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Robinson, Peter (2019) Spatial long memory. Japanese Journal of Statistics and Data Science. ISSN 2520-8756
Zhang, Rongmao, Robinson, Peter and Yao, Qiwei 
ORCID: 0000-0003-2065-8486
(2019)
Identifying cointegration by eigenanalysis.
Journal of the American Statistical Association, 114 (526).
916 - 927.
ISSN 0162-1459
Robinson, Peter and Velasco, Carlos (2018) Inference on trending panel data. Journal of Econometrics, 206 (2). pp. 282-304. ISSN 0304-4076
Robinson, Peter and Taylor, Luke (2017) Adaptive estimation in multiple time series with independent component errors. Journal of Time Series Analysis, 38 (2). pp. 191-203. ISSN 0143-9782
Lee, Jungyoon and Robinson, Peter (2016) Series estimation under cross-sectional dependence. Journal of Econometrics, 190 (1). pp. 1-17. ISSN 0304-4076
Robinson, Peter and Rossi, Francesca (2015) Refinements in maximum likelihood inference on spatial autocorrelation in panel data. Journal of Econometrics, 189 (2). pp. 447-456. ISSN 0304-4076
Delgado, Miguel A. and Robinson, Peter (2015) Non-nested testing of spatial correlation. Journal of Econometrics, 187 (1). pp. 385-401. ISSN 0304-4076
Lee, Jungyoon and Robinson, Peter (2015) Panel nonparametric regression with fixed effects. Journal of Econometrics, 188 (2). pp. 346-362. ISSN 0304-4076
Robinson, Peter (2011) Asymptotic theory for nonparametric regression with spatial data. Journal of Econometrics, 165 (1). pp. 5-19. ISSN 0304-4076
Hualde, Javier and Robinson, Peter (2011) Gaussian pseudo-maximum likelihood estimation of fractional time series models. Annals of Statistics, 39 (6). pp. 3152-3181. ISSN 0090-5364
Hualde, J. and Robinson, Peter (2010) Semiparametric inference in multivariate fractionally cointegrated systems. Journal of Econometrics, 157 (2). pp. 492-511. ISSN 0304-4076
Robinson, Peter (2009) Inference on nonparametrically trending time series with fractional errors. Econometric Theory, 25 (6). pp. 1716-1733. ISSN 1469-4360
Robinson, Peter (2009) Large-sample inference on spatial dependence. Econometrics Journal, 12 (s1). S68-S82. ISSN 1368-4221
Robinson, Peter (2008) Correlation testing in time series, spatial and cross-sectional data. Journal of Econometrics, 147 (1). pp. 5-16. ISSN 0304-4076
Robinson, Peter (2008) Diagnostic testing for cointegration. Journal of Econometrics, 143 (1). pp. 206-225. ISSN 0304-4076
Robinson, Peter (2008) Developments in the analysis of spatial data. Journal of the Japan Statistical Society, 38 (1). pp. 87-96. ISSN 1882-2754
da Silva, Afonso Gonçalves and Robinson, Peter (2008) Finite sample performance in cointegration analysis of nonlinear time series with long memory. Econometric Reviews, 27 (1). pp. 268-297. ISSN 0747-4938
Robinson, Peter (2008) Multiple local whittle estimation in stationary systems. Annals of Statistics, 36 (5). pp. 2508-2530. ISSN 0090-5364
Hualde, J. and Robinson, Peter (2007) Root-n-consistent estimation of weak fractional cointegration. Journal of Econometrics, 140 (2). pp. 450-484. ISSN 0304-4076
Schmidt, U, Lee, S, Beecham, Jennifer, Perkins, S, Treasure, J, Yi, I, Winn, S, Robinson, Peter, Murphy, R, Keville, S, Johnson-Sabine, E, Jenkins, M, Frost, S, Dodge, L, Berelowitz, M and Eisler, I (2007) A randomized controlled trial of family therapy and cognitive-behavioral guided self-care for adolescents with bulimia nervosa or related disorders. American Journal of Psychiatry, 164 (4). pp. 591-598. ISSN 0002-953X
Robinson, Peter (2007) Nonparametric spectrum estimation for spatial data. Journal of Statistical Planning and Inference, 137 (3). pp. 1024-1034. ISSN 0378-3758
Robinson, Peter (2005) Efficiency improvements in inference on stationary and nonstationary fractional time series. Annals of Statistics, 33 (4). pp. 1800-1842. ISSN 0090-5364
