Zobrazeno 1 - 10
of 252
pro vyhledávání: '"Peter M. Robinson"'
Autor:
Peter M. Robinson
Why did Barack Obama court Jon Stewart and trade jokes with Stephen Colbert during the campaign of 2008? Why did Sarah Palin forgo the opportunity to earn votes on the Sunday morning political talk shows but embrace the chance to get laughs on Saturd
Autor:
Gustav R. Perger, Peter M. Robinson
Publikováno v:
Journal of Failure Analysis and Prevention. 22:2054-2058
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cb42d12926f8add5a251856721b56959
https://doi.org/10.1007/s11668-022-01525-3
https://doi.org/10.1007/s11668-022-01525-3
Autor:
Peter M. Robinson
Publikováno v:
Studies in American Humor. 7:411-414
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::49cea0d5b811d8cddcc955cbb3e08c00
https://doi.org/10.5325/studamerhumor.7.2.411
https://doi.org/10.5325/studamerhumor.7.2.411
Publikováno v:
The Econometrics Journal, Volume 25, Issue 1, January 2022, Pages 114-133
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
UCrea Repositorio Abierto de la Universidad de Cantabria
Universidad de Cantabria (UC)
In this paper, we consider efficiency improvement in a nonparametric panel data model with cross-sectional dependence. A generalised least squares (GLS)-type estimator is proposed by taking into account this dependence structure. Parameterising the c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::52e014e1385736aea1ac8532944bf400
https://doi.org/10.1093/ectj/utab016
https://doi.org/10.1093/ectj/utab016
Publikováno v:
Journal of Time Series Analysis. 42:685-695
This paper studies stationary functional time series with long-range dependence, and estimates the memory parameter involved. Semiparametric local Whittle estimation is used, where periodogram is constructed from the approximate first score, which is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::52e43b5a7994ca90db0f3b1fbf8aab9d
https://doi.org/10.1111/jtsa.12577
https://doi.org/10.1111/jtsa.12577
Publikováno v:
Journal of Econometrics. 219:281-313
The paper develops point estimation and asymptotic theory with respect to a semiparametric model for time series with moving mean and unconditional heteroscedasticity. These two features are modelled nonparametrically, whereas autocorrelations are de
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85ab92409bfbd5af28551cc329e34014
https://doi.org/10.1016/j.jeconom.2020.03.005
https://doi.org/10.1016/j.jeconom.2020.03.005
Autor:
Jungyoon Lee, Peter M. Robinson
Publikováno v:
Journal of Econometrics. 216:375-393
In a general class of semiparametric pure spatial models (having no explanatory variables) allowing nonlinearity in the parameter and the weight matrix, we propose adaptive tests and estimates which are asymptotically efficient in the presence of unk
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::238b0c9bc4e7795f67b031ef8b545560
https://doi.org/10.1016/j.jeconom.2019.10.006
https://doi.org/10.1016/j.jeconom.2019.10.006
Publikováno v:
Journal of the American Statistical Association. 115:957-971
We introduce methods and theory for functional or curve time series with long-range dependence. The temporal sum of the curve process is shown to be asymptotically normally distributed, the conditions for this covering a functional version of fractio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1efebb63e6a5d3690e10f3f83e5d7301
https://doi.org/10.1080/01621459.2019.1604362
https://doi.org/10.1080/01621459.2019.1604362
Autor:
Ani Balabanyan, Joern Huenteler, Benedict Probst, Andrew Tipping, Richard Holcroft, Peter M. Robinson
This paper develops a classification of investor risks and surveys 51 private investors and financiers in the power sector in Sub-Saharan Africa. The paper aims for a better understanding of what can be done to attract private solutions to fill the i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c61224d40ef8f223edf1de9d371ba16b
https://doi.org/10.1596/1813-9450-9299
https://doi.org/10.1596/1813-9450-9299
Autor:
Peter M. Robinson
Publikováno v:
Encyclopedia of Environmetrics
Developments in research on stationary and nonstationary time series with long range dependence are reviewed. Keywords: long range dependence; long memory; parametric estimation; semiparametric estimation; statistical properties
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b7270c1f71cb44874984ffff2b1c0c64
https://doi.org/10.1002/9781118445112.stat07811.pub2
https://doi.org/10.1002/9781118445112.stat07811.pub2