Centre Fellows

Peter Robinson

London School of Economics

Professor of Economics, Institute for Social and Economic Research

Selected Publications

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
24 October 2008 | CWP29/08

Latest version

Large-sample inference on spatial dependence
Peter Robinson
1 January 2009 | Journal Article
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 January 2007 | CWP01/07

Latest version

Correlation testing in time series, spatial and cross-sectional data
Peter Robinson
1 November 2008 | 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
15 May 2006 | CWP08/06

Latest version

Modified whittle estimation of multilateral spatial models

We consider the estimation of parametric models for stationary spatial or spatio-temporal data on a d-dimensional […]

Peter Robinson, J. Vidal Sanz Vidal Sanz
1 May 2006 | Journal Article

Previous version

Modified whittle estimation of multilateral spatial models
Peter Robinson, J. Vidal Sanz Vidal Sanz
21 November 2003 | CWP18/03
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives

In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the […]

Yoshihiko Nishiyama, Peter Robinson
1 May 2005 | Journal Article
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives

In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the […]

Yoshihiko Nishiyama, Peter Robinson
18 April 2005 | Journal Article

Previous version

The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Yoshihiko Nishiyama, Peter Robinson
1 October 2004 | CWP12/04
The bootstrap and the Edgeworth correction for semiparametric averaged derivatives

In a number of semiparametric models, smoothing seems necessary in order to obtain estimates of the […]

Yoshihiko Nishiyama, Peter Robinson
1 October 2004 | CWP12/04

Latest version

The bootstrap and the Edgeworth correction for semiparametric averaged derivatives
Yoshihiko Nishiyama, Peter Robinson
18 April 2005 | Journal Article
Modified whittle estimation of multilateral spatial models

We consider the estimation of parametric models for stationary spatial or spatio-temporal data on a d-dimensional […]

Peter Robinson, J. Vidal Sanz Vidal Sanz
21 November 2003 | CWP18/03

Latest version

Modified whittle estimation of multilateral spatial models
Peter Robinson, J. Vidal Sanz Vidal Sanz
1 May 2006 | Journal Article