Nishiyama, Y. and Robinson, Peter (2005) The bootstrap and the Edgeworth expansion for semiparametric averaged derivatives. Econometrica, 73 (3). pp. 903-948. ISSN 0012-9682
Robinson, Peter (2005) The distance between rival nonstationary fractional processes. Journal of Econometrics, 128 (2). pp. 283-300. ISSN 0304-4076
Robinson, Peter and Iacone, F (2004) Cointegration in fractional systems with deterministic trends. Journal of Econometrics. ISSN 0304-4076
Robinson, Peter and Henry, M (2003) Higher-order kernel semiparametric M-estimation of long memory. Journal of Econometrics, 114 (1). pp. 1-27. ISSN 0304-4076
Hidalgo, Javier and Robinson, Peter (2002) Adapting to unknown disturbance autocorrelation in regression with long memory. Econometrica, 70 (4). pp. 1545-1581. ISSN 0012-9682
Robinson, Peter and Yajima, Y (2002) Determination of cointegrating rank in fractional systems. Journal of Econometrics, 106 (2). pp. 217-241. ISSN 0304-4076
Marinucci, D and Robinson, Peter (2001) Finite sample improvements in statistical inference with I(1) processes. Journal of Applied Econometrics, 16 (3). pp. 431-444. ISSN 0883-7252
Marinucci, D and Robinson, Peter (2001) Semiparametric fractional cointegration analysis. Journal of Econometrics, 105 (1). pp. 225-248. ISSN 0304-4076
Robinson, Peter (2001) The memory of stochastic volatility models. Journal of Econometrics, 101 (2). pp. 195-218. ISSN 0304-4076
Velasco, C and Robinson, Peter (2000) Whittle pseudo-maximum likelihood estimation for nonstationary time series. Journal of the American Statistical Association, 95 (452). 1229 - 1243. ISSN 0162-1459
Marinucci, D and Robinson, Peter (2000) Weak convergence of multivariate fractional processes. Stochastic Processes and Their Applications, 86 (1). 103 - 120. ISSN 0304-4149
Nishiyama, Y and Robinson, Peter (2000) Edgeworth expansions for semiparametric averaged derivatives. Econometrica, 68 (4). pp. 931-980. ISSN 0012-9682
Arteche, J and Robinson, Peter (2000) Semiparametric inference in seasonal and cyclical long memory processes. Journal of Time Series Analysis, 21 (1). pp. 1-26. ISSN 0143-9782
Robinson, Peter and Marinucci, D (2000) The averaged periodogram for nonstationary vector time series. Statistical Inference for Stochastic Processes, 3 (1-2.). pp. 149-160. ISSN 1387-0874
Marinucci, D and Robinson, Peter (1999) Alternative forms of fractional Brownian motion. Journal of Statistical Planning and Inference, 80 (1-2.). pp. 111-122. ISSN 0378-3758
Giraitis, Liudas, Robinson, Peter and Surgailis D, (1999) Variance-type estimation of long memory. Stochastic Processes and Their Applications, 80 (1). pp. 1-24. ISSN 0304-4149
Robinson, Peter (1998) Comment on ''Real and spurious long memory properties of stock market data'' by I.G. Lobato and N.E. Savin. Journal of Business and Economic Statistics, 16 (3). pp. 261-283. ISSN 0735-0015
Robinson, Peter (1998) Inference-without-smoothing in the presence of nonparametric autocorrelation. Econometrica, 66 (5). pp. 1163-1182. ISSN 0012-9682
Robinson, Peter and Zaffaroni, P (1998) Nonlinear time series with long memory : a model for stochastic volatility. Journal of Statistical Planning and Inference, 68 (2). pp. 359-371. ISSN 0378-3758
Lobato, Ignacio and Robinson, Peter (1998) A nonparametric test for I(0). Review of Economic Studies, 65 (3). pp. 475-495. ISSN 0034-6527
Giraitis, L, Robinson, Peter and Samarov, A (1997) Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Journal of Time Series Analysis, 18 (1). pp. 49-60. ISSN 0143-9782
Gil-Alana, L A and Robinson, Peter (1997) Testing of unit root and other non-stationary hypotheses in macroeconomic time series. Journal of Econometrics, 80 (2). pp. 241-268. ISSN 0304-4076
Robinson, Peter (1996) The education debate: have we got our priorities right? Centrepiece, 1 (2). ISSN 1362-3761
Lobato, I and Robinson, Peter (1996) Averaged periodogram estimation of long memory. Journal of Econometrics, 73 (1). pp. 303-324. ISSN 0304-4076
