12
H index
14
i10 index
580
Citations
Donald Robertson : Citation Profile
University of Cambridge | RESEARCH PRODUCTION: 23 Articles 33 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1988 - 2020). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Donald Robertson. | Is cited by:
| Cites to:
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Main data
Where Donald Robertson has published?
| Journals with more than one article published | # docs |
|---|---|
| Oxford Bulletin of Economics and Statistics | 4 |
| Economic Journal | 3 |
| Journal of Applied Econometrics | 2 |
| Journal of Econometrics | 2 |
| The Manchester School of Economic & Social Studies | 2 |
| Education Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| GREDEG Working Papers / Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Universit Cte d'Azur, France | 2 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Donald Robertson (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2021 | The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715. Full description at Econpapers || Download paper |
| 2020 | Fractional trends and cycles in macroeconomic time series. (2020). Weber, Enzo ; Hartl, Tobias ; Tschernig, Rolf. In: Papers. RePEc:arx:papers:2005.05266. Full description at Econpapers || Download paper |
| 2020 | Does deregulation decrease unemployment? An empirical analysis of the Spanish labour market. (2020). Cardenas, Luis ; Herrero, Daniel ; Gallego, Julian Lopez. In: International Labour Review. RePEc:bla:intlab:v:159:y:2020:i:3:p:367-396. Full description at Econpapers || Download paper |
| 2020 | Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity. (2020). Janke, Katharina ; Lee, Kevin ; Propper, Carol ; Shields, Kalvinder K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14507. Full description at Econpapers || Download paper |
| 2020 | The effects of maritime container transport on economic growth in the countries on the west coast of Latin America. (2020). de la Peña, Ignacio ; de la Pea, Ignacio ; Lopez-Bermudez, Beatriz ; Freire-Seoane, Maria Jesus. In: Revista CEPAL. RePEc:ecr:col070:45977. Full description at Econpapers || Download paper |
| 2020 | The COVID-19 global fear index and the predictability of commodity price returns. (2020). Salisu, Afees ; Raheem, Ibrahim ; Akanni, Lateef. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302136. Full description at Econpapers || Download paper |
| 2020 | Foreign aid, institutional quality and economic growth: Evidence from the developing world. (2020). Banerjee, Rajabrata ; Cavoli, Tony ; Maruta, Admasu Asfaw. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:444-463. Full description at Econpapers || Download paper |
| 2021 | Symbolic transfer entropy test for causality in longitudinal data. (2021). Camacho, Maximo ; Ruiz-Marin, Manuel ; Romeu, Andres. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:649-661. Full description at Econpapers || Download paper |
| 2020 | The impact of bank competition and concentration on bank risk-taking behavior and stability: Evidence from GCC countries. (2020). Md-Rus, Rohani ; Saha, Asish ; Ulazeez, Abd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081830247x. Full description at Econpapers || Download paper |
| 2020 | Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903. Full description at Econpapers || Download paper |
| 2020 | Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Uddin, Gazi ; Hernandez, Jose Arreola ; Lahmiri, Salim ; Kang, Sang Hoon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321259. Full description at Econpapers || Download paper |
| 2020 | The impact of renewable energy consumption on income inequality: Evidence from developed countries. (2020). Tugcu, Can ; Topcu, Mert. In: Renewable Energy. RePEc:eee:renene:v:151:y:2020:i:c:p:1134-1140. Full description at Econpapers || Download paper |
| 2020 | Nexus of biomass energy, key determinants of economic development and environment: A fresh evidence from Asia. (2020). Abbas, Nasir ; Anwar, Sofia ; Riaz, Sabahat ; Ali, Syed Asif ; Raza, Syed Ale. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:133:y:2020:i:c:s1364032120305335. Full description at Econpapers || Download paper |
| 2020 | The exchange rate and export variety: A cross-country analysis with long panel estimators. (2020). Goya, Daniel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:649-665. Full description at Econpapers || Download paper |
| 2020 | Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Amanullah, ; Mehrabani, Ali. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:15-:d:351180. Full description at Econpapers || Download paper |
| 2020 | Dynamic Modelling of Causal Relationship between Energy Consumption, CO 2 Emission, and Economic Growth in SE Asian Countries. (2020). Chontanawat, Jaruwan. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6664-:d:463692. Full description at Econpapers || Download paper |
| 2020 | How Knowledge Assets Affect the Learning-by-Exporting Effect: Evidence Using Panel Data for Manufacturing Firms. (2020). Sung, Bongsuk ; Kim, Hyun-Jee. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3105-:d:344805. Full description at Econpapers || Download paper |
| 2020 | Inflation cycle synchronization in ASEAN countries. (2020). Yoon, Seong-Min ; Hernandez, Jose Arreola ; Uddin, Gazi Salah ; Lahmiri, Salim ; Kang, Sang Hoon. In: Post-Print. RePEc:hal:journl:hal-02779489. Full description at Econpapers || Download paper |
| 2020 | Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: Working Papers. RePEc:hal:wpaper:hal-02790523. Full description at Econpapers || Download paper |
