Peter M. Robinson

Peter M. Robinson's AcademicInfluence.com Rankings

Peter M. Robinson

Economics

#1879

World Rank

#2156

Historical Rank

Monetary Economics

#35

World Rank

#35

Historical Rank

Microeconomics

#47

World Rank

#51

Historical Rank

Macroeconomics

#131

World Rank

#140

Historical Rank

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Economics

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Peter M. Robinson's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

ROOT-N-CONSISTENT SEMIPARAMETRIC REGRESSION (1988) (2393)
Gaussian Semiparametric Estimation of Long Range Dependence (1995) (1471)
Estimation and Inference of Impulse Responses by Local Projections (2004) (1248)
Efficient Tests of Nonstationary Hypotheses (1994) (901)
Log-Periodogram Regression of Time Series with Long Range Dependence (1995) (799)
NONPARAMETRIC ESTIMATORS FOR TIME SERIES (1983) (579)
Semiparametric Analysis of Long-Memory Time Series (1994) (524)
Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression (1991) (461)
Testing of unit root and other nonstationary hypotheses in macroeconomic time series (1996) (431)
Asymptotically efficient estimation in the presence of heteroskedasticity of unknown form (1987) (319)
Statistical inference for a random coefficient autoregressive model (1978) (304)
Time Series with Long Memory (2003) (285)
Alternative forms of fractional Brownian motion (1998) (273)
Advances in Econometrics: Time series with strong dependence (1994) (246)
Nonparametric Estimation of Time-Varying Parameters (1989) (229)
Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series (2000) (228)
Consistent Nonparametric Entropy-Based Testing (1991) (224)
Quantile autoregression. Commentary (2006) (195)
ON THE ASYMPTOTIC PROPERTIES OF ESTIMATORS OF MODELS CONTAINING LIMITED DEPENDENT VARIABLES (1982) (174)
LONG AND SHORT MEMORY CONDITIONAL HETEROSKEDASTICITY IN ESTIMATING THE MEMORY PARAMETER OF LEVELS (1999) (173)
Large-Sample Inference for Nonparametric Regression with Dependent Errors - (Now published in 'Annals of Statistics', 28 (1997), pp.2054-2083.) (1997) (166)
Bandwidth Choice in Gaussian Semiparametric Estimation of Long Range Dependence (1996) (163)
Weak convergence of multivariate fractional processes (2000) (157)
A NONPARAMETRIC TEST FOR I(0) (1998) (156)
Semiparametric frequency domain analysis of fractional cointegration (1998) (147)
Semiparametric Inference in Seasonal and Cyclical Long Memory Processes (2000) (145)
Long memory time series (2003) (144)
AUTOMATIC FREQUENCY DOMAIN INFERENCE ON SEMIPARAMETRIC AND NONPARAMETRIC MODELS (1991) (141)
Averaged periodogram estimation of long memory (1996) (137)
Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series (1989) (132)
Efficient Estimation of the (2007) (130)
Time series regression with long-range dependence (1997) (125)
The stochastic difference between econometric statistics (1988) (124)
Testing for structural change in a long-memory environment☆ (1996) (122)
The memory of stochastic volatility models (2001) (110)
A model for long memory conditional heteroscedasticity (2000) (107)
Asymptotic theory for nonparametric regression with spatial data (2011) (106)
Multiple Local Whittle Estimation in Stationary Systems (2007) (99)
Rates of convergence and optimal spectral bandwidth for long range dependence (1994) (99)
Semiparametric econometrics: A survey (1988) (97)
Estimation of Time Series Models in the Presence of Missing Data (1981) (94)
Pseudo-maximum likelihood estimation of ARCH(∞) models (2005) (90)
Optimal spectral bandwidth for long memory (1993) (89)
Estimation of a time series model from unequally spaced data (1977) (88)
Gaussian pseudo-maximum likelihood estimation of fractional time series models (2011) (82)
RATE OPTIMAL SEMIPARAMETRIC ESTIMATION OF THE MEMORY PARAMETER OF THE GAUSSIAN TIME SERIES WITH LONG‐RANGE DEPENDENCE (1997) (76)
Literacy, numeracy and economic performance (1997) (73)
Time-Varying Nonlinear Regression (1991) (70)
New methods for the analysis of long memory time series: application to Spanish inflation (1994) (69)
Nonlinear time series with long memory: a model for stochastic volatility (1998) (68)
NONPARAMETRIC AND SEMIPARAMETRIC METHODS FOR ECONOMIC RESEARCH (1992) (66)
