Semiparametric Methods in Spatial Econometrics
Lead Research Organisation:
London School of Economics and Political Science
Department Name: Economics
Abstract
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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
(2008)
Multiple local whittle estimation in stationary systems
in The Annals of Statistics
Robinson P
(2008)
Diagnostic testing for cointegration
in Journal of Econometrics
Robinson P
(2011)
Asymptotic theory for nonparametric regression with spatial data
in Journal of Econometrics
Robinson P
(2010)
Efficient estimation of the semiparametric spatial autoregressive model
in Journal of Econometrics
Robinson P
(2009)
ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS
in Econometric Theory