| 2020 | Dividend Growth Predictability and the Price–Dividend Ratio. (2020). Trojani, Fabio ; Piatti, Ilaria . In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:130-158. Full description at Econpapers || Download paper |
| 2021 | The Effect of Monetary Policy on Bank Wholesale Funding. (2021). Choi, Hyun-Soo. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:388-416. Full description at Econpapers || Download paper |
| 2020 | Macroeconomic Conditions and Health in Britain: Aggregation, Dynamics and Local Area Heterogeneity. (2020). Shields, Michael ; Lee, Kevin ; Propper, Carol ; Janke, Katharina. In: IZA Discussion Papers. RePEc:iza:izadps:dp13091. Full description at Econpapers || Download paper |
| 2021 | Myth or Measurement: What Does the New Minimum Wage Research Say about Minimum Wages and Job Loss in the United States?. (2021). Neumark, David ; Shirley, Peter. In: NBER Working Papers. RePEc:nbr:nberwo:28388. Full description at Econpapers || Download paper |
| 2020 | Essays in Honor of Professor Badi H Baltagi: Editorial. (2020). Sarafidis, Vasilis ; Li, QI ; Westerlund, Joakim. In: MPRA Paper. RePEc:pra:mprapa:104751. Full description at Econpapers || Download paper |
| 2020 | Banking sector development and economic growth in developing countries: a bootstrap panel Granger causality analysis. (2020). Mhadhbi, Khalil ; Bouchrika, Ali ; Terzi, Chokri. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01670-z. Full description at Econpapers || Download paper |
| 2020 | The effects of test scores and truancy on youth unemployment and inactivity: a simultaneous equations approach. (2020). Crouchley, Rob ; Bradley, Steve. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:4:d:10.1007_s00181-019-01691-8. Full description at Econpapers || Download paper |
| 2021 | General diagnostic tests for cross-sectional dependence in panels. (2021). Pesaran, Hashem M. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01875-7. Full description at Econpapers || Download paper |
| 2021 | Alternative estimation approaches for the factor augmented panel data model with small T. (2021). Hansen, Philipp ; Breitung, Jorg. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01948-7. Full description at Econpapers || Download paper |
| 2021 | A homogeneous approach to testing for Granger non-causality in heterogeneous panels. (2021). Karavias, Yiannis ; Juodis, Artras ; Sarafidis, Vasilis. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:1:d:10.1007_s00181-020-01970-9. Full description at Econpapers || Download paper |
| 2020 | Model uncertainty, nonlinearities and out-of-sample comparison: evidence from international technology diffusion. (2020). Simioni, Michel ; Musolesi, Antonio ; Gioldasis, Georgios. In: SEEDS Working Papers. RePEc:srt:wpaper:0120. Full description at Econpapers || Download paper |
| 2020 | Improved Average Estimation in Seemingly Unrelated Regressions. (2020). Ullah, Aman ; Mehrabani, Ali. In: Working Papers. RePEc:ucr:wpaper:202013. Full description at Econpapers || Download paper |
| 2021 | Inflation?growth nexus in developing economies: New empirical evidence from a disaggregated approach. (2021). Worz, Julia ; Ayyoub, Muhammad . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:241-257. Full description at Econpapers || Download paper |
| 2020 | A crossâ€section averageâ€based principal components approach for fixedâ€T panels. (2020). Westerlund, Joakim. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:6:p:776-785. Full description at Econpapers || Download paper |
| 2020 | Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere. (2020). , Joakimwesterlund ; Petrova, Yana ; Westerlund, Joakim. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:7:p:960-964. Full description at Econpapers || Download paper |
Works by Donald Robertson:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Permanent vs Transitory Components and Economic Fundamentals In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 38 |
| 2006 | Permanent vs transitory components and economic fundamentals.(2006) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
| 2012 | The Predictive Space, or, If x predicts y, what does y tell us about x? In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 3 |
| 1992 | Measuring Convergence of the EC Economies. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 41 |
| 1997 | Real Interest Rates and Index-Linked Gilts. In: The Manchester School of Economic & Social Studies. [Citation analysis] | article | 4 |
| 1993 | Real Interest Rates and Index Linked Gilts.(1993) In: CEP Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1993 | Real interest rates and index linked gilts.(1993) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2015 | Leverage Constraints and Real Interest Rates In: Manchester School. [Full Text][Citation analysis] | article | 1 |
| 2014 | Leverage constraints and real interest rates.(2014) In: Research Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1993 | The Estimation of Single Equation Rational Expectations Models: An Application to UK Consumption. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 0 |
| 1994 | Five Weeks in the Life of the Pound. Interest Rates, Expectations and Sterlings Exit from the ERM. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 1 |
| 1997 | Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems. In: Oxford Bulletin of Economics and Statistics. [Citation analysis] | article | 6 |
