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Staff Biography
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Professor Peter ROBINSON Tooke Professor of Economic Science and Statistics |
Tel: +44 (0)20 7955 7516
Fax: +44 (0)20 7955 6592
Email: p.m.robinson@lse.ac.uk
STICERD
, LSE
Personal WebSite 
Publications on LSE Research Online 
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Research Interests:
- Econometrics
- Time series analysis
- Spatial analysis
- Nonparametric inference
- Semiparametric inference
STICERD/CASE Publications:
- Adaptive Inference on Pure Spatial Models
Jungyoon Lee,
Peter M Robinson,
January 2018
Paper No' EM 596:
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Full paper
- Non-Nested Testing of Spatial Correlation
Miguel A. Delgado,
Peter M Robinson,
November 2013
Paper No' EM/2013/568:
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Full paper
- Improved Lagrange Multiplier Tests in Spatial Autoregressions
Peter M Robinson,
Francesca Rossi,
October 2013
Paper No' EM/2013/566:
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Full paper
- Series Estimation under Cross-sectional Dependence
Jungyoon Lee,
Peter M Robinson,
June 2013
Paper No' EM/2013/570:
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Full paper
- Improved Tests for Spatial Correlation
Peter M Robinson,
Francesca Rossi,
May 2013
Paper No' EM/2013/565:
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Full paper
- Panel Nonparametric Regression with Fixed Effects
Jungyoon Lee,
Peter M Robinson,
March 2013
Paper No' EM/2013/569:
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Full paper
- Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects
Peter M Robinson,
Carlos Velasco,
March 2013
Paper No' EM/2013/567:
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Full paper
- Inference on Power Law Spatial Trends (Running Title: Power Law Trends)
Peter M Robinson,
May 2011
Paper No' EM/2011/556:
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Full paper
- Asymptotic Theory for Nonparametric Regression with Spatial Data
Peter M Robinson,
September 2010
Paper No' EM/2010/555:
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Full paper
- Statistical Inference on Regression with Spatial Dependence
Peter M Robinson,
Supachoke Thawornkaiwong,
April 2010
Paper No' EM/2010/554:
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Full paper
- Nonparametric Trending Regression with Cross-Sectional Dependence
Peter M Robinson,
January 2010
Paper No' EM/2010/553:
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Full paper
- Large-Sample Inference on Spatial Dependence
Peter M Robinson,
January 2009
Paper No' EM/2009/533:
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Full paper
- Inference On Nonparametrically Trending Time Series With Fractional Errors
Peter M Robinson,
January 2009
Paper No' EM/2009/532:
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Full paper
- Developments in the Analysis of Spatial Data
Peter M Robinson,
January 2009
Paper No' EM/2009/531:
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Full paper
- Correlation Testing in Time Series, Spatial and Cross-Sectional Data
Peter M Robinson,
January 2009
Paper No' EM/2009/530:
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Full paper
- Multiple Local Whittle Estimation in Stationary Systems
Peter M Robinson,
October 2007
Paper No' EM/2007/525:
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Full paper
- DIAGNOSTIC TESTING FOR COINTEGRATION
Peter Robinson,
September 2007
Paper No' EM/2007/522:
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Full paper
- ON DISCRETE SAMPLING OF TIME-VARYING CONTINUOUS-TIME SYSTEMS
Peter Robinson,
June 2007
Paper No' EM/2007/520:
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Full paper
- Fractional Cointegration In Stochastic Volatility Models
Afonso Gonçalves da Silva,
Peter M Robinson,
May 2007
Paper No' EM/2007/519:
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Full paper
- Efficient Estimation of the Semiparametric Spatial Autoregressive Model
Peter M Robinson,
February 2007
Paper No' EM/2007/515:
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Full paper
- Conditional-Sum-of-Squares Estimation of Models for Stationary Time Series with Long Memory
Peter M Robinson,
September 2006
Paper No' EM/2006/505:
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Full paper
- Semiparametric Estimation of Fractional Cointegration
Javier Hualde,
Peter M Robinson,
May 2006
Paper No' EM/2006/502:
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Full paper
- Finite Sample Performance in Cointegration Analysis of Nonlinear Time Series with Long Memory
Afonso Gonçalves da Silva,
Peter M Robinson,
April 2006
Paper No' EM/2006/501:
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Full paper
- Instrumental Variables Estimation of Stationary and Nonstationary Cointegrating Regressions
M. Gerolimetto,
Peter M Robinson,
April 2006
Paper No' EM/2006/500:
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Full paper
- ROOT-N-CONSISTENT ESTIMATION OF WEAK FRACTIONAL COINTEGRATION
Javier Hualde,
Peter M Robinson,
March 2006
Paper No' EM/2006/499:
