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Diagnostic testing for cointegration
Robinson, Peter M. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003535630
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On discrete sampling of time-varying continuous-time systems
Robinson, Peter M. - In: Econometric theory 25 (2009) 4, pp. 985-994
Persistent link: https://www.econbiz.de/10003875911
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Large-sample inference on spatial dependence
Robinson, Peter M. - In: The econometrics journal 12 (2009), pp. 68-82
Persistent link: https://www.econbiz.de/10003876296
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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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Asymptotic theory for nonparametric regression with spatial data
Robinson, Peter M. - 2010
Persistent link: https://www.econbiz.de/10009531844
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Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
Gupta, Abhimanyu; Robinson, Peter M. - 2015
Persistent link: https://www.econbiz.de/10011393194
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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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Improved lagrange multiplier tests in spatial autoregressions
Rossi, Francesca; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10010238614
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Inference on nonstationary time series with moving mean
Gao, Jiti; Robinson, Peter M. - 2013
Persistent link: https://www.econbiz.de/10009789503