Robin L. Lumsdaine

Best Publications

• Multiple Trend Breaks and the Unit-Root Hypothesis

  Robin L. Lumsdaine;David H. Papell

  2122
  Citations

• Dating the integration of world equity markets

  Geert Bekaert;Geert Bekaert;Campbell R. Harvey;Campbell R. Harvey;Robin L. Lumsdaine;Robin L. Lumsdaine

  922
  Citations

• Testing for and Dating Common Breaks in Multivariate Time Series

  Jushan Bai;Robin L. Lumsdaine;James H. Stock

  588
  Citations

• Macroeconomic news and bond market volatility1

  Charles M. Jones;Owen Lamont;Robin L. Lumsdaine

  579
  Citations

• The dynamics of emerging market equity flows

  Geert Bekaert;Geert Bekaert;Campbell R Harvey;Campbell R Harvey;Robin L Lumsdaine;Robin L Lumsdaine

  513
  Citations

• New developments in the economic analysis of retirement

  Robin L. Lumsdaine;Olivia Mitchell

  511
  Citations

• Consistency and Asymptotic Normality of the Quasi-maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models

  