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Full paper
- Nonparametric Spectrum Estimation for Spatial Data
Peter M Robinson,
February 2006
Paper No' EM/2006/498:
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Full paper
- Pseudo-Maximum Likelihood Estimation of ARCH(8) Models
Peter M Robinson,
Paolo Zaffaroni,
October 2005
Paper No' EM/2005/495:
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Full paper
- Modified Whittle Estimation of Multilateral Models on a Lattice
Peter M Robinson,
J Vidal Sanz,
June 2005
Paper No' EM/2005/492:
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Full paper
- Modelling Memory of Economic and Financial Time Series
Peter M Robinson,
March 2005
Paper No' EM/2005/487:
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Full paper
- The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives
Yoshihiko Nishiyama,
Peter M Robinson,
January 2005
Paper No' EM/2005/483:
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Full paper
- Efficiency Improvements in Inference on Stationary and Nonstationary Fractional Time Series
Peter M Robinson,
November 2004
Paper No' EM/2004/480:
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Full paper
- Cointegration in Fractional Systems with Deterministic Trends
Fabrizio Iacone,
Peter M Robinson,
May 2004
Paper No' EM/2004/476:
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Full paper
- ROBUST COVARIANCE MATRIX ESTIMATION: 'HAC' Estimates with Long Memory/Antipersistence Correction
Peter M Robinson,
March 2004
Paper No' EM/2004/471:
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Full paper
- The Distance between Rival Nonstationary Fractional Processes
Peter M Robinson,
March 2004
Paper No' EM/2004/468:
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Full paper
- LARCH, Leverage and Long Memory
Liudas Giraitis,
Remigijus Leipus,
Peter M Robinson,
Donatas Surgailis,
October 2003
Paper No' EM/2003/460:
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Full paper
- Cointegration in Fractional Systems with Unkown Integration Orders
Javier Hualde,
Peter M Robinson,
February 2003
Paper No' EM/2003/449:
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Full paper
- Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory
Liudas Giraitis,
Peter M Robinson,
September 2002
Paper No' EM/2002/438:
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Full paper
- Denis Sargan: Some Perspectives
Peter M Robinson,
September 2002
Paper No' EM/2002/437:
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Full paper
- Higher-Order Kernel Semiparametric M-Estimation of Long Memory
Marc Henry,
Peter M Robinson,
September 2002
Paper No' EM/2002/436:
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Full paper
- Adapting to Unknown Disturbance Autocorrelation in Regression with Long Memory
Javier Hidalgo,
Peter M Robinson,
September 2001
Paper No' EM/2001/427:
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Full paper
- Gaussian Estimation of Parametric Spectral Density with Unknown Pole
Liudas Giraitis,
Javier Hidalgo,
Peter M Robinson,
August 2001
Paper No' EM/2001/424:
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Full paper
- Determination of Cointegrating Rank in Fractional Systems
Peter M Robinson,
Yoshihiro Yajima,
July 2001
Paper No' EM/2001/423:
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Full paper
- Finite Sample Improvement in Statistical Inference with I(1) Processes
D Marinucci,
Peter M Robinson,
July 2001
Paper No' EM/2001/422:
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Full paper
- Narrow-Band Analysis of Nonstationary Processes
D Marinucci,
Peter M Robinson,
July 2001
Paper No' EM/2001/421:
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Full paper
- Semiparametric Fractional Cointegration Analysis
D Marinucci,
Peter M Robinson,
July 2001
Paper No' EM/2001/420:
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Full paper
- Parametric Estimation under Long-Range Dependence
Liudas Giraitis,
Peter M Robinson,
May 2001
Paper No' EM/2001/416:
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Full paper
- The Estimation of Conditional Densities
Xiaohong Chen,
Oliver Linton,
Peter M Robinson,
May 2001
Paper No' EM/2001/415:
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Full paper
- The Memory of Stochastic Volatility Models
Peter M Robinson,
February 2001
Paper No' EM/2001/410:
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Full paper
- The Averaged Periodogram for Nonstationary Vector Time Series
D Marinucci,
Peter M Robinson,
December 2000
Paper No' EM/2000/408:
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Full paper
- Whittle Estimation of ARCH Models
Liudas Giraitis,
Peter M Robinson,
November 2000
Paper No' EM/2000/406:
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Full paper
- Testing of Seasonal Fractional Integration in UK and Japanese Consumption and Income
L A Gil-Alaña,
Peter M Robinson,
November 2000
Paper No' EM/2000/402:
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Full paper
- Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in 'Journal of the American Statistical Association', 95, (2000), pp.1229-1243.)
