Personal Details
First Name: Donald
Middle Name:
Last Name: Robertson
Suffix:
RePEc Short-ID: pro466
Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
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Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
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Working papers
- 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.
[Downloadable!]
Published as: - 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.
[Downloadable!]
- Manfred W. Keil & Donald Robertson & James Symons, 2001.
"Minimum Wages and Employment,"
Claremont Colleges Working Papers
2001-08, Claremont Colleges.
[Downloadable!]
- Roberta Dessí & Donald Robertson, 2000.
"Debt, Incentives and Performance: Evidence from UK Panel Data,"
FMG Discussion Papers
dp344, Financial Markets Group.
[Downloadable!] (restricted)
Published as: - 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.
- 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.
- Alistair Milne & Donald Robertson, 1994.
"Firm Behaviour Under the Threat of Liquidation: Implications for Output, Investment & Business Cycle Transmission,"
Department of Economics Discussion Papers
9402, Department of Economics, University of Surrey.
[Downloadable!]
- Robertson, D. & Symons, J., 1988.
"The Occupational Choice Of British Children,"
Papers
325, London School of Economics - Centre for Labour Economics.
Published as: - RePEc:cep:cepdps:044 is not listed on IDEAS
- RePEc:cep:cepdps:0497 is not listed on IDEAS
- RePEc:cep:cepdps:0382 is not listed on IDEAS
- RePEc:cep:cepdps:0473 is not listed on IDEAS
- RePEc:cep:cepdps:0181 is not listed on IDEAS
- 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.
- RePEc:cep:cepdps:0312 is not listed on IDEAS
- RePEc:cep:cepdps:0133 is not listed on IDEAS
- RePEc:cep:cepdps:043 is not listed on IDEAS
- RePEc:cep:cepdps:0311 is not listed on IDEAS
Articles
- 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.
[Downloadable!] (restricted)
- 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.
[Downloadable!] (restricted)
- 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.
[Downloadable!] (restricted)
- 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.
[Downloadable!] (restricted)
- 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, March.
[Downloadable!] (restricted)
- 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.
[Downloadable!]
Other versions: - 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.
- Donald Robertson & James Symons, 2003.
"Self-selection in the state school system,"
Education Economics,
Taylor and Francis Journals, vol. 11(3), pages 259-272, December.
[Downloadable!] (restricted)
- 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.
[Downloadable!] (restricted)
Other versions: - 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.
[Downloadable!] (restricted)
- 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.
- 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.
[Downloadable!] (restricted)
- 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.
[Downloadable!] (restricted)
- Robertson, Donald & Symons, James, 1997.
"Real Interest Rates and Index-Linked Gilts,"
The Manchester School of Economic & Social Studies,
Blackwell Publishing, vol. 65(1), pages 25-43, January.
- 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.
[Downloadable!] (restricted)
- 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.
- 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.
- Robertson, Donald, 1992.
"Term Structure Forecasts of Inflation,"
Economic Journal,
Royal Economic Society, vol. 102(414), pages 1083-93, September.
[Downloadable!] (restricted)
- 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.
[Downloadable!] (restricted)
- Hall, S G & Robertson, D & Wickens, M R, 1992.
"Measuring Convergence of the EC Economies,"
The Manchester School of Economic & Social Studies,
Blackwell Publishing, vol. 60(0), pages 99-111, Supplemen.
- Robertson, Donald & Symons, J, 1992.
"Output, Inflation and the ERM,"
Oxford Economic Papers,
Oxford University Press, vol. 44(3), pages 373-86, July.
[Downloadable!] (restricted)
- Robertson, Donald & Symons, James, 1990.
"The Occupational Choice of British Children,"
Economic Journal,
Royal Economic Society, vol. 100(402), pages 828-41, September.
[Downloadable!] (restricted)
Other versions:
NEP Fields
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ETS: Econometric Time Series (1) 2005-02-20
- NEP-FMK: Financial Markets (2) 1998-05-28 1998-05-28 Author is listed
- NEP-LAB: Labour Economics (2) 2001-06-14 2001-06-22 Author is listed
- NEP-MAC: Macroeconomics (1) 2005-02-20
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This page was last updated on 2009-11-29.
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