Robinson, Peter and Thomson, P J (1996) Estimation of second-order properties from jittered time series. Annals of the Institute of Statistical Mathematics, 48 (1). pp. 29-48. ISSN 0020-3157
Delgado, Miguel A and Robinson, Peter (1996) Optimal spectral bandwidth for long memory. Statistica Sinica, 6 (1). pp. 97-112. ISSN 1017-0405
Delgado, Miguel A and Robinson, Peter (1996) Optimal spectral kernel for long-range dependent time series. Statistics and Probability Letters, 30 (1). pp. 37-43. ISSN 0167-7152
Lee, David K C and Robinson, Peter (1996) Semiparametric exploration of long memory in stock prices. Journal of Statistical Planning and Inference, 50 (2). pp. 155-174. ISSN 0378-3758
Hidalgo, J and Robinson, Peter (1996) Testing for structural change in a long-memory environment. Journal of Econometrics, 70 (1). pp. 159-174. ISSN 0304-4076
Robinson, Peter (1995) Gaussian semiparametric estimation of long range dependence. Annals of Statistics, 23 (5). pp. 1630-1661. ISSN 0090-5364
Robinson, Peter (1995) Log-periodogram regression of time series with long range dependence. Annals of Statistics, 23 (3). pp. 1048-1072. ISSN 0090-5364
Robinson, Peter (1995) Nearest neighbour estimation of semiparametric regression models. Journal of Nonparametric Statistics, 5. pp. 33-41. ISSN 1048-5252
Robinson, Peter (1995) The approximate distribution of nonparametric regression estimates. Statistics and Probability Letters, 23 (2). pp. 193-201. ISSN 0167-7152
Robinson, Peter (1995) An invariance property of optimal spectral bandwidths. Statistics and Probability Letters, 24 (4). pp. 345-346. ISSN 0167-7152
Robinson, Peter (1995) The normal approximation for semiparametric averaged derivatives. Econometrica, 63 (3). pp. 667-680. ISSN 0012-9682
Robinson, Peter (1994) Efficient tests of nonstationary hypotheses. Journal of the American Statistical Association, 89 (428). pp. 1420-1437. ISSN 0162-1459
Robinson, Peter (1994) Memorial article : Edward J. Hannan, 1921-1994. Journal of Time Series Analysis, 15 (6). pp. 563-576. ISSN 0143-9782
Delgado, MA and Robinson, Peter (1994) New methods for the analysis of long-memory time-series : application to Spanish inflation. Journal of Forecasting, 13 (2 SI). pp. 97-108. ISSN 0277-6693
Robinson, Peter (1994) Rates of convergence and optimal spectral bandwidth for long range dependence. Probability Theory and Related Fields, 99. pp. 443-473. ISSN 0178-8051
Robinson, Peter (1994) Semiparametric analysis of long memory time series. Annals of Statistics, 22 (1). pp. 515-539. ISSN 0090-5364
Cheng, B and Robinson, Peter (1994) Semiparametric estimation from time series with long-range dependence. Journal of Econometrics, 64 (01-Feb). pp. 335-354. ISSN 0304-4076
Robinson, Peter (1994) A class of estimators for the mean of a finite population using auxiliary information. Sankhya : The Indian Journal of Statistics, 56 (3). pp. 389-399. ISSN 0972-7671
Robinson, Peter (1993) Highly insignificant f-ratios. Econometrica, 61 (3). p. 687. ISSN 0012-9682
Robinson, Peter (1993) Nonparametric time series with long range dependence. Bulletin of the International Statistical Institute, 49th s (1). pp. 315-325. ISSN 0074-8609
Robinson, Peter (1993) The estimation of transformation models. International Statistical Review, 61. pp. 465-475. ISSN 0306-7734
Delgado, MA and Robinson, Peter (1992) Nonparametric and semiparametric methods for economic research. Journal of Economic Surveys, 6 (3). p. 201. ISSN 0950-0804
Robinson, Peter (1991) Applications of semiparametric modelling in economics. Revista Espanola de Economia, 8. pp. 53-60. ISSN 0210-1025
Robinson, Peter (1991) Automatic frequency-domain inference on semiparametric and nonparametric models. Econometrica, 59 (5). pp. 1329-1363. ISSN 0012-9682
