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Donald Robertson

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Personal Details

First Name: Donald
Middle Name:
Last Name: Robertson
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RePEc Short-ID: pro466

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Affiliation

Faculty of Economics
University of Cambridge
Location: Cambridge, United Kingdom
Homepage: http://www.econ.cam.ac.uk/
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Postal: Austin Robinson Building, Sidgwick Avenue, Cambridge CB3 9DD
Handle: RePEc:edi:fecamuk (more details at EDIRC)

Works

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Working papers

  1. Donald Robertson & Stephen Wright, 2012. "The Predictive Space, or, If x predicts y, what does y tell us about x?," Birkbeck Working Papers in Economics and Finance 1210, Birkbeck, Department of Economics, Mathematics & Statistics.
  2. Robertson, Donald & Sarafidis, Vasilis & Symons, James, 2010. "IV Estimation of Panels with Factor Residuals," MPRA Paper 26166, University Library of Munich, Germany.
  3. Anthony Garratt & Donald Robertson & Stephen Wright, 2005. "Permanent vs Transitory Components and Economic Fundamentals," Birkbeck Working Papers in Economics and Finance 0501, Birkbeck, Department of Economics, Mathematics & Statistics.
  4. Anthony Garratt & Donald Robertson & Stephen Wright, 2004. "Inside the black box: permanent vs transitory components and economic fundamentals," Money Macro and Finance (MMF) Research Group Conference 2003 35, Money Macro and Finance Research Group.
  5. Manfred W. Keil & Donald Robertson & James Symons, 2001. "Minimum Wages and Employment," Claremont Colleges Working Papers 2001-08, Claremont Colleges.
  6. Donald Robertson & James Symons, 2000. "Factor Residuals in SUR Regressions: Estimating Panels Allowing for Cross Sectional Correlation," CEP Discussion Papers dp0473, Centre for Economic Performance, LSE.
  7. Roberta Dessí & Donald Robertson, 2000. "Debt, Incentives and Performance: Evidence from UK Panel Data," FMG Discussion Papers dp344, Financial Markets Group.
  8. Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge.
  9. L Feinstein & Donald Robertson & James Symons, 1998. "Pre-School Education and Attainment in the NCDS and BCS," CEP Discussion Papers dp0382, Centre for Economic Performance, LSE.
  10. Pratten, C. F. & Robertson, D. & Tatch, J. R., 1997. "A Study of the Factors Affecting Participation in Post-compulsory, Full-time Education and Government Supported Training by 16-18 year-olds in England and Wales," Cambridge Working Papers in Economics 9711, Faculty of Economics, University of Cambridge.
  11. Donald Robertson & James Symons, 1996. "Do peer Groups Matter? Peer Groups versus Schooling Effects on Academic Attainment," CEP Discussion Papers dp0311, Centre for Economic Performance, LSE.
  12. Donald Robertson & James Symons, 1996. "Self-Selection in The State School System," CEP Discussion Papers dp0312, Centre for Economic Performance, LSE.
  13. Alistair Milne & Donald Robertson, 1994. "Firm Behaviour Under the Threat of Liquidation: Implications for Output, Investment & Business Cycle Transmission," School of Economics Discussion Papers 9402, School of Economics, University of Surrey.
  14. Donald Robertson & James Symons, 1993. "Five Weeks in the Life of the Pound: Interest Rates," CEP Discussion Papers dp0133, Centre for Economic Performance, LSE.
  15. Donald Robertson & James Symons, 1993. "Real Interest Rates and Index Linked Gilts," CEP Discussion Papers dp0181, Centre for Economic Performance, LSE.
  16. Donald Robertson & James Symons, 1991. "Output, Inflation and the ERM," CEP Discussion Papers dp0043, Centre for Economic Performance, LSE.
  17. Donald Robertson & James Symons, 1991. "Some Strange Properties of Panel Data Estimators," CEP Discussion Papers dp0044, Centre for Economic Performance, LSE.
  18. Robertson, D. & Symons, J., 1988. "The Occupational Choice Of British Children," Papers 325, London School of Economics - Centre for Labour Economics.
  19. Donald Robertson & Michael Wickens, . "Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems," Discussion Papers 95/34, Department of Economics, University of York.

