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Robinson, Peter M. and Rossi, Francesca (2014) Improved Lagrange multiplier tests in spatial autoregressions. The Econometrics Journal, 17 (1). pp. 139-164. ISSN 1368-4221

Delgado, Miguel A. and Robinson, Peter M. (2013) Non-nested testing of spatial correlation. Econometrics, EM/2013/568. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Lee, Jungyoon and Robinson, Peter M. (2013) Series estimation under cross-sectional dependence. Econometrics, EM/2013/570. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Robinson, Peter M. and Rossi, Francesca (2013) Improved tests for spatial correlation. Econometrics, EM/2013/565. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Robinson, Peter M. and Velasco, Carlos (2013) Efficient inference on fractionally integrated panel data models with fixed effects. Econometrics, EM/2013/567. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Lee, Jungyoon and Robinson, Peter M. (2013) Panel nonparametric regression with fixed effects. Econometrics, EM/2013/569. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Robinson, Peter M. (2013) The estimation of misspecified long memory models. Journal of Econometrics, 178 . pp. 225-230. ISSN 0304-4076

Robinson, Peter M. and Thawornkaiwong, Supachoke (2012) Statistical inference on regression with spatial dependence. Journal of Econometrics, 167 (2). pp. 521-542. ISSN 0304-4076

Robinson, Peter M. (2012) Nonparametric trending regression with cross-sectional dependence. Journal of Econometrics, 169 (1). pp. 4-14. ISSN 0304-4076

Robinson, Peter M. (2012) Inference on power law spatial trends. Bernoulli, 18 (2). pp. 644-677. ISSN 1350-7265

Robinson, Peter (2011) Asymptotic theory for nonparametric regression with spatial data. Journal of Econometrics, 165 (1). pp. 5-19. ISSN 0304-4076

Robinson, Peter M. (2011) Inference on power law spatial trends (Running Title: Power Law Trends). Econometrics, EM/2011/556. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

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

Robinson, Peter M. (2010) Efficient estimation of the semiparametric spatial autoregressive model. Journal of Econometrics, 157 (1). pp. 6-17. ISSN 0304-4076

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 1368-423X

Robinson, Peter M. (2009) On discrete sampling of time-varying continuous-time systems. Econometric Theory, 25 (04). pp. 985-994. ISSN 0266-4666

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) Inference on nonparametrically trending time series with fractional errors. Econometrics Papers, EM/2009/532. Suntory Centre, London School of Economics and Political Science, London, UK.

Robinson, Peter (2008) Developments in the analysis of spatial data. Econometrics Papers, EM/2009/531. Suntory Centre, London School of Economics and Political Science, London, UK.

Robinson, Peter (2008) Correlation testing in time series, spatial and cross-sectional data. Econometrics Papers, EM/2009/530. Suntory Centre, London School of Economics and Political Science, London, UK.

Robinson, Peter (2008) Diagnostic testing for cointegration. Journal of Econometrics, 143 (1). pp. 206-225. ISSN 0304-4076

Robinson, Peter (2008) Large-sample inference on spatial dependence. Econometrics Papers, EM/2009/533. Suntory Centre, London School of Economics and Political Science, London, UK.

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

da Silva, Afonso Gonçalves and Robinson, Peter M. (2008) Fractional cointegration in stochastic volatility models. Econometric Theory, 24 (05). pp. 1207-1253. ISSN 0266-4666

Robinson, Peter (2008) Multiple local whittle estimation in stationary systems. The Annals of Statistics, 36 (5). pp. 2508-2530. ISSN 0090-5364

Robinson, Peter M. (2007) Multiple local whittle estimation in stationary systems. EM/2007/525. Suntory and Toyota International Centres, London School of Economics and Political Science, London, UK. (Unpublished)

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

Robinson, Peter (2007) Diagnostic testing for cointegration. EM/2007/522. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

