Semiparametric Methods in Spatial Econometrics
Lead Research Organisation:
London School of Economics & Pol Sci
Department Name: Economics
Abstract
Abstracts are not currently available in GtR for all funded research. This is normally because the abstract was not required at the time of proposal submission, but may be because it included sensitive information such as personal details.
People |
ORCID iD |
| Peter Robinson (Principal Investigator) |
Publications
Da Silva A
(2008)
FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS
in Econometric Theory
Da Silva A
(2008)
Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
in Econometric Reviews
Hualde J
(2007)
Root--consistent estimation of weak fractional cointegration
in Journal of Econometrics
Peter Robinson (author)
(2008)
Developments in the analysis of spatial data
in Journal of the Japan Statistical Society
Robinson P
(2008)
Correlation testing in time series, spatial and cross-sectional data
in Journal of Econometrics
Robinson P
(2007)
Nonparametric spectrum estimation for spatial data
in Journal of Statistical Planning and Inference
Robinson P
(2008)
Diagnostic testing for cointegration
in Journal of Econometrics
Robinson P
(2009)
Large-sample inference on spatial dependence
in Econometrics Journal
Robinson P
(2010)
Efficient estimation of the semiparametric spatial autoregressive model
in Journal of Econometrics
Robinson P
(2009)
INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS
in Econometric Theory