Best nonlinear three-stage least squares estimation of certain econometric models (1991) (66)
The distance between rival nonstationary fractional processes (2004) (65)
The estimation of a nonlinear moving average model (1977) (63)
Devolution in practice : public policy differences within the UK (2002) (61)
Identification, estimation and large-sample theory for regressions containing unobservable variables (1974) (59)
Active labour-market Policies: A Case of Evidence-based Policy-making? (2000) (58)
Generalized canonical analysis for time series (1973) (58)
ROBUST COVARIANCE MATRIX ESTIMATION: HAC ESTIMATES WITH LONG MEMORY/ANTIPERSISTENCE CORRECTION (2004) (57)
Nonparametric trending regression with cross-sectional dependence (2011) (56)
Long-Range Dependent Curve Time Series (2020) (54)
On the consistency and finite-sample properties of nonparametric kernel time series regression, autoregression and density estimators (1986) (54)
Inference-without-Smoothing in the Presence of Nonparametric Autocorrelation - (Now published in 'Econometrica', 66 (1998), pp.1163-1182.) (1997) (54)
Modelling Nonlinearity and Long Memory in Time Series - (Now published in 'Nonlinear Dynamics and Time Series', C D Cutler and D T Kaplan (eds), Fields Institute Communications, 11 (1997), pp.61-170.) (1997) (54)
Efficient estimation of the semiparametric spatial autoregressive model (2006) (53)
Edgeworth expansions for semiparametric averaged derivatives (2000) (53)
The myth of parity of esteem: earnings and qualifications (1997) (53)
Semiparametric inference in multivariate fractionally cointegrated systems (2010) (53)
Robust Nonparametric Autoregression (1984) (52)
Inference on Higher-Order Spatial Autoregressive Models with Increasingly Many Parameters (2015) (51)
Asymptotic theory for time series containing missing and amplitude modulated observations (1981) (50)
Seasonal and cyclical long memory (1998) (48)
Correlation Testing in Time Series, Spatial and Cross-Sectional Data (2009) (48)
Non-linear regression for multiple time-series (1972) (48)
Lagged Regression with Unknown Lags (1973) (47)
Qualifications and the Labour Market in Britain: 1984-1994 Skill Biased Change in the Demand for Labour or Credentialism? (1997) (45)
Efficiency improvements in inference on stationary and nonstationary fractional time series (2004) (45)
Adaptive Semiparametric Estimation of the Memory Parameter (2000) (45)
Identifying Cointegration by Eigenanalysis (2015) (43)
Fourier estimation of continuous time models (1976) (42)
Rhetoric And Reality: Britain''s New Vocational Qualifications (1996) (42)
Series estimation under cross-sectional dependence (2013) (41)
Higher-Order Kernel Semiparametric M-Estimation of Long Memory (2002) (40)
Modified whittle estimation of multilateral models on a lattice (2006) (40)
Asymptotic properties of the generalized regression estimator in probability sampling (2016) (38)
The construction and estimation of continuous time models and discrete approximations in econometrics (1977) (38)
The Estimation of Linear Differential Equations with Constant Coefficients (1976) (38)
Public Service Agreements (2000) (37)
Cointegration in fractional systems with deterministic trends (2005) (37)
Pooling nonparametric estimates of regression functions with similar shape (1995) (37)
Variance-type estimation of long memory (1999) (37)
Conditional-sum-of-squares estimation of models for stationary time series with long memory (2006) (35)
Nonparametric spectrum estimation for spatial data (2007) (34)
A New Regional Policy for the UK (2003) (34)
Instrumental Variables Estimation of Differential Equations (1976) (34)
TIME SERIES RESIDUALS WITH APPLICATION TO PROBABILITY DENSITY ESTIMATION (1987) (34)
Alternative models for stationary stochastic processes (1978) (33)
Statistical inference on regression with spatial dependence (2011) (33)
Athens Conference on Applied Probability and Time Series Analysis (1996) (33)
Density estimation in strongly dependent non-linear time series (1991) (32)
Semiparametric estimation from time series with long-range dependence (1994) (31)
The Normal Approximation for Semiparametric Averaged Derivatives (1995) (30)
Central limit theorems for long range dependent spatial linear processes (2016) (30)