Articles

  1. Vasilis Sarafidis & Donald Robertson, 2009. "On the impact of error cross-sectional dependence in short dynamic panel estimation," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 62-81, 03.
  2. Sarafidis, Vasilis & Yamagata, Takashi & Robertson, Donald, 2009. "A test of cross section dependence for a linear dynamic panel model with regressors," Journal of Econometrics, Elsevier, vol. 148(2), pages 149-161, February.
  3. Piergiorgio Alessandri & Donald Robertson & Stephen Wright, 2008. "Miller and Modigliani, Predictive Return Regressions and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(2), pages 181-207, 04.
  4. Robertson, Donald & Symons, James, 2007. "Maximum likelihood factor analysis with rank-deficient sample covariance matrices," Journal of Multivariate Analysis, Elsevier, vol. 98(4), pages 813-828, April.
  5. Donald Robertson & Anthony Garratt & Stephen Wright, 2006. "Permanent vs transitory components and economic fundamentals," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(4), pages 521-542.
  6. Donald Robertson & Stephen Wright, 2006. "Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions," The Review of Economics and Statistics, MIT Press, vol. 88(1), pages 91-99, February.
  7. Donald Robertson & James Symons, 2003. "Do Peer Groups Matter? Peer Group versus Schooling Effects on Academic Attainment," Economica, London School of Economics and Political Science, vol. 70(277), pages 31-53, February.
  8. Roberta DessÌ & Donald Robertson, 2003. "Debt, Incentives and Performance: Evidence from UK Panel Data," Economic Journal, Royal Economic Society, vol. 113(490), pages 903-919, October.
  9. Donald Robertson & James Symons, 2003. "Self-selection in the state school system," Education Economics, Taylor & Francis Journals, vol. 11(3), pages 259-272.
  10. Blake, N & Henry, S G B & Robertson, D, 2002. "Term Structure Forecasts of Inflation: Some Further Results," Manchester School, University of Manchester, vol. 70(6), pages 822-32, December.
  11. Leon Feinstein & Donald Robertson & James Symons, 1999. "Pre-school Education and Attainment in the National Child Developement Study and British Cohort Study," Education Economics, Taylor & Francis Journals, vol. 7(3), pages 209-234.
  12. Hall, Stephen G & Robertson D & Wickens, M R, 1997. "Measuring Economic Convergence," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 2(2), pages 131-43, April.
  13. Robertson, Donald & Symons, James, 1997. "Real Interest Rates and Index-Linked Gilts," The Manchester School of Economic & Social Studies, University of Manchester, vol. 65(1), pages 25-43, January.
  14. Barber, Colin & Robertson, Donald & Scott, Andrew, 1997. "Property and Inflation: The Hedging Characteristics of U.K. Commercial Property, 1967-1994," The Journal of Real Estate Finance and Economics, Springer, vol. 15(1), pages 59-76, July.
  15. Robertson, Donald & Wickens, M R, 1997. "Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 59(1), pages 5-27, February.
  16. Milne, Alistair & Robertson, Donald, 1996. "Firm behaviour under the threat of liquidation," Journal of Economic Dynamics and Control, Elsevier, vol. 20(8), pages 1427-1449, August.
  17. Robertson, D & Symons, J, 1994. "Five Weeks in the Life of the Pound. Interest Rates, Expectations and Sterling's Exit from the ERM," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 56(1), pages 1-12, February.
  18. Robertson, Donald & Scott, Andrew, 1993. "The Estimation of Single Equation Rational Expectations Models: An Application to UK Consumption," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 55(2), pages 237-44, May.
  19. Robertson, Donald, 1992. "Term Structure Forecasts of Inflation," Economic Journal, Royal Economic Society, vol. 102(414), pages 1083-93, September.
  20. Robertson, D & Symons, J, 1992. "Some Strange Properties of Panel Data Estimators," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(2), pages 175-89, April-Jun.
  21. Hall, S G & Robertson, D & Wickens, M R, 1992. "Measuring Convergence of the EC Economies," The Manchester School of Economic & Social Studies, University of Manchester, vol. 60(0), pages 99-111, Supplemen.
  22. Robertson, Donald & Symons, J, 1992. "Output, Inflation and the ERM," Oxford Economic Papers, Oxford University Press, vol. 44(3), pages 373-86, July.
  23. Robertson, Donald & Symons, James, 1990. "The Occupational Choice of British Children," Economic Journal, Royal Economic Society, vol. 100(402), pages 828-41, September.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2010-11-06. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2005-02-20. Author is listed
  3. NEP-FOR: Forecasting (1) 2012-04-23. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2005-02-20. Author is listed

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