Gonçalves da Silva, Afonso and Robinson, Peter (2007) Fractional cointegration in stochastic volatility models. EM/2007/519. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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 M. (2007) Efficient estimation of the semiparametric spatial autoregressive model. EM/2007/515. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter (2006) Conditional-sum-of-squares estimation of models for stationary time series with long memory. EM/2006/505. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Hualde, Javier and Robinson, Peter M. (2006) Semiparametric Estimation of Fractional Cointegration. EM/2006/502. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Gerolimetto, M. (2006) Instrumental variables estimation of stationary and nonstationary cointegrating regressions. EM/2006/500. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Hualde, J. and Robinson, Peter M. (2006) Root-n-consistent estimation of weak fractional cointegration. EM/06/499. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (2006) Nonparametric spectrum estimation for spatial data. EM/06/498. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Zafaroni, Paolo (2005) Pseudo-maximum likelihood estimation of ARCH models. EM/05/495. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Zaffaroni, Paolo (2005) Pseudo-maximum likelihood estimation of ARCH(∞) models. Econometrics, EM/2005/495. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Robinson, Peter M. and Vidal Sanz, J. (2005) Modified whittle estimation of multilateral models on a lattice. EM/05/492. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

Robinson, P. M. (2005) Robust covariance matrix estimation : 'HAC' estimates with long memory/antipersistence correction. Econometric Theory, 21 (1). pp. 171-180. ISSN 1469-4360

Nishiyama, Yoshihiko and Robinson, Peter M. (2005) The bootstrap and the Edgeworth correction for semiparametric averaged derivatives. Econometrics; EM/2005/483, EM/05/483. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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 1468-0262

Robinson, Peter (2005) The distance between rival nonstationary fractional processes. Journal of Econometrics, 128 (2). pp. 283-300. ISSN 0304-4076

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 School of Economics and Political Science, London, UK.

Iacone, Fabrizio and Robinson, Peter M. (2004) Cointegration in fractional systems with deterministic trends. Econometrics; EM/2004/476, EM/04/476. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (2004) Robust covariance matrix estimation : HAC estimates with long memory/antipersistence correction. Econometrics; EM/2004/471, EM/04/471. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (2004) The distance between rival nonstationary fractional processes. Econometrics; EM/2004/468, EM/03/468. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter and Iacone, F (2004) Cointegration in fractional systems with deterministic trends. Journal of Econometrics . ISSN 0304-4076

Giraitis, Liudas, Leipus, Remigijus, Robinson, Peter M. and Surgailis, Donatas (2004) LARCH, leverage, and long memory. Journal of Financial Econometrics, 2 (2). pp. 177-210. ISSN 1479-8417

Robinson, Peter M. and Hualde, J. (2003) Cointegration in fractional systems with unknown integration orders. Econometrica, 71 (6). pp. 1727-1766. ISSN 1468-0262

Giraitis, Liudas, Leipus, Remigijus, Robinson, Peter M. and Surgailis, Donatas (2003) LARCH, leverage and long memory. Econometrics; EM/2003/460, EM/03/460. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (2003) Denis Sargan: some perspectives. Econometric Theory, 19 (3). pp. 481-494. ISSN 1469-4360

Robinson, Peter M. and Hualde, Javier (2003) Cointegration in fractional systems with unknown integration orders. Econometrics; EM/2003/449, EM/03/449. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Hualde, Javier and Robinson, Peter M. (2003) Cointegration in fractional systems with unkown integration orders. Econometrics, EM/2003/449. The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Giraitis, L. and Robinson, P.M. (2003) Edgeworth expansions for semiparametric Whittle estimation of long memory. Annals of Statistics, 31 (4). pp. 1325-1375. ISSN 0090-5364

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

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 M. and Giraitis, Liudas (2003) Parametric estimation under long range dependence. In: Doukhan, Paul, Oppenheim, George and Taqqu, Murad, (eds.) Theory and Applications of Long Range Dependence. Birkhauser, Basel, pp. 229-250. ISBN 9780817641689

Robinson, Peter M. (2003) Semiparametric frequency domain analysis of fractional cointegration. In: Robinson, Peter M., (ed.) Time Series With Long Memory. Advanced texts in econometrics. Oxford University Press, New York, pp. 334-374. ISBN 9780199257300

Robinson, Peter (2003) Time series with long memory. Advanced texts in econometrics . Oxford University Press, Oxford. ISBN 0199257302 (pbk.)

Robinson, Peter M. (2002) Denis Sargan: some perspectives. Econometrics; EM/2002/437, EM/02/437. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, 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 School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

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

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 School of Economics and Political Science, London, UK.