Peter M Robinson,
Carlos Velasco,
May 2000
Paper No' EM/2000/391:
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Full paper
- Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean - (Now published in 'Economic Theory', 17 (2001), pp.497-539.
Peter M Robinson,
Carlos Velasco,
May 2000
Paper No' EM/2000/390:
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Full paper
- A Model for Long Memory Conditional Heteroscedasticity - (Now published in 'Annals of Applied Probability', 10 (2000), pp.1002-1024.)
Liudas Giraitis,
Peter M Robinson,
Donatas Surgailis,
March 2000
Paper No' EM/2000/382:
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- Adaptive Semiparametric Estimation of the Memory Parameter - (Now published with revised title, Adaptive Rate-Optimal Estimation of the Memory Parameter, in 'Journal of Multivariate Analysis, 72 (2000), pp.183-207.)
Liudas Giraitis,
Peter M Robinson,
Alexander Samarov,
January 2000
Paper No' EM/2000/379:
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- Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): 'Nonlinear Statistical Modeling' (Festschrift for Takeshi Amemiya), (Cambridge University Press, 2001), pp.197-240.)
Y Nishiyama,
Peter M Robinson,
October 1999
Paper No' EM/1999/374:
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Full paper
- Edgeworth Expansions for Semiparametric Averaged Derivatives - (Now published in 'Econometrica', 68 (2000), pp.931-979.)
Y Nishiyama,
Peter M Robinson,
October 1999
Paper No' EM/1999/373:
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Full paper
- Variance-Type Estimation of Long Memory - (Now published in 'Stochastic Processes and their Applications', 29 (1999), pp.1-24.)
Liudas Giraitis,
Peter M Robinson,
October 1998
Paper No' EM/1998/363:
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Full paper
- Seasonal and Cyclical Long Memory - (Now published in S Ghosh (ed): 'Asymptotics, Nonparametrics and Time Series: A Tribute to Madam Lal Puri (Marcel Decker, 1999), pp.115-145.)
Josu Artech,
Peter M Robinson,
September 1998
Paper No' EM/1998/360:
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Full paper
- Semiparametric Inference in Seasonal and Cyclical Long Memory Processes - (Now published in 'Journal of Time Series Analysis', 21 (2000), pp.1-25.)
Josu Artech,
Peter M Robinson,
September 1998
Paper No' EM/1998/359:
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Full paper
- Long and Short Memory Conditional Heteroscedasticity in Estimating the Memory Parameter of Levels - (Now published in 'Econometric Theory', 15 (1999), pp.299-336.)
Marc Henry,
Peter M Robinson,
August 1998
Paper No' EM/1998/357:
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- Alternative Forms of Fractional Brownian Motion - (Now published in 'Journal of Statistical Planning and Inference', 80 (1999), pp.111-122.)
D Marinucci,
Peter M Robinson,
July 1998
Paper No' EM/1998/354:
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Full paper
- Weak Convergence of Multivariate Fractional Processes - (Now published in 'Stochastic Processes and their Applications', 80 (1999), pp.103-120.)
