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Peter M. Robinson


Peter M. Robinson - The London School of Economics and Political Science (UK)

Peter M. Robinson received his PhD from the Australian National University, and holds an MSc, with distinction, from the London School of Economics. In 2000 he was awarded an Honorary Doctorate by Carlos III University of Madrid.

Dr. Robinson is Tooke Professor of Economics and Statistics at the London School of Economics. He has also been Associate Professor at Harvard University and the University of British Columbia, professor at the University of Surrey, and Visiting Professor at UC Berkeley, Yale, and the Institute for Advanced Studies in Vienna.

He is a Fellow of the British Academy, the Econometric Society, Institute of Mathematical Statistics, Institute of Mathematical Statistics and Centre for Microdata Methods and Practice and a member of the International Statistical Institute and the Royal Society for the encouragement of Arts, Manufactures and Commerce.

Peter M. Robinson is Editor of the Journal of Econometrics and previously of the Econometric Theory and Econometrica. He’s currently Associate Editor of the Journal of Time Series Analysis, Annals of Statistics y Statistical Inference for Stochastic Processes. He’s been Associate Editor of The Review of Economics and Statistics, The American Statistician, Infor, Journal of Econometrics, Econometric Theory, Econometrica, Journal of the Royal Statistical Society, Series A, International Statistical Review, Econometric Reviews, Journal of Nonparametric Statistics, Statistica Sinica and Journal of the American Statistical Association.


PROJECT: Work on specification testing in the spatial autoregressive model. Panel data models with fractional integration.



1. "Inference on Spatial Power Law Trends",. Bernoulli, forthcoming.
2. "Asymptotic Theory for Nonparametric Regression with Spatial Data", Journal of Econometrics, forthcoming.
3. (with S. Thawornkaiwong) "Statistical Inference on Regression with Spatial Dependence", Journal of Econometrics, forthcoming.
4. (with J. Hualde) "Gaussian Pseudo-Maximum Likelihood Estimation of Fractional Time Series Models", revision with Annals of Statistics.