Giraitis, L, Hidalgo, J and Robinson, Peter M. (2001) Gaussian estimation of parametric spectral density with unknown pole. Annals of Statistics, 29 (4). pp. 987-1023. ISSN 0090-5364

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 School of Economics and Political Science, 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 School of Economics and Political Science, 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 School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

Marinucci, D and Robinson, Peter M. (2001) Semiparametric fractional cointegration analysis. Econometrics; EM/2001/420, EM/01/420. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Velasco, Carlos and Robinson, Peter M. (2001) Edgeworth expansions for spectral density estimates and studentized sample mean. Econometric Theory, 17 (3). pp. 497-539. ISSN 1469-4360

Giraitis, Liudas and Robinson, Peter M. (2001) Whittle estimation of ARCH models. Econometric Theory, 17 (3). pp. 608-631. ISSN 1469-4360

Giraitis, Liudas and Robinson, Peter M. (2001) Parametric estimation under long-range dependence. Econometrics; EM/2001/416, EM/01/416. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

Gil-Alaña, L. A. and Robinson, Peter M. (2001) Testing of seasonal fractional integration in UK and Japanese consumption and income. Journal of Applied Econometrics, 16 (2). pp. 95-114. ISSN 1099-1255

Robinson, Peter M. (2001) The memory of stochastic volatility models. Econometrics; EM/2001/410, EM/01/410. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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

Robinson, Peter (2001) Long range dependence. In: El-Shaarawi, Abdel H and Piegorsch, Walter W, (eds.) Encyclopaedia of Environmetrics. Wiley, Chichester.

Marinucci, D. and Robinson, Peter M. (2001) Narrow-band analysis of nonstationary processes. Annals of Statistics, 29 (4). pp. 947-986. ISSN 0090-5364

Marinucci, D and Robinson, Peter (2001) Semiparametric fractional cointegration analysis. Journal of Econometrics, 105 (1). pp. 225-248. ISSN 0304-4076

Robinson, Peter M. and Nishiyama, Yoshihiko (2001) Studentization in Edgeworth expansions for estimates of semiparametric index models. In: Hsiao, Cheng, Morimune, Kimio and Powell, James, (eds.) Nonlinear Statistical Modeling: Proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics. International symposia in economic theory and econometrics(13). Cambridge University Press, Cambridge, pp. 197-240. ISBN 9780521662468

Robinson, Peter M., Chen, Xu and Linton, Oliver (2001) The estimation of conditional densities. In: Puri, Madan L, (ed.) Asymptotics in Statistics and Probability - Papers in Honor of George Gregory Roussas. VSP international science publishers, Utrecht, The Netherlands, pp. 71-84. ISBN 9789067643337

Robinson, Peter (2001) The memory of stochastic volatility models. Journal of Econometrics, 101 (2). pp. 195-218. ISSN 0304-4076

Marinucci, D and Robinson, Peter M. (2000) The averaged periodogram for nonstationary vector time series. Econometrics; EM/2000/408, EM/00/408. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Gil-Alana, L A and Robinson, Peter M. (2000) Testing of seasonal fractional integration in UK and Japanese consumption and income. Econometrics; EM/2000/402, EM/00/402. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Giraitis, Liudas and Robinson, Peter M. (2000) Whittle estimation of ARCH models. Econometrics; EM/2000/406, EM/00/406. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London.

Robinson, Peter M. and Velasco, Carlos (2000) Edgeworth expansions for spectral density estimates and studentized sample mean. Econometrics; EM/2000/390, EM/00/390. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Velasco, Carlos (2000) Whittle pseudo-maximum likelihood estimation for nonstationary time series. Econometrics; EM/2000/391, EM/00/391. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

Giraitis, Liudas, Robinson, Peter M. and Samarov, Alexander (2000) Adaptive semiparametric estimation of the memory parameter. Journal of Multivariate Analysis, 72 (2). pp. 183-207. ISSN 0047-259X

Giraitis, Liudas, Robinson, Peter M. and Samarov, Alexander (2000) Adaptive semiparametric estimation of the memory parameter. Econometrics; EM/2000/379, EM/00/379. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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

