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Semiparametric fractional cointegration analysis
Marinucci, Domenico; Robinson, Peter M. - In: Journal of econometrics 105 (2001) 1, pp. 225-247
Persistent link: https://www.econbiz.de/10001617164
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Nonparametric trending regression with cross-sectional dependence
Robinson, Peter M. - In: Journal of econometrics 169 (2012) 1, pp. 4-14
Persistent link: https://www.econbiz.de/10009666775
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The estimation of misspecified long memory models
Robinson, Peter M. - In: Journal of econometrics 178 (2014) 1, pp. 225-230
Persistent link: https://www.econbiz.de/10010256170
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Correlation testing in time series, spatial and cross-sectional data
Robinson, Peter M. - In: Journal of econometrics 147 (2008) 1, pp. 5-16
Persistent link: https://www.econbiz.de/10003783779
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Semiparametric inference in multivariate fractionally cointegrated systems
Hualde, J.; Robinson, Peter M. - In: Journal of econometrics 157 (2010) 2, pp. 492-511
Persistent link: https://www.econbiz.de/10008662973
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Root-n-consistent estimation of weak fractional cointegration
Hualde, J.; Robinson, Peter M. - In: Journal of econometrics 140 (2007) 2, pp. 450-484
Persistent link: https://www.econbiz.de/10003569882
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Asymptotic theory for nonparametric regression with spatial data
Robinson, Peter M. - In: Journal of econometrics 165 (2011) 1, pp. 5-19
Persistent link: https://www.econbiz.de/10009374505
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Inference on higher-order spatial autoregressive models with increasingly many parameters
Gupta, Abhimanyu; Robinson, Peter M. - In: Journal of econometrics 186 (2015) 1, pp. 19-31
Persistent link: https://www.econbiz.de/10011348910
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Efficient inference on fractionally integrated panel data models with fixed effects
Robinson, Peter M.; Velasco, Carlos - In: Journal of econometrics 185 (2015) 2, pp. 435-452
Persistent link: https://www.econbiz.de/10011348967
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Panel nonparametric regression with fixed effects
Lee, Jungyoon; Robinson, Peter M. - In: Journal of econometrics 188 (2015) 2, pp. 346-362
Persistent link: https://www.econbiz.de/10011503072