko, Robinson, Peter M. (2005). The bootstrap and the Edgeworth correction for semiparametric averaged derivatives. (Econometrics; EM/2005/483 EM/05/483). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter (2004). Efficiency improvements in inference on stationary and nonstationary fractional time series. (Econometrics; EM/2004/480 EM/04/480). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Iacone, Fabrizio, Robinson, Peter M. (2004). Cointegration in fractional systems with deterministic trends. (Econometrics; EM/2004/476 EM/04/476). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M. (2004). Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction. (Econometrics; EM/2004/471 EM/04/471). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M. (2004). The distance between rival nonstationary fractional processes. (Econometrics; EM/2004/468 EM/03/468). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Leipus, Remigijus, Robinson, Peter M., Surgailis, Donatas (2003). LARCH, leverage and long memory. (Econometrics; EM/2003/460 EM/03/460). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Hualde, Javier (2003). Cointegration in fractional systems with unknown integration orders. (Econometrics; EM/2003/449 EM/03/449). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M. (2002). Denis Sargan: some perspectives. (Econometrics; EM/2002/437 EM/02/437). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Robinson, Peter (2002). Edgeworth expansions for semiparametric Whittle estimation of long memory. (Econometrics; EM/2002/438 EM/02/438). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter, Henry, Marc (2002). Higher-order kernel semiparametric M-estimation of long memory. (Econometrics; EM/2002/436 EM/02/436). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Hidalgo, Javier, Robinson, Peter (2001). Adapting to unknown disturbance autocorrelation in regression with long memory. (Econometrics; EM/2001/427 EM/01/427). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Hidalgo, Javier, Robinson, Peter (2001). Gaussian estimation of parametric spectral density with unknown pole. (Econometrics; EM/2001/424 EM/01/424). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter, Yajima, Yoshihiro (2001). Determination of cointegrating rank in fractional systems. (Econometrics; EM/2001/423 EM/01/423). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D., Robinson, Peter (2001). Finite sample improvements in statistical inference with I(1) processes. (Econometrics; EM/2001/422 EM/01/422). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D, Robinson, Peter (2001). Narrow-band analysis of nonstationary processes. (Econometrics; EM/2001/421 EM/01/421). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D, Robinson, Peter M. (2001). Semiparametric fractional cointegration analysis. (Econometrics; EM/2001/420 EM/01/420). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Robinson, Peter M. (2001). Parametric estimation under long-range dependence. (Econometrics; EM/2001/416 EM/01/416). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Chen, Xiaohong, Linton, Oliver, Robinson, Peter (2001). The estimation of conditional densities. (Econometrics; EM/2001/415 EM/01/415). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M. (2001). The memory of stochastic volatility models. (Econometrics; EM/2001/410 EM/01/410). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D, Robinson, Peter M. (2000). The averaged periodogram for nonstationary vector time series. (Econometrics; EM/2000/408 EM/00/408). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Gil-Alana, L A, Robinson, Peter M. (2000). Testing of seasonal fractional integration in UK and Japanese consumption and income. (Econometrics; EM/2000/402 EM/00/402). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Robinson, Peter M. (2000). Whittle estimation of ARCH models. (Econometrics; EM/2000/406 EM/00/406). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Velasco, Carlos (2000). Edgeworth expansions for spectral density estimates and studentized sample mean. (Econometrics; EM/2000/390 EM/00/390). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Velasco, Carlos (2000). Whittle pseudo-maximum likelihood estimation for nonstationary time series. (Econometrics; EM/2000/391 EM/00/391). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Robinson, Peter, Surgailis, Donatas (2000). A model for long memory conditional heteroscedasticity. (Econometrics; EM/2000/382 EM/00/382). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Robinson, Peter M., Samarov, Alexander (2000). Adaptive semiparametric estimation of the memory parameter. (Econometrics; EM/2000/379 EM/00/379). