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Sampling of cross-sectional time series
Lenz, Hans-Joachim; Robinson, Peter - 1982
Persistent link: https://www.econbiz.de/10000165703
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Instrumental variables estimation of stationary and nonstationary cointegrating regressions
Robinson, Peter M. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003327205
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Refinements in maximum likelihood inference on spatial autocorrelation in panel data
Robinson, Peter M.; Rossi, Francesca - In: Journal of econometrics 189 (2015) 2, pp. 447-456
Persistent link: https://www.econbiz.de/10011504614
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Improved Lagrange multiplier tests in spatial autoregressions
Robinson, Peter M.; Rossi, Francesca - In: The econometrics journal 17 (2014) 1, pp. 139-164
Persistent link: https://www.econbiz.de/10010498750
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Higher-order least squares inference for spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - 2020
Persistent link: https://www.econbiz.de/10012307275
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Higher-order least squares inference for spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - In: Journal of econometrics 232 (2023) 1, pp. 244-269
Persistent link: https://www.econbiz.de/10013472898