Peter M. Robinson
Impact in
- Finance top 0.05%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Statistics and Probability top 0.05%
- Statistical Methods and Inference
- Advanced Statistical Methods and Models
Papers in
- Finance 76
- Financial Risk and Volatility Modeling 70
- Stochastic processes and financial applications 16
-
- Complex Systems and Time Series Analysis 41
- Spatial and Panel Data Analysis 22
- Market Dynamics and Volatility 17
- Co-authors
- David Pollard (1 shared paper)Hannah J. White (1 shared paper)L.A. Gil‐Alana (1 shared paper)Carlos Velasco (6 shared papers)H. G. Scott (12 shared papers)Ignacio N. Lobato (3 shared papers)Domenico Marinucci (5 shared papers)Liudas Giraitis (7 shared papers)
- Journals
- Journal of Econometrics (28 papers)The Annals of Statistics (12 papers)Econometrica (12 papers)Journal of the American Statistical Association (11 papers)Econometric Theory (10 papers)
- Partner nations
- United KingdomUnited StatesAustralia
In The Last Decade
Peter M. Robinson
231 papers receiving 13.0k citations
Peter M. Robinson's Hit Papers
Peers
Comparison fields: 5 of 184
- Finance 6.2k
- Statistics and Probability 3.9k
- General Economics, Econometrics and Finance 3.7k
- Economics and Econometrics 7.2k
- Management Science and Operations Research 876
Countries citing papers authored by Peter M. Robinson
This map shows the geographic impact of Peter M. Robinson's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Peter M. Robinson with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter M. Robinson more than expected).
Fields of papers citing papers by Peter M. Robinson
This network shows the impact of papers produced by Peter M. Robinson. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Peter M. Robinson. The network helps show where Peter M. Robinson may publish in the future.
Co-authors
The 25 scholars most cited alongside Peter M. Robinson, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 235 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Root-N-Consistent Semiparametric Regression Hit paper breakdown → | 1988 | 1570 |
| 2 | Convergence of Stochastic Processes. Hit paper breakdown → | 1985 | 1565 |
| 3 | Gaussian Semiparametric Estimation of Long Range Dependence Hit paper breakdown → | 1995 | 1066 |
| 4 | Asymptotic Theory for Econometricians. Hit paper breakdown → | 1988 | 926 |
| 5 | Log-Periodogram Regression of Time Series with Long Range Dependence Hit paper breakdown → | 1995 | 868 |
| 6 | Efficient Tests of Nonstationary Hypotheses Hit paper breakdown → | 1994 | 690 |
| 7 | 1997 | 407 | |
| 8 | 1983 | 388 | |
| 9 | 1991 | 291 | |
| 10 | Semiparametric analysis of long memory time series | 1994 | 271 |
| 11 | 1994 | 263 | |
| 12 | Statistical inference for a random coefficient autoregressive model | 1978 | 210 |
| 13 | 1994 | 191 | |
| 14 | 1987 | 190 | |
| 15 | 2000 | 156 | |
| 16 | 1991 | 154 | |
| 17 | 1999 | 133 | |
| 18 | 1982 | 128 | |
| 19 | 1997 | 121 | |
| 20 | 2000 | 108 |
About Peter M. Robinson
Peter M. Robinson is a scholar working on Finance, Economics and Econometrics, Statistics and Probability, General Economics, Econometrics and Finance and Materials Chemistry, having authored 235 papers that have together received 14.3k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (70 papers), Statistical Methods and Inference (46 papers), Complex Systems and Time Series Analysis (41 papers), Monetary Policy and Economic Impact (25 papers), Spatial and Panel Data Analysis (22 papers), Advanced Statistical Methods and Models (20 papers), Market Dynamics and Volatility (17 papers) and Stochastic processes and financial applications (16 papers). The work is most often cited by research in Finance (6.2k citations), Statistics and Probability (3.9k citations), General Economics, Econometrics and Finance (3.7k citations), Economics and Econometrics (7.2k citations) and Management Science and Operations Research (876 citations). Peter M. Robinson has collaborated with scholars based in United Kingdom, United States and Australia. Frequent co-authors include David Pollard, Hannah J. White, L.A. Gil‐Alana, Carlos Velasco, H. G. Scott, Ignacio N. Lobato, Domenico Marinucci, Liudas Giraitis, Marc Henry and William T. M. Dunsmuir. Their work appears in journals such as Journal of Econometrics, The Annals of Statistics, Econometrica, Journal of the American Statistical Association and Econometric Theory.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.