Parametric estimators for stationary time series with missing observations (1981) (30)
Continuous model fitting from discrete data (1980) (29)
Developments in the Analysis of Spatial Data (2008) (28)
Growth and Productivity (1999) (28)
Nonparametric function estimation for long memory time series (1991) (28)
Improved Lagrange Multiplier Tests in Spatial Autoregressions (2014) (26)
On the errors-in-variables problem for time series (1986) (26)
Semiparametric exploration of long memory in stock prices (1996) (26)
Continuous-time models in econometrics : closed and open systems, stocks and flows (1993) (25)
11 Autocorrelation-robust inference (1997) (25)
The Averaged Periodogram for Nonstationary Vector Time Series (2000) (25)
Diagnostic testing for cointegration (2007) (23)
REFINED TESTS FOR SPATIAL CORRELATION (2014) (23)
Refinements in maximum likelihood inference on spatial autocorrelation in panel data (2015) (22)
Panel nonparametric regression with fixed effects (2013) (22)
On the Convergence of the Horvitz‐Thompson Estimator (1982) (22)
Large-Sample Inference on Spatial Dependence (2009) (21)
Estimation of second-order properties from jittered time series (1996) (21)
EFFICIENT ESTIMATION OF NONSTATIONARY TIME SERIES REGRESSION (1988) (20)
Pseudo Maximum Likelihood Estimation of Spatial Autoregressive Models with Increasing Dimension (2015) (19)
Estimating variances and covariances of sample autocorrelations and autocovariances (1977) (19)
Non-nested testing of spatial correlation (2013) (18)
The estimation of a model for an unobservable variable with endogenous causes (1977) (18)
Nonparametric Regression Estimation using Weak Separability (2001) (18)
Inference on power law spatial trends (2012) (18)
Distributed Lag Approximation to Linear Time-Invariant Systems (1979) (17)
Comment on ''Real and spurious long memory properties of stock market data'' by I.G. Lobato and N.E. Savin (1998) (17)
Asymptotic Expansions for General Statistical Models. (1987) (17)
Estimation and forecasting for time series containing censored or missing observations (1980) (17)
Efficient inference on fractionally integrated panel data models with fixed effects (2015) (17)
Kernel estimation and interpolation for time series containing missing observations (1984) (15)
Review of various approaches to power spectrum estimation (1983) (15)
Highly Insignificant F-Ratios (1993) (15)
Nonparametric estimation from time series residuals (1986) (14)
The decline of the Swedish model and the limits to active labour market policy (1995) (13)
FRACTIONAL COINTEGRATION IN STOCHASTIC VOLATILITY MODELS (2008) (13)
DENIS SARGAN: SOME PERSPECTIVES (2003) (12)
Analysis of Time Series from Mixed Distributions (1982) (12)
Modelling memory of economic and financial time series (2005) (12)
Efficient Estimation of a Dynamic Error-Shock Model (1976) (12)
The estimation of a multivariate linear relation (1977) (12)
Testing for serial correlation in regression with missing observations (1985) (12)
On consistency in time series analysis (1978) (12)
Nonparametric Methods in Specification (1986) (10)
Time series analysis in memory of E.J. Hannan (1997) (10)
The British Labour Market in Historical Perspective: Changes in the Structure of Employment and Unemployment (1994) (10)
Nearest-neighbour estimation of semiparametric regression models (1995) (10)
The Private Finance Initiative (2000) (10)
Stochastic difference equations with non-integral differences (1974) (10)
Real and Spurious Long-Memory Properties of Stock-Market Data: Comment (1998) (9)
Instrumental Variables Estimation of Stationary and Non-Stationary Cointegrating Regressions (2006) (9)
Skills, Qualifications and Unemployment (1996) (8)
Water under the bridge: changes in employment in Britain and the OECD (1997) (7)
The Aliasing Problem in Differential Equation Estimation (1976) (7)
Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in Econometric Theory, 15 (1999), pp.299-336.) (1998) (7)
Local Whittle estimation of long‐range dependence for functional time series (2020) (7)
Optimal spectral kernel for long-range dependent time series (1996) (7)
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium (1989) (6)
Neighbourhoods and Exclusion (1999) (6)
