Centre Fellows

Peter Robinson

London School of Economics

Professor of Economics, Institute for Social and Economic Research

Selected Publications

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
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

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