| 1995 | Measuring the Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems.(1995) In: Discussion Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2008 | Miller and Modigliani, Predictive Return Regressions and Cointegration* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2014 | The net worth trap: investment and output dynamics in the presence of financing constraints In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | IV Estimation of Panels with Factor Residuals In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 32 |
| 2015 | IV estimation of panels with factor residuals.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | article | |
| 2010 | IV Estimation of Panels with Factor Residuals.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
| 2016 | Long-Run Debt Ratios with Fiscal Fatigue In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 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 In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 1 |
| 1998 | The Good News and the Bad News about Long-run Stock Market Returns In: Cambridge Working Papers in Economics. [Citation analysis] | paper | 3 |
| 1991 | Output, Inflation and the ERM In: CEP Discussion Papers. [Citation analysis] | paper | 3 |
| 1992 | Output, Inflation and the ERM..(1992) In: Oxford Economic Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 1991 | Some Strange Properties of Panel Data Estimators In: CEP Discussion Papers. [Citation analysis] | paper | 93 |
| 1992 | Some Strange Properties of Panel Data Estimators..(1992) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 93 | article | |
| 1993 | Five Weeks in the Life of the Pound: Interest Rates In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | Five weeks in the life of the pound: interest rates.(1993) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1996 | Do peer Groups Matter? Peer Groups versus Schooling Effects on Academic Attainment In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 12 |
| 1996 | Self-Selection in The State School System In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2003 | Self-selection in the state school system.(2003) In: Education Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
| 1998 | Pre-School Education and Attainment in the NCDS and BCS In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
| 2000 | Factor Residuals in SUR Regressions: Estimating Panels Allowing for Cross Sectional Correlation In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
| 2000 | Factor residuals in SUR regressions: estimating panels allowing for cross sectional correlation.(2000) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2001 | Minimum Wages and Employment In: CEP Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
| 2001 | Minimum wages and employment.(2001) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2017 | Public goods, role models and sucker aversion: the audience matters In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 1990 | The Occupational Choice of British Children. In: Economic Journal. [Full Text][Citation analysis] | article | 17 |
| 1988 | THE OCCUPATIONAL CHOICE OF BRITISH CHILDREN.(1988) In: London School of Economics - Centre for Labour Economics. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 1992 | Term Structure Forecasts of Inflation. In: Economic Journal. [Full Text][Citation analysis] | article | 9 |
| 2003 | Debt, Incentives and Performance: Evidence from UK Panel Data In: Economic Journal. [Full Text][Citation analysis] | article | 17 |
| 2000 | Debt, Incentives and Performance: Evidence from UK Panel Data.(2000) In: FMG Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2009 | On the impact of error cross-sectional dependence in short dynamic panel estimation In: Econometrics Journal. [Full Text][Citation analysis] | article | 64 |
| 1996 | Firm behaviour under the threat of liquidation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 40 |
| 2009 | A test of cross section dependence for a linear dynamic panel model with regressors In: Journal of Econometrics. [Full Text][Citation analysis] | article | 96 |
| 2007 | Maximum likelihood factor analysis with rank-deficient sample covariance matrices In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 8 |
| 2019 | Public Goods and Future Audiences: Acting as Role Models? In: GREDEG Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Public goods and future audiences: acting as role models?.(2019) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2020 | The Italian North-South Divide in Perceived Dishonesty: A Matter of Trust? In: GREDEG Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Measuring Economic Convergence. In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 18 |
| 1997 | Property and Inflation: The Hedging Characteristics of U.K. Commercial Property, 1967-1994. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 2 |
| 2004 | Inside the black box: permanent vs transitory components and economic fundamentals In: Money Macro and Finance (MMF) Research Group Conference 2003. [Full Text][Citation analysis] | paper | 1 |
| 2014 | GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 1994 | Firm Behaviour Under the Threat of Liquidation: Implications for Output, Investment & Business Cycle Transmission In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Pre-school Education and Attainment in the National Child Developement Study and British Cohort Study In: Education Economics. [Full Text][Citation analysis] | article | 0 |
| 2006 | Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 14 |
| 2016 | What univariate models tell us about multivariate macroeconomic models In: EMF Research Papers. [Full Text][Citation analysis] | paper | 0 |
| 1998 | THE DEGREE OF CONVERGENCE WITHIN THE EMS In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
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