Robinson, Peter (1991) Best nonlinear three-stage least squares estimation of certain econometric models. Econometrica, 59 (3). pp. 755-786. ISSN 0012-9682
Robinson, Peter (1991) Consistent nonparametric entropy-based testing. Review of Economic Studies, 58(3) (195). pp. 437-453. ISSN 0034-6527
Cheng, Bing and Robinson, Peter (1991) Density estimation in strongly dependent non-linear time series. Statistica Sinica, 1 (2). pp. 335-359. ISSN 1017-0405
Robinson, Peter (1991) Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression. Journal of Econometrics, 47 (1). pp. 67-84. ISSN 0304-4076
Robinson, Peter (1989) Hypothesis testing in semiparametric and nonparametric models for econometric time series. Review of Economic Studies, 56 (188). pp. 511-534. ISSN 0034-6527
Robinson, Peter and Bera, A K (1989) Tests for serial dependence and other specification analysis in models of markets in disequilibrium. Journal of Business and Economic Statistics, 7. pp. 343-352. ISSN 0735-0015
Robinson, Peter and Harvey, A C (1988) Efficient estimation of nonstationary time series regression. Journal of Time Series Analysis, 9. pp. 201-214. ISSN 0143-9782
Robinson, Peter (1988) Route-N-consistent semiparametric regression. Econometrica, 56 (4). pp. 931-954. ISSN 0012-9682
Robinson, Peter (1988) Semiparametric econometrics : a survey. Journal of Applied Econometrics, 3 (1). pp. 35-51. ISSN 0883-7252
Robinson, Peter (1988) Using Gaussian estimators robustly. Oxford Bulletin of Economics and Statistics, 50 (1). pp. 97-106. ISSN 0305-9049
Robinson, Peter (1988) The stochastic difference between econometric statistics. Econometrica, 56 (3). pp. 531-548. ISSN 0012-9682
Robinson, Peter (1987) Adaptive estimation of heteroskedastic econometric models. Revista de Econometria, 7 (2). pp. 5-28. ISSN 0101-7012
Robinson, Peter (1987) Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form. Econometrica, 55. pp. 875-891. ISSN 0012-9682
Robinson, Peter (1987) Estimation of disequilibrium and limited dependent variable models with serially dependent residuals. Economics Letters, 23 (1). pp. 53-57. ISSN 0165-1765
Robinson, Peter (1987) Time series residuals with application to probability density estimation. Journal of Time Series Analysis, 8. pp. 320-344. ISSN 0143-9782
Robinson, Peter (1986) Comment on a paper by Singh and Ullah. Econometric Theory, 2 (1). pp. 151-152. ISSN 0266-4666
Robinson, Peter (1986) Discussion : ''Influence functionals for time series'' by R. D. Martin and V. J. Yohai. Annals of Statistics, 14 (3). pp. 832-834. ISSN 0090-5364
Robinson, Peter (1986) Nonparametric estimation from time series residuals. Cahiers du Centre d'études de Recherche Opérationnelle, 28 (1). pp. 197-208. ISSN 0008-9737
Robinson, Peter (1986) Nonparametric methods in specification. The Economic Journal, 96 (Supple). pp. 134-144. ISSN 0013-0133
Robinson, Peter (1986) On a model for a time series of cross-sections. Journal of Applied Probability, 23A. pp. 113-125. ISSN 0021-9002
Robinson, Peter (1986) On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators. Annals of the Institute of Statistical Mathematics, 38 (1). pp. 539-549. ISSN 0020-3157
Robinson, Peter (1986) On the errors-in-variables problem for time series. Journal of Multivariate Analysis, 19. pp. 240-250. ISSN 0047-259X
Robinson, Peter (1985) Approximate optimal allocation in repeated sampling from a finite population. Journal of Statistical Planning and Inference, 11 (2). pp. 135-148. ISSN 0378-3758
Robinson, Peter (1985) Testing for serial correlation in regression with missing observations. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 47 (3). pp. 429-437. ISSN 1369-7412
Robinson, Peter, Bera, AK and Jarque, CM (1985) Tests for serial difference in limited dependent variable models. International Economic Review, 26 (3). pp. 629-638. ISSN 0020-6598
Robinson, Peter (1984) Kernel estimation and interpolation for time series containing missing observations. Annals of the Institute of Statistical Mathematics, 36 (1). pp. 403-417. ISSN 0020-3157
