Peter Robinson

29 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-8516-9758

Department of Economics, London School of Economics, London, UK

Publications

• Long-Range Dependent Curve Time Series — Journal of the American Statistical Association 2020
• Identifying Cointegration by Eigenanalysis — Journal of the American Statistical Association 2019
• Multiple local whittle estimation in stationary systems — The Annals of Statistics 2008
• Comment — Journal of the American Statistical Association 2006
• The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives* — Econometrica 2005
• Efficiency improvements in inference on stationary and nonstationary fractional time series — The Annals of Statistics 2005
• Cointegration in Fractional Systems with Unknown Integration Orders — Econometrica 2003
• Gaussian estimation of parametric spectral density with unknown pole — The Annals of Statistics 2001 (name-matched, not ORCID-linked)
• Narrow-band analysis of nonstationary processes — The Annals of Statistics 2001 (name-matched, not ORCID-linked)
• Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series — Journal of the American Statistical Association 2000
• Edgeworth Expansions for Semiparametric Averaged Derivatives — Econometrica 2000
• A Nonparametric Test for I(0) — The Review of Economic Studies 1998
• Large-sample inference for nonparametric regression with dependent errors — The Annals of Statistics 1997
• Time series regression with long-range dependence — The Annals of Statistics 1997
• Gaussian Semiparametric Estimation of Long Range Dependence — The Annals of Statistics 1995
• Log-Periodogram Regression of Time Series with Long Range Dependence — The Annals of Statistics 1995
• Efficient Tests of Nonstationary Hypotheses — Journal of the American Statistical Association 1994
• Semiparametric Analysis of Long-Memory Time Series — The Annals of Statistics 1994
• Consistent Nonparametric Entropy-Based Testing — The Review of Economic Studies 1991
• Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series — The Review of Economic Studies 1989
• Testing for Serial Correlation in Regression with Missing Observations — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1985
• Analysis of Time Series from Mixed Distributions — The Annals of Statistics 1982
• Estimation of Time Series Models in the Presence of Missing Data — Journal of the American Statistical Association 1981
• Distributed Lag Approximation to Linear Time-Invariant Systems — The Annals of Statistics 1979
• Comment — Journal of the American Statistical Association 1979
• On Consistency in Time Series Analysis — The Annals of Statistics 1978
• The Aliasing Problem in Differential Equation Estimation — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1976
• Continuous Time Regressions with Discrete Data — The Annals of Statistics 1975
• Lagged Regression with Unknown Lags — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 1973