Peter M Robinson
Biographic Data
| ID | 6399199 |
|---|---|
| NAME | Peter M Robinson |
| GIVEN NAMES | Peter M |
| FAMILY NAME | Robinson |
| SIGNATURE | ROBINSON P M |
| AFFILIATIONS | London School of Economics and Political Science |
| ORCID | 0000-0002-8516-9758 |
| VERIFIED | Yes |
| TOTAL WORKS | 13 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 13 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 1985 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 1 |
Late Night with Trump: Political Humor and the American Presidency
George Carlin once described Johnny Carson's The Tonight Show as “the town square of America. It was a familiar place [where] we could all gather ... and have a community experience.”1 Today's late night landscape more closely resembles a raucous tribal circus where ringmasters Stephen Colbert, Jimmy Fallon, Bill Maher, Trevor Noah, and Jimmy Kimmel, among others, vie for the attention and laughter of an increasingly fragmented body politic. This…
Prior convictions, conduct and disposition: A scientific perspective
The use of prior conduct and convictions in criminal proceedings has been a controversial issue for over a hundred years. Rarely does a year go by without another call from lawmakers or prominent citizens for prior convictions and ‘history’ to be made available to tribunals to resolve issues of guilt. Yet the debate seems to have reached an impasse, with the proponents of either side facing off at 20 paces, armed only with the familiar arguments …
[Real and Spurious Long-Memory Properties of Stock-Market Data]: Comment
Beyond Workfare: Active Labour-Market Policies
Approaches to labour?market policy and to workfare are conditioned by different perspectives on the causes of and prospects for unemployment and social exclusion. There appears to be a high level of correlation between advocates of workfare and those who use terms like the ‘culture of dependency’ and the ‘underclass’. At this end of the debate, assumptions about the values and behaviour of people who are unemployed or who are lone parents lead to…
Gaussian Semiparametric Estimation of Long Range Dependence
Assuming the model $f(\lambda) \sim G\lambda^{1-2H}$, as $\lambda \rightarrow 0 +$, for the spectral density of a covariance stationary process, we consider an estimate of $H \in (0, 1)$ which maximizes an approximate form of frequency domain Gaussian likelihood, where discrete averaging is carried out over a neighbourhood of zero frequency which degenerates slowly to zero as sample size tends to infinity. The estimate has several advantages. It …
Efficient Tests of Nonstationary Hypotheses
This article proposes tests for unit root and other forms of nonstationarity that are asymptotically locally most powerful against a certain class of alternatives and have asymptotic critical values given by the chi-squared distribution. Many existing unit root tests do not share these properties. The alternatives include fractionally and seasonally fractionally differenced processes. There is considerable flexibility in our choice of null hypoth…
Applied Nonparametric Regression
Applied Nonparametric Regression is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable. The computer and the development of interactive graphics programs have made curve estimation possible. This volume focuses on the applications and practical problems of two central aspects of curve smoothing: the choice of smoothing parameters and the construction of confidence bounds. H…
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium
The assumption of serial independence of disturbances is the starting point of most of the work done on analyzing market disequilibrium models. We derive tests for serial dependence given normality and homoscedasticity using the Lagrange multiplier (LM) test principle. Although the likelihood function under serial dependence is very complicated and involves multiple integrals of dimensions equal to the sample size, the test statistic we obtain th…
Root-N-Consistent Semiparametric Regression
One type of semiparametric regression is b8X A u(Z), where b and u(Z) are an unknown slope coefficient vector and function. Estimates of b based on incorrect parametrization of u are generally inconsist ent, whereas consistent nonparametric estimates converge slowly. An e stimate, bC, is constructed by inserting nonpar-ametric regression es timates in the nonlinear orthogonal projection on Z. Under regularity conditions bC is shown to be N1/2-con…
Asymptotic Theory for Econometricians
The Linear Model and Instrumental Variables Estimators. Consistency. Laws of Large Numbers. Asymptotic Normality. Central Limit Theory. Estimating Asymptotic Covariance Matrices. Functional Central Limit Theory and Applications. Directions for Further Study. Solution Set. References. Index
Asymptotic Expansions for General Statistical Models
Exploiting Continuity: Maximum Entropy Estimation of Continuous Distributions
Convergence of Stochastic Processes
I Functional on Stochastic Processes.- 1. Stochastic Processes as Random Functions.- Notes.- Problems.- II Uniform Convergence of Empirical Measures.- 1. Uniformity and Consistency.- 2. Direct Approximation.- 3. The Combinatorial Method.- 4. Classes of Sets with Polynomial Discrimination.- 5. Classes of Functions.- 6. Rates of Convergence.- Notes.- Problems.- III Convergence in Distribution in Euclidean Spaces.- 1. The Definition.- 2. The Continu…
Asymptotic Theory for Econometricians