Robinson, Peter and Sarndal, C E (1983) Asymptotic properties of the generalized regression estimator in probability sampling. Sankhya : The Indian Journal of Statistics, 45. pp. 240-248. ISSN 0972-7671
Robinson, Peter (1983) Nonparametric estimators for time series. Journal of Time Series Analysis, 4. pp. 185-207. ISSN 0143-9782
Robinson, Peter (1982) Analysis of time series from mixed distributions. Annals of Statistics, 10 (3). pp. 915-925. ISSN 0090-5364
Robinson, Peter (1982) On the asymptotic properties of estimators of models containing limited dependent variables. Econometrica, 50 (1). pp. 27-41. ISSN 0012-9682
Robinson, Peter (1982) On the convergence of the Horvitz-Thompson estimator. Australian Journal of Statistics, 24 (2). pp. 234-238. ISSN 0004-9581
Robinson, Peter and Dunsmuir, W (1981) Asymptotic theory for time series containing missing and amplitude modulated observations. Sankhya : The Indian Journal of Statistics, 43. pp. 260-281. ISSN 0972-7671
Robinson, Peter and Dunsmuir, W (1981) Estimation of time series models in the presence of missing data. Journal of the American Statistical Association, 76. pp. 560-568. ISSN 0162-1459
Robinson, Peter and Dunsmuir, W (1981) Parametric estimators for stationary time series with missing observations. Advances in Applied Probability, 13. pp. 129-146. ISSN 0001-8678
Robinson, Peter (1979) Comments on ''Statistical analysis of econometric models'' by A. Zellner. Journal of the American Statistical Association, 74 (367). pp. 646-647. ISSN 0162-1459
Robinson, Peter (1979) Distributed lag approximation to linear time-invariant systems. Annals of Statistics, 7 (3). pp. 507-515. ISSN 0090-5364
Robinson, Peter (1978) Alternative models for stationary stochastic processes. Stochastic Processes and Their Applications, 8 (2). pp. 141-152. ISSN 0304-4149
Hsiao, C and Robinson, Peter (1978) Efficient estimation of a dynamic error-shock model. International Economic Review, 19. pp. 467-479. ISSN 0020-6598
Robinson, Peter (1978) On consistency in time series analysis. Annals of Statistics, 6 (1). pp. 215-223. ISSN 0090-5364
Robinson, Peter (1978) Statistical inference for a random coefficient autoregressive model. Scandinavian Journal of Statistics, 5. pp. 163-168. ISSN 0303-6898
Robinson, Peter (1977) Estimating variances and covariances of sample autocorrelations and autocovariances. Australian Journal of Statistics, 19 (3). pp. 236-240. ISSN 0004-9581
Robinson, Peter (1977) Estimation of a time series model from unequally spaced data. Stochastic Processes and Their Applications, 6 (1). pp. 9-24. ISSN 0304-4149
Robinson, Peter (1977) Finite-parameter approximations to frequency response function. Communications in Statistics - Theory and Methods, 6 (7). pp. 661-677. ISSN 0361-0926
Robinson, Peter (1977) The construction and estimation of continuous time models and discrete approximation in econometrics. Journal of Econometrics, 6(2). pp. 173-197. ISSN 0304-4076
Robinson, Peter (1977) The estimation of a multivariate linear relation. Journal of Multivariate Analysis, 7 (3). pp. 409-423. ISSN 0047-259X
Robinson, Peter (1977) The estimation of a nonlinear moving average model. Stochastic Processes and Their Applications, 5 (1). pp. 81-90. ISSN 0304-4149
Robinson, Peter (1976) Instrumental variables estimation of differential equations. Econometrica, 44 (4). pp. 765-776. ISSN 0012-9682
Robinson, Peter (1976) The aliasing problem in differential equation estimation. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 38 (2). pp. 180-188. ISSN 1369-7412
Robinson, Peter (1976) The estimation of linear differential equations with constant coefficients. Econometrica, 44 (4). pp. 751-764. ISSN 0012-9682
Robinson, Peter (1975) Continuous time regressions with discrete data. Annals of Statistics, 3 (3). pp. 688-697. ISSN 0090-5364