Seasonal and cyclic long memory (1999) (6)
A CLASS OF ESTIMATORS FOR THE MEAN OF A FINITE POPULATION USING AUXILIARY INFORMATION (1994) (6)
The estimation of continuous-time systems using discrete data (1973) (6)
THE AVERAGED PERIODOGRAM FOR NONSTATIONARY VECTOR STOCHASTIC PROCESSES (1999) (6)
BOOTSTRAP INFERENCE FOR PROPENSITY SCORE MATCHING (2017) (5)
ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS (2009) (5)
Efficient estimation of a rational spectral density (1980) (5)
The estimation of transformation models (1993) (5)
Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory (2008) (5)
SADC-EU Trade Relations in a Post Lomé World (1999) (5)
Adaptive estimation of heteroskedastic econometric models (1987) (5)
Comment on "quantile Autoregression" (2006) (5)
Continuous Time Regressions with Discrete Data (1975) (4)
Measure for measure: a critical note on the national targets for education and training and international comparisons of educational attainment (1997) (4)
Some Problems in the Identification and Estimation of Continuous time Systems from Discrete time Series (1976) (4)
The Role and Limits of Active Labour Market Policy (1996) (4)
Continuous Time Econometric Modelling A.R. Bergstrom Oxford University Press, 1991 (1992) (4)
Public Spending in the Regions (2000) (4)
Time Series Regression with Long Range Dependence - (Now published in 'Annals of Statistics', 25, (1997)pp.2054-2083.) (1997) (4)
A Nonparametric Test for 1(0) (1998) (4)
Nonstationary fractionally integrated functional time series (2023) (4)
The estimation of misspecified long memory models (2014) (4)
Nonparametric Regression with Spatial Data (2008) (4)
Semiparametric and Nonparametric Inference from Irregular Observations on Continuous Time Stochastic Processes (1991) (4)
INFERENCE ON NONPARAMETRICALLY TRENDING TIME SERIES WITH FRACTIONAL ERRORS (2009) (3)
Asymptotic theory for time series with changing mean and variance (2020) (3)
Journal of the American Stastistical Association: Comment (2006) (3)
Tests for serial difference in limited dependent variable models (1985) (3)
Estimation of disequilibrium and limited dependent variable models with serially dependent residuals (1987) (3)
EDWARD J. HANNAN, 1921–1994 (1994) (3)
On a model for a time series of cross-sections (1986) (3)
Modified whittle estimation of multilateral spatial models (2003) (3)
Long Memory Models (2010) (2)
Rate Optimal Semiparametric Estimation of the Memory Parameter of the Gaussian Time Serieswith Long-Range Dependence - (Now published in 'Journal of Time Series Analysis', 18 (1997), pp.49-60.) (1997) (2)
E ¢ cient Inference on Fractionally Integrated Panel Data Models with Fixed E ¤ ects (2013) (2)
Is there an Explanation for Rising Pay Inequality in the UK (1994) (2)
The approximate distribution of nonparametric regression estimates (1995) (2)
ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS (2020) (2)
Using Gaussian Estimators Robustly (2009) (2)
Inference on trending panel data (2018) (2)
Sampling of cross-sectional time series (1983) (2)
Semiparametric methods for time series (1992) (2)
Comparing the Regions (1999) (2)
INFERENCE ON NONSTATIONARY TIME SERIES WITH MOVING MEAN (2014) (2)
Approximate Monotonicity: Theory and Applications (1996) (2)
Patterns of economic cooperation in south Asia (1983) (1)
International economic development (2000) (1)
Applications of semiparametric modelling in economics (1991) (1)
Higher-order least squares inference for spatial autoregressions (2022) (1)
Multiple Time Series Analysis of Irregularly Spaced Data (1984) (1)
Policy objectives and tools (2001) (1)
Improved tests for spatial correlation (2013) (1)
Adaptive inference on pure spatial models (2018) (1)
IPPR Indicators: Private affluence, public squalor (2001) (1)
Finite-parameter approximations to frequency response function (1977) (1)
It's the economy, stupid! (2000) (1)
IPPR Indicators: Wage premiums and league tables (2001) (1)
PR / 0000000 GAUSSIAN PSEUDO-MAXIMUM LIKELIHOOD ESTIMATION OF FRACTIONAL TIME SERIES MODELS By (2011) (1)
Statistical Analysis of Econometric Models: Comment (1979) (1)
The myths and realities of structural change in the UK labour market (1996) (1)
