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Econometrics Paper
Statistical Inference on Regression with Spatial Dependence Peter M Robinson and Supachoke Thawornkaiwong
April 2010
Paper No' EM/2010/554:
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JEL Classification: C13; C14; C21

Tags: linear regression; partly linear regression; nonparametric regression; spatial data; instrumental variables; asymptotic normality; variance estimation

Econometrics Paper
Time Series Regression with Long Range Dependence - (Now published in 'Annals of Statistics', 25, (1997)pp.2054-2083.) Javier Hidalgo and Peter M Robinson January 1997
Paper No' EM/1997/318:
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Tags: long-range dependence; linear regression; generalized least squares; nonlinear regression