Robinson, Peter (1974) Identification, estimation and large-sample theory for regressions containing unobservable variables. International Economic Review, 15(3). pp. 680-692. ISSN 0020-6598
Robinson, Peter (1974) Stochastic difference equations with non-integral differences. Advances in Applied Probability, 6 (3). pp. 524-545. ISSN 0001-8678
Robinson, Peter (1973) Generalized canonical analysis for time series. Journal of Multivariate Analysis, 3. pp. 141-160. ISSN 0047-259X
Robinson, Peter and Hannan, E J (1973) Lagged regression with unknown lags. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 35. pp. 252-267. ISSN 1369-7412
Robinson, Peter (1972) Non-linear regression for multiple time series. Journal of Applied Probability, 9 (4). pp. 758-768. ISSN 0021-9002
Robinson, Peter (2003) Long memory time series. In: Robinson, Peter, (ed.) Time Series With Long Memory. Advanced texts in econometrics. Oxford University Press, Oxford. ISBN 0199257302 (pbk.)
Robinson, Peter (2001) Long range dependence. In: El-Shaarawi, Abdel H and Piegorsch, Walter W, (eds.) Encyclopaedia of Environmetrics. John Wiley & Sons, Chichester.
Robinson, Peter and Henry, M (1996) Bandwidth choice in Gaussian semiparametric estimation of long range dependence. In: Robinson, Peter and Rosenblatt, Murray, (eds.) Athens Conference on Applied Probability and Time Series Analysis. Volume Ii : Time Series Analysis in Memory of E.J. Hannan. Lecture notes in statistics ; 115. Springer Berlin / Heidelberg, Berlin. ISBN 0-387947876
Robinson, Peter and Pinkse, C A P (1995) Pooling nonparametric estimates of regression functions with similar shape. In: Maddala, G S, Phillips, Peter C B and Srinivasan, T N, (eds.) Advances in Econometrics and Quantitative Economics : Essays in Honour of C. R. Rao. Blackwell Publishing Ltd., Cambridge, Mass., pp. 172-197. ISBN 0-1557863822
Robinson, Peter (1993) Continuous-time models in econometrics : closed and open systems, stocks and flows. In: Phillips, P C B, (ed.) Models, Methods, and Applications of Econometrics - Essays in Honor of A.R. Bergstrom. Blackwell Publishing Ltd., Cambridge, Mass, pp. 71-90. ISBN 1-55-786110-2
Robinson, Peter (1992) Semiparametric methods for time series. In: Brillinger, D R, Caines, P, Geweke, J, Parzen, E, Rosenblatt, M and Taqqu, M, (eds.) New Directions in Time Series Analysis : Pt. 1. The IMA Volumes in Mathematics & Its Applications. Springer Berlin / Heidelberg, Berlin, pp. 315-326. ISBN 3-540978968
Robinson, Peter (1991) Nonparametric function estimation for long memory time series. In: Barnett, W A, Powell, J and Tauchen, G E, (eds.) Nonparametric and Semiparametric Methods in Econometrics and Statistics - Proceedings of the Fifth International Symposium In. Cambridge University Press, Cambridge, pp. 437-458. ISBN 0-52-137090-6
Robinson, Peter and Stoyanov, J (1991) Semiparametric and nonparametric inference from irregular observations on continuous time stochastic processes. In: Roussas, George G, (ed.) Nonparametric Functional Estimation and Related Topics. NATO Science Series. C: Mathematical and Physical Sciences. Kluwer Academic Publishers, Dordrecht ; London, pp. 553-557. ISBN 0-792312260
Robinson, Peter (1991) Time-varying nonlinear regression. In: Hackl, Peter, (ed.) Economic Structural Change. Analysis and Forecasting. Springer Berlin / Heidelberg, Berlin, pp. 179-190. ISBN 0-387514546
Robinson, Peter (1989) Nonparametric estimation of time-varying parameters. In: Hackl, Peter, (ed.) Statistical Analysis and Forecasting of Economic Structural Change. Springer Berlin / Heidelberg, Berlin, pp. 253-264. ISBN 3-540514546
Robinson, Peter (1987) Stochastic differential equation models for panel data. In: Dimovski, I and Stoyanov, J, (eds.) Differential Equations and Applications. Rusenski universitet, Rousse, pp. 879-885.