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Nishiyama, Y, Robinson, Peter M. (1999). Edgeworth expansions for semiparametric averaged derivatives. (Econometrics; EM/1999/373 EM/99/373). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Nishiyama, Y, Robinson, Peter (1999). Studentization in Edgworth expansions for estimates of semiparametric index models. (Econometrics; EM/1999/374 EM/99/374). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Giraitis, Liudas, Robinson, Peter M. (1998). Variance-type estimation of long memory. (Econometrics; EM/1998/363 EM/98/363). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Arteche, Josu, Robinson, Peter M. (1998). Seasonal and cyclical long memory. (Econometrics; EM/1998/360 EM/98/360). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Arteche, Josu, Robinson, Peter M. (1998). Semiparametric inference in seasonal and cyclical long memory processes. (Econometrics; EM/1998/359 EM/98/359). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Henry, Marc (1998). Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels. (Econometrics; EM/1998/357 EM/98/357). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D, Robinson, Peter M. (1998). Alternative forms of fractional Brownian motion. (Econometrics; EM/1998/354 EM/98/354). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Marinucci, D, Robinson, Peter M. (1998). Weak convergence of multivariate fractional processes. (Econometrics paper series EM/98/352). Suntory and Toyota International Centres for Economics and Related Disciplines. picture_as_pdf
  • Marinucci, D, Robinson, Peter M. (1998). Semiparametric frequency domain analysis of fractional cointegration. (Econometrics; EM/1998/348 EM/98/348). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Lobato, Ignacio, Robinson, Peter M. (1997). A nonparametric test for I(0). (Econometrics; EM/1997/342 EM/1997/342). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M. (1997). Inference-without-smoothing in the presence of nonparametric autocorrelation. (Econometrics; EM/1997/338 EM/1997/338). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M. (1997). Large-sample inference for nonparametric regression with dependent errors. (Econometrics; EM/1997/336 EM/1997/336). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter (1997). Measure for measure: a critical note on the national targets for education and training and international comparisons of educational attainment. (CEP Discussion Papers CEPDP0355). London School of Economics and Political Science. Centre for Economic Performance.
  • Robinson, Peter (1997). The myth of parity of esteem: earnings and qualifications. (CEP Discussion Papers CEPDP0354). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Robinson, Peter (1997). Water under the bridge: changes in employment in Britain and the OECD. (CEP Discussion Papers CEPDP0325). London School of Economics and Political Science. Centre for Economic Performance. picture_as_pdf
  • Giraitis, Liudas, Robinson, Peter M., Samarov, Alexander (1997). Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. (Econometrics; EM/1997/323 EM/1997/323). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Zaffaroni, Paolo (1997). Modelling nonlinearity and long memory in time series. (Econometrics; EM/1997/319 EM/1997/319). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter, Zaffaroni, Paolo (1997). Nonlinear time series with long memory : a model for stochastic volatility. (Econometrics; EM/1997/320 EM/1997/320). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Hidalgo, Javier (1997). Time series regression with long range dependence. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter M., Velasco, Carlos (1996). Autocorrelation-robust inference. (Econometrics; EM/1996/316 EM/1996/316). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Gil-Alana, L A, Robinson, Peter (1996). Testing of unit root and other nonstationary hypotheses in macroeconomic time series. (Econometrics; EM/1996/317 EM/1996/317). Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Robinson, Peter (1995). The British disease overcome? Living standards. (CEP Discussion Papers CEPDP0260). London School of Economics and Political Science. Centre for Economic Performance.
  • Robinson, Peter (1995). The decline of the Swedish model and the limits to active labour market policy. (CEP Discussion Papers CEPDP0259). London School of Economics and Political Science. Centre for Economic Performance.
  • Robinson, Peter (1994). The British labour market in historical perspective: changes in the structure of employment and unemployment. (CEP Discussion Papers CEPDP0202). London School of Economics and Political Science. Centre for Economic Performance.