D Marinucci,
Peter M Robinson,
July 1998
Paper No' EM/1998/352:
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- Employability And Exclusion: What Governments Can Do
Peter Robinson,
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May 1998
Paper No' CEPSP09:
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- Semiparametric Frequency Domain Analysis of Fractional Cointegration - (Revised version forthcoming in P M Robinson: 'Time Series with Long Memory' (Oxford University Press).
D Marinucci,
Peter M Robinson,
March 1998
Paper No' EM/1998/348:
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Full paper
- A Nonparametric Test for I(0) - (Now published in 'Review of Economic Studies', 65 (1998), pp.475-495.)
Ignacio Lobato,
Peter M Robinson,
November 1997
Paper No' EM/1997/342:
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Paper copy now out of print.
- Inference-without-Smoothing in the Presence of Nonparametric Autocorrelation - (Now published in 'Econometrica', 66 (1998), pp.1163-1182.)
Peter M Robinson,
October 1997
Paper No' EM/1997/338:
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Paper copy now out of print.
- Large-Sample Inference for Nonparametric Regression with Dependent Errors - (Now published in 'Annals of Statistics', 28 (1997), pp.2054-2083.)
Peter M Robinson,
September 1997
Paper No' EM/1997/336:
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- Literacy, Numeracy And Economic Performance
Peter Robinson,
September 1997
Paper No' CEPSP08:
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- Measure for Measure: A Critical note on the National Targets for Education and Training and International Comparisons of Educational Attainment
Peter Robinson,
July 1997
Paper No' CEPDP0355:
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- The Myth of Parity of Esteem: Earnings and Qualifications
Peter Robinson,
July 1997
Paper No' CEPDP0354:
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- 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.)
Liudas Giraitis,
Peter M Robinson,
Alexander Samarov,
February 1997
Paper No' EM/1997/323:
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Paper copy now out of print.
- Qualifications and the Labour Market in Britain: 1984-1994 Skill Biased Change in the Demand for Labour or Credentialism?
Marco Manacorda,
Peter Robinson,
February 1997
Paper No' CEPDP0330:
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- Water Under the Bridge: Changes in Employment in Britain and the OECD
Peter Robinson,
February 1997
Paper No' CEPDP0325:
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- 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.)
Peter M Robinson,
Paolo Zaffaroni,
January 1997
Paper No' EM/1997/320:
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Paper copy now out of print.
- 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.)
Peter M Robinson,
Paolo Zaffaroni,
January 1997
Paper No' EM/1997/319:
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Paper copy now out of print.
- Time Series Regression with Long Range Dependence - (Now published in 'Annals of Statistics', 25, (1997)pp.2054-2083.)
Javier Hidalgo,
Peter M Robinson,
January 1997
Paper No' EM/1997/318:
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Paper copy now out of print.
- Testing of Unit Root and Other Nonstationary Hypotheses in Macroeconomic Time Series - (Now published in 'Journal of Econometrics', 80, 1997, pp.241-268.)
L A Gil-Alaña,
Peter M Robinson,
December 1996
Paper No' EM/1996/317:
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Paper copy now out of print.
- 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.)
Peter M Robinson,
Carlos Velasco,
December 1996
Paper No' EM/1996/316:
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Paper copy now out of print.
- The Education Debate: Have We Got Our Priorities Right?
Peter Robinson,
June 1996
Paper No' CEPCP010:
- Rhetoric And Reality: Britain''s New Vocational Qualifications
Peter Robinson,
January 1996
Paper No' CEPSP01:
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- The British Disease Overcome? Living Standards
Peter Robinson,
August 1995
Paper No' CEPDP0260:
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- The Decline of the Swedish Model and the Limits to Active Labour Market Policy
Peter Robinson,
August 1995
Paper No' CEPDP0259:
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- Is there an Explanation for Rising Pay Inequality in the UK?
Peter Robinson,
August 1994
Paper No' CEPDP0206:
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Paper copy now out of print.
- The British Labour Market in Historical Perspective: Changes in the Structure of Employment and Unemployment
Peter Robinson,
July 1994
Paper No' CEPDP0202:
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Paper copy now out of print.
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