Robinson, Peter (1984) Multiple time series analysis of irregularly spaced data. In: Parzen, Emanuel, (ed.) Time Series Analysis of Irregularly Observed Data : Proceedings of a Symposium Held at Texas A&m University, College Station, Te. Lecture notes in statistics ; 25. Springer Berlin / Heidelberg, New York, pp. 276-289. ISBN 0387960406(pbk.)
Robinson, Peter (1983) Review of various approaches to power spectrum estimation. In: Brillinger, D R and Krishnaiah, P R, (eds.) Time Series in the Frequency Domain. Handbook of statistics ; v. 3. North-Holland, Amsterdam, Oxford, pp. 343-368. ISBN 0-444867260
Robinson, Peter and Lenz, H J (1983) Sampling of cross-sectional time series. In: Heiler, Siegfried, (ed.) Recent Trends in Statistics. Proceedings of the Anglo-German Statistical Meeting, Dortmund, 24-26 May 1982. Vandenhoeck & Ruprecht, Gottingen, pp. 56-68. ISBN 3-525111932
Robinson, Peter (1982) Economic time series analysis and sample survey theory. In: Games, Economic Dynamics, Time Series Analysis. IHS studies ; no.2. Physica-Verlag, Wien, pp. 322-334. ISBN 3-790802719
Robinson, Peter (1980) Continuous model fitting from discrete data. In: Brillinger, D R and Tiao, G C, (eds.) Directions in Time Series. Institute of Mathematical Statistics, Beachwood, Ohio, pp. 263-278.
Robinson, Peter (1980) Efficient estimation of a rational spectral density. In: Kunt, M and Coulon Frederic de, , (eds.) Proceedings of the First European Signal Processing Conference. Elsevier Science (Firm), Amsterdam, pp. 701-704. ISBN 0-444860509
Robinson, Peter (1978) Comments on ''Some consequences of temporal aggregation in seasonal time analysis models'' by W. W. S. Wei. In: Zellner, A, (ed.) Seasonal Analysis of Economic Time Series. United States. Bureau of the Census, Washington, DC, pp. 445-447.
Robinson, Peter and Ferrara, M C (1977) The estimation of a model for an unobservable variable with endogenous causes. In: Aigner, Dennis J and Goldberger, Arthur S, (eds.) Latent Variables in Socioeconomic Models. North-Holland, Amsterdam, pp. 131-142. ISBN 0-720405262
Robinson, Peter (1976) Fourier estimation of continuous time models. In: Bergstrom, A R, (ed.) Statistical Inference in Continuous Time Economic Models. North-Holland, Amsterdam, pp. 215-266. ISBN 0720432030; 0444109919
Robinson, Peter (1976) Some problems in the identification and estimation of continuous time systems from discrete time data. In: Mehra, Raman K. and Lainiotis, Dimitri G., (eds.) System Identification : Advances and Case Studies. Academic Press, New York, pp. 407-439. ISBN 0-124879500
Robinson, Peter (2008) Inference on nonparametrically trending time series with fractional errors. Econometrics Papers (EM/2009/532). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter (2008) Developments in the analysis of spatial data. Econometrics Papers (EM/2009/531). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter (2008) Correlation testing in time series, spatial and cross-sectional data. Econometrics Papers (EM/2009/530). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter (2008) Large-sample inference on spatial dependence. Econometrics Papers (EM/2009/533). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter (2007) Diagnostic testing for cointegration. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter (2007) On discrete sampling of time-varying continuous-time systems. EM (520). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Gonçalves da Silva, Afonso and Robinson, Peter (2007) Fractional cointegration in stochastic volatility models. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter (2006) Conditional-sum-of-squares estimation of models for stationary time series with long memory. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter (2005) Modelling memory of economic and financial time series. Econometrics; EM/2005/487 (EM/05/487). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter (2004) Efficiency improvements in inference on stationary and nonstationary fractional time series. Econometrics; EM/2004/480 (EM/04/480). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Giraitis, Liudas and Robinson, Peter (2002) Edgeworth expansions for semiparametric Whittle estimation of long memory. Econometrics; EM/2002/438 (EM/02/438). Suntory and Toyota International Centres for Economics and Related Disciplines, London.