Marinucci, D and Robinson, Peter (2000) Weak convergence of multivariate fractional processes. Stochastic Processes and Their Applications, 86 (1). pp. 103-120. ISSN 0304-4149

Velasco, C and Robinson, Peter (2000) Whittle pseudo-maximum likelihood estimation for nonstationary time series. Journal of the American Statistical Association, 95 (452). pp. 1229-1243. ISSN 0162-1459

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

Giraitis, Liudas, Robinson, Peter M. and Surgailis, Donatas (2000) A model for long memory conditional heteroscedasticity. Annals of Applied Probability, 10 (3). pp. 1002-1024. ISSN 1050-5164

Nishiyama, Y and Robinson, Peter M. (1999) Edgeworth expansions for semiparametric averaged derivatives. Econometrics; EM/1999/373, EM/99/373. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

Robinson, Peter M. and Henry, M. (1999) Long and short memory conditional heteroskedasticity in estimating the memory parameter of levels. Econometric Theory, 15 (3). pp. 299-336. ISSN 1469-4360

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

Robinson, Peter M. and Arteche, Josu (1999) Seasonal and cyclic long memory. In: Asymptotics, Nonparametrics and Time Series: a Tribute to Madan Lal Puri. Statistics: a series of textbooks and monographs,Vol.15. Marcel Dekker, London, pp. 115-148. ISBN 9780824700515

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

Giraitis, Liudas and Robinson, Peter M. (1998) Variance-type estimation of long memory. Econometrics; EM/1998/363, EM/98/363. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Arteche, Josu and Robinson, Peter M. (1998) Seasonal and cyclical long memory. Econometrics; EM/1998/360, EM/98/360. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Arteche, Josu and Robinson, Peter M. (1998) Semiparametric inference in seasonal and cyclical long memory processes. Econometrics; EM/1998/359, EM/98/359. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Henry, Marc (1998) Long and short memory conditional heteroscedasticity in estimating the memory parameter of levels. Econometrics; EM/1998/357, EM/98/357. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Marinucci, D and Robinson, Peter M. (1998) Alternative forms of fractional Brownian motion. Econometrics; EM/1998/354, EM/98/354. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Marinucci, D and Robinson, Peter M. (1998) Weak convergence of multivariate fractional processes. Econometrics; EM/1998/352, EM/98/352. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter (1998) Employability and exclusion: what governments can do. Centre for Economic Performance special papers, CEPSP09. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Marinucci, D and Robinson, Peter M. (1998) Semiparametric frequency domain analysis of fractional cointegration. Econometrics; EM/1998/348, EM/98/348. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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

Lobato, Ignacio and Robinson, Peter M. (1997) A nonparametric test for I(0). Econometrics; EM/1997/342, EM/1997/342. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (1997) Inference-without-smoothing in the presence of nonparametric autocorrelation. Econometrics; EM/1997/338, EM/1997/338. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (1997) Large-sample inference for nonparametric regression with dependent errors. Econometrics; EM/1997/336, EM/1997/336. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter (1997) Literacy, numeracy and economic performance. Centre for Economic Performance special papers, CEPSP08. Centre for Economic Performance, London School of Economics and Political Science, 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 paper; CEPDP0355, 355. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Robinson, Peter (1997) The myth of parity of esteem : earnings and qualifications. CEP discussion paper; CEPDP0354, 354. Centre for Economic Performance, London School of Economics and Political Science, 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. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Giraitis, Liudas, Robinson, Peter M. and Samarov, Alexander (1997) Rate optimal semiparametric estimation of the memory parameter of the Gaussian time series with long-range dependence. Econometrics; EM/1997/323, EM/1997/323. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter (1997) Water under the bridge : changes in employment in Britain and the OECD. CEP discussion paper; CEPDP0325, 325. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Robinson, Peter M. and Zaffaroni, Paolo (1997) Modelling nonlinearity and long memory in time series. Econometrics; EM/1997/319, EM/1997/319. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

Robinson, Peter M. and Hidalgo, Javier (1997) Time series regression with long range dependence. EM/1997/318. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Robinson, Peter M. (1997) Large-sample inference for nonparametric regression with dependent errors. Annals of Statistics, 25 (5). pp. 2054-2083. ISSN 0090-5364

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, P. M. and Hidalgo, Javier (1997) Time series regression with long-range dependence. The Annals of Statistics, 25 (1). pp. 77-104. ISSN 0090-5364

Robinson, Peter M. and Velasco, Carlos (1996) Autocorrelation-robust inference. Econometrics; EM/1996/316, EM/1996/316. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, 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 School of Economics and Political Science, London, UK.