The Linear Model and Instrumental Variables Estimators. Consistency. Laws of Large Numbers. Asymptotic Normality. Central Limit Theory. Estimating Asymptotic Covariance Matrices. Functional Central Limit Theory and Applications. Directions for Further Study. Solution Set. References. Index
Convergence of Stochastic Processes
I Functional on Stochastic Processes.- 1. Stochastic Processes as Random Functions.- Notes.- Problems.- II Uniform Convergence of Empirical Measures.- 1. Uniformity and Consistency.- 2. Direct Approximation.- 3. The Combinatorial Method.- 4. Classes of Sets with Polynomial Discrimination.- 5. Classes of Functions.- 6. Rates of Convergence.- Notes.- Problems.- III Convergence in Distribution in Euclidean Spaces.- 1. The Definition.- 2. The Continu…
Exploiting Continuity: Maximum Entropy Estimation of Continuous Distributions
Asymptotic Expansions for General Statistical Models
Root-N-Consistent Semiparametric Regression
One type of semiparametric regression is b8X A u(Z), where b and u(Z) are an unknown slope coefficient vector and function. Estimates of b based on incorrect parametrization of u are generally inconsist ent, whereas consistent nonparametric estimates converge slowly. An e stimate, bC, is constructed by inserting nonpar-ametric regression es timates in the nonlinear orthogonal projection on Z. Under regularity conditions bC is shown to be N1/2-con…
Asymptotic Theory for Econometricians
The Linear Model and Instrumental Variables Estimators. Consistency. Laws of Large Numbers. Asymptotic Normality. Central Limit Theory. Estimating Asymptotic Covariance Matrices. Functional Central Limit Theory and Applications. Directions for Further Study. Solution Set. References. Index
Tests for Serial Dependence and Other Specification Analysis in Models of Markets in Disequilibrium
The assumption of serial independence of disturbances is the starting point of most of the work done on analyzing market disequilibrium models. We derive tests for serial dependence given normality and homoscedasticity using the Lagrange multiplier (LM) test principle. Although the likelihood function under serial dependence is very complicated and involves multiple integrals of dimensions equal to the sample size, the test statistic we obtain th…
Applied Nonparametric Regression
Applied Nonparametric Regression is the first book to bring together in one place the techniques for regression curve smoothing involving more than one variable. The computer and the development of interactive graphics programs have made curve estimation possible. This volume focuses on the applications and practical problems of two central aspects of curve smoothing: the choice of smoothing parameters and the construction of confidence bounds. H…
Efficient Tests of Nonstationary Hypotheses
This article proposes tests for unit root and other forms of nonstationarity that are asymptotically locally most powerful against a certain class of alternatives and have asymptotic critical values given by the chi-squared distribution. Many existing unit root tests do not share these properties. The alternatives include fractionally and seasonally fractionally differenced processes. There is considerable flexibility in our choice of null hypoth…
Gaussian Semiparametric Estimation of Long Range Dependence
Assuming the model $f(\lambda) \sim G\lambda^{1-2H}$, as $\lambda \rightarrow 0 +$, for the spectral density of a covariance stationary process, we consider an estimate of $H \in (0, 1)$ which maximizes an approximate form of frequency domain Gaussian likelihood, where discrete averaging is carried out over a neighbourhood of zero frequency which degenerates slowly to zero as sample size tends to infinity. The estimate has several advantages. It …
[Real and Spurious Long-Memory Properties of Stock-Market Data]: Comment
Beyond Workfare: Active Labour-Market Policies
Approaches to labour?market policy and to workfare are conditioned by different perspectives on the causes of and prospects for unemployment and social exclusion. There appears to be a high level of correlation between advocates of workfare and those who use terms like the ‘culture of dependency’ and the ‘underclass’. At this end of the debate, assumptions about the values and behaviour of people who are unemployed or who are lone parents lead to…
Prior convictions, conduct and disposition: A scientific perspective
The use of prior conduct and convictions in criminal proceedings has been a controversial issue for over a hundred years. Rarely does a year go by without another call from lawmakers or prominent citizens for prior convictions and ‘history’ to be made available to tribunals to resolve issues of guilt. Yet the debate seems to have reached an impasse, with the proponents of either side facing off at 20 paces, armed only with the familiar arguments …
Late Night with Trump: Political Humor and the American Presidency
George Carlin once described Johnny Carson's The Tonight Show as “the town square of America. It was a familiar place [where] we could all gather ... and have a community experience.”1 Today's late night landscape more closely resembles a raucous tribal circus where ringmasters Stephen Colbert, Jimmy Fallon, Bill Maher, Trevor Noah, and Jimmy Kimmel, among others, vie for the attention and laughter of an increasingly fragmented body politic. This…
Mathematics (10 works) · Econometrics (8 works) · Economics (8 works) · Statistics (7 works) · Applied Mathematics (4 works) · Complex Systems and Time Series Analysis (4 works) · Applied Mathematics (3 works) · Mathematical economics (3 works) · Political science (3 works) · Sociology (3 works)