Robinson, Peter and Henry, Marc (2002) Higher-order kernel semiparametric M-estimation of long memory. Econometrics; EM/2002/436 (EM/02/436). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Hidalgo, Javier and Robinson, Peter (2001) Adapting to unknown disturbance autocorrelation in regression with long memory. Econometrics; EM/2001/427 (EM/01/427). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Giraitis, Liudas, Hidalgo, Javier and Robinson, Peter (2001) Gaussian estimation of parametric spectral density with unknown pole. Econometrics; EM/2001/424 (EM/01/424). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter and Yajima, Yoshihiro (2001) Determination of cointegrating rank in fractional systems. Econometrics; EM/2001/423 (EM/01/423). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Marinucci, D. and Robinson, Peter (2001) Finite sample improvements in statistical inference with I(1) processes. Econometrics; EM/2001/422 (EM/01/422). Suntory and Toyota International Centres for Economics and Related Disciplines, London.
Marinucci, D and Robinson, Peter (2001) Narrow-band analysis of nonstationary processes. Econometrics; EM/2001/421 (EM/01/421). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Chen, Xiaohong, Linton, Oliver and Robinson, Peter (2001) The estimation of conditional densities. Econometrics; EM/2001/415 (EM/01/415). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Giraitis, Liudas, Robinson, Peter and Surgailis, Donatas (2000) A model for long memory conditional heteroscedasticity. Econometrics; EM/2000/382 (EM/00/382). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Nishiyama, Y and Robinson, Peter (1999) Studentization in Edgworth expansions for estimates of semiparametric index models. Econometrics; EM/1999/374 (EM/99/374). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter (1998) Employability and exclusion: what governments can do. Centre for Economic Performance special papers (CEPSP09). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Robinson, Peter (1997) Literacy, numeracy and economic performance. Centre for Economic Performance special papers (CEPSP08). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Robinson, Peter (1997) Measure for measure: a critical note on the national targets for education and training and international comparisons of educational attainment. CEP Discussion Papers (CEPDP0355). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Robinson, Peter (1997) The myth of parity of esteem: earnings and qualifications. CEP Discussion Papers (CEPDP0354). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Robinson, Peter (1997) Water under the bridge: changes in employment in Britain and the OECD. CEP Discussion Papers (CEPDP0325). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Manacorda, M and Robinson, Peter (1997) Qualifications and the labour market in Britain: 1984-1994 skill biased change in the demand for labour or credentialism? CEP discussion paper; CEPDP0330 (330). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Robinson, Peter and Zaffaroni, Paolo (1997) Nonlinear time series with long memory : a model for stochastic volatility. Econometrics; EM/1997/320 (EM/1997/320). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Gil-Alana, L A and Robinson, Peter (1996) Testing of unit root and other nonstationary hypotheses in macroeconomic time series. Econometrics; EM/1996/317 (EM/1996/317). Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.
Robinson, Peter (1996) Rhetoric and reality: Britain's new vocational qualifications. Centre for Economic Performance special papers (CEPSP01). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Robinson, Peter (1995) The British disease overcome? Living standards. CEP Discussion Papers (CEPDP0260). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Robinson, Peter (1995) The decline of the Swedish model and the limits to active labour market policy. CEP Discussion Papers (CEPDP0259). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Robinson, Peter (1994) The British labour market in historical perspective: changes in the structure of employment and unemployment. CEP Discussion Papers (CEPDP0202). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Robinson, Peter (1994) Is there an explanation for rising pay inequality in the UK? CEP Discussion Papers (CEPDP0206). London School of Economics and Political Science. Centre for Economic Performance, London, UK.
Robinson, Peter (2003) Time series with long memory. Advanced texts in econometrics. Oxford University Press, Oxford. ISBN 0199257302 (pbk.)
Rosenblatt, M and Robinson, Peter (1996) Athens conference on applied probability and time series analysis. Volume II : time series analysis in memory of E.J. Hannan. Lecture notes in statistics ; 115. Springer Berlin / Heidelberg, Berlin. ISBN 0-387947876