Robinson, Peter (1996) The education debate: have we got our priorities right? Centrepiece, 1 (2). ISSN 1362-3761

Robinson, Peter (1996) Rhetoric and reality: Britain's new vocational qualifications. Centre for Economic Performance special papers, CEPSP01. Centre for Economic Performance, London School of Economics and Political Science,, London, UK.

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-Verlag, Berlin. ISBN 0-387947876

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 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-Verlag, Berlin. ISBN 0-387947876

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) The British disease overcome? Living standards. CEP discussion paper; CEPDP0260, 260. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

Robinson, Peter (1995) The decline of the Swedish model and the limits to active labour market policy. CEP discussion paper; CEPDP0259, 259. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

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 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, Cambridge, Mass., pp. 172-197. ISBN 0-1557863822

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) The British labour market in historical perspective: changes in the structure of employment and unemployment. CEP Discussion Papers, CEPDP0202. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

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) Is there an explanation for rising pay inequality in the UK? CEP Discussion Papers, CEPDP0206. Centre for Economic Performance, London School of Economics and Political Science, London, UK.

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 Series B, 56 (3). pp. 389-399. ISSN 0972-7671

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, Cambridge, Mass, pp. 71-90. ISBN 1-55-786110-2

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 (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-Verlag, Berlin, pp. 315-326. ISBN 3-540978968

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) 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, Dordrecht ; London, pp. 553-557. ISBN 0-792312260

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 (1991) Time-varying nonlinear regression. In: Hackl, Peter, (ed.) Economic Structural Change. Analysis and Forecasting. Springer, Berlin, pp. 179-190. ISBN 0-387514546

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 (1989) Nonparametric estimation of time-varying parameters. In: Hackl, Peter, (ed.) Statistical Analysis and Forecasting of Economic Structural Change. Springer, Berlin, pp. 253-264. ISBN 3-540514546

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) Stochastic differential equation models for panel data. In: Dimovski, I and Stoyanov, J, (eds.) Differential Equations and Applications. Angel Kancev Technical University, Rousse, pp. 879-885.

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. 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, 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 (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-Verlag, New York, pp. 276-289. ISBN 0387960406(pbk.)

Robinson, Peter M. (1984) Robust nonparametric autoregression. In: Franke, J, Hordle, W and Martin, D, (eds.) Robust and Nonlinear Time Series Analysis : Proceedings of a Workshop Organized by the Sonderforschungsbereich 123 "Stochastisch. Lecture notes in statistics ; 26. Springer-Verlag, New York, pp. 247-255.

Robinson, Peter and Sarndal, C E (1983) Asymptotic properties of the generalized regression estimator in probability sampling. Sankhya : the Indian Journal of Statistics Series B, 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 (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 and Ruprecht, Gottingen, pp. 56-68. ISBN 3-525111932

Robinson, Peter (1982) Analysis of time series from mixed distributions. Annals of Statistics, 10 (3). pp. 915-925. ISSN 0090-5364

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 (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 Series A, 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 (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 Ltd, Amsterdam, pp. 701-704. ISBN 0-444860509

Robinson, Peter M (1980) Estimation and forecasting for time series containing censored or missing observations. In: Anderson, Oliver D, (ed.) Time Series : Proceedings of the International Conference Held at Nottingham University, March 1979. North Holland, Amsterdam ; New York. ISBN 9780444854186

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

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 Department of Commerce, Bureau of the Census, Washington, DC, pp. 445-447.

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 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 (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) 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) Instrumental variables estimation of differential equations. Econometrica, 44 (4). pp. 765-776. ISSN 0012-9682

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 (1976) The aliasing problem in differential equation estimation. Journal of the Royal Statistical Society, Series B, 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, 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

This list was generated on Tue Jul 29 01:37:05 2014 BST.