Centre Fellows

Peter Robinson

London School of Economics

Professor of Economics, Institute for Social and Economic Research

Selected Publications

Nonparametric trending regression with cross-sectional dependence

Panel data, whose series length T is large but whose cross-section size N need not be, […]

Peter Robinson
31 December 2012 | Journal Article

Previous version

Inference on power law spatial trends

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, […]

Peter Robinson
31 May 2012 | Journal Article

Previous version

Inference on power law spatial trends
Peter Robinson
16 February 2011 | CWP09/11
Statistical inference on regression with spatial dependence

Central limit theorems are developed for instrumental variables estimates of linear and semiparametric partly linear regression […]

Peter Robinson, Supachoke Thawornkaiwong
30 April 2012 | Journal Article

Previous version

Statistical inference on regression with spatial dependence
Peter Robinson, Supachoke Thawornkaiwong
14 February 2011 | CWP08/11
Asymptotic theory for nonparametric regression with spatial data

Nonparametric regression with spatial, or spatio-temporal, data is considered. The conditional mean of a dependent variable, […]

Peter Robinson
20 February 2011 | CWP11/11
Nonparametric trending regression with cross-sectional dependence

Panel data, whose series length T is large but whose cross-section size N need not be, […]

Peter Robinson
18 February 2011 | CWP10/11

Latest version

Nonparametric trending regression with cross-sectional dependence
Peter Robinson
31 December 2012 | Journal Article
Inference on power law spatial trends

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, […]

Peter Robinson
16 February 2011 | CWP09/11

Latest version

Inference on power law spatial trends
Peter Robinson
31 May 2012 | Journal Article
Statistical inference on regression with spatial dependence

Central limit theorems are developed for instrumental variables estimates of linear and semiparametric partly linear regression […]

Peter Robinson, Supachoke Thawornkaiwong
14 February 2011 | CWP08/11

Latest version

Statistical inference on regression with spatial dependence
Peter Robinson, Supachoke Thawornkaiwong
30 April 2012 | Journal Article
Efficient estimation of the semiparametric spatial autoregressive model

Efficient semiparametric and parametric estimates are developed for a spatial autoregressive model, containing non stochastic explanatory […]

Peter Robinson
1 July 2010 | Journal Article

Previous version

Large-sample inference on spatial dependence

We consider cross-sectional data that exhibit no spatial correlation, but are feared to be spatially dependent. […]

Peter Robinson
1 January 2009 | Journal Article

Previous version

Large-sample inference on spatial dependence
Peter Robinson
24 October 2008 | CWP29/08
Correlation testing in time series, spatial and cross-sectional data

We provide a general class of tests for correlation in time series, spatial, spatio-temporal and cross-sectional […]

Peter Robinson
1 November 2008 | Journal Article

Previous version