Approximate optimal allocation in repeated sampling from a finite population (1985) (1)
Industrial policy and the New Economy (2001) (1)
Spatial long memory (2019) (1)
Comments on ''Statistical analysis of econometric models'' by A. Zellner (1979) (0)
U.S. Multinationals in a World of Uncertainty (2010) (0)
Doing Britain down (2002) (0)
Comment on a Paper by Singh and Ullah (1986) (0)
WITH LONG RANGE DEPENDENCE (2013) (0)
Efficient Estimation of the SemiparametricSpatial Autoregressive Model (2007) (0)
After Turner: creating a sustainable pensions settlement (2005) (0)
Nonparametric time series with long range dependence (1993) (0)
Spatial long memory (2019) (0)
Adaptive Estimation in Multiple Time Series With Independent Component Errors (2017) (0)
Regional Policy: The New Agenda (1999) (0)
Exploiting Continuity: Maximum Entropy Estimation of Continuous Distributions. (1986) (0)
( refereed ) LARCH , leverage , and long memory (2003) (0)
Estimation under Cross-sectional Dependence (2011) (0)
A TOPIC OF RECENT econometric interest has been the estimation of linear differential equations with constant coefficients. We shall discuss the estimation of the system (1976) (0)
Funding the Regions (1999) (0)
Full employment in Britain in the 1990s : lessons from other industrial nations (1992) (0)
How Far is ‘New’ Labour, ‘Old’ Labour? (2000) (0)
Health – a ‘Third Way’? (1998) (0)
Priorities for public policy (2002) (0)
Discussion: Influence Functionals for Time Series (1986) (0)
Econometrics Discussion Paper (2002) (0)
An invariance property of optimal spectral bandwidths (1995) (0)
Inference on Non-Stationary Time Series with Moving Mean (2013) (0)
Obituary: E. J. Hannan, 1921-94 (1995) (0)
Autocorrelation-Robust Inference - (Now published in 'Handbook of Statistics', vol.15, G S Maddala and C R Rao (eds), Elsevier Science Publishers BV (1997), pp.267-298.) (1996) (0)
Comment (2006) (0)
Nonparametric and Semiparametric Econometrics: a Survey (1994) (0)
A New Economic Consensus (2003) (0)
Discussion : ''Influence functionals for time series'' by R. D. Martin and V. J. Yohai (1986) (0)
Memorial Article: Edward J. Hannan, 1921–1994 (1996) (0)
A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.) (1997) (0)
Nonparametric panel data regression with parametric cross-sectional dependence (2021) (0)
Employability And Exclusion: What Governments Can Do (1998) (0)
Uncertainty in Performance Assessment (2003) (0)
The future of welfare (1998) (0)
The British Disease Overcome? Living Standards (1995) (0)
Unemployment: An Unnatural Problem? (1999) (0)
The welfare state: unfinished business (1998) (0)
Stochastic differential equation models for panel data (1987) (0)
International Cooperation and the Role of International Organisations (1988) (0)
Workshop on Recent Progress in Time Series : in honour (2019) (0)
Workshop on Recent Progress in Time Series : in honour (2019) (0)
Nonlinear Time Series with Long Memory: A Model for Stochastic Volatility - (Now published in 'Journal of Statistical Planning and Inference', 68 (1998), pp.359-371.) (1997) (0)
Analysis of cognitive function by evoked potential testing: The use of digital filtration in wave form identification (1985) (0)
Economic power and security (2002) (0)
Defining Full Employment (1999) (0)
Comments on ''Some consequences of temporal aggregation in seasonal time analysis models'' by W. W. S. Wei (1978) (0)
League tables – Aid and well‐being (2000) (0)
WALD TESTS OF I ( 1 ) AGAINST I ( d ) ALTERNATIVES : SOME NEW PROPERTIES AND AN EXTENSION TO PROCESSES WITH TRENDING COMPONENTS (2007) (0)
Britain and the single currency (2001) (0)
Inference on Power Law Spatial Trends (Running Title: Power Law Trends) (2011) (0)
MULTILATERAL SPATIAL MODELS (2003) (0)
Economic Time Series Analysis and Sample Survey Theory (1982) (0)
A ‘Third Way’ for the Welfare State? (1998) (0)
Coat colour inheritance in dogs: determination of genotype from phenotypic observations (1983) (0)
The Structural Econometric Time Series Analysis Approach: Statistical analysis of econometric models (1979) (2004) (0)

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Peter M. Robinson's Published Works

Published Works

What Schools Are Affiliated With Peter M. Robinson?

Peter M. Robinson's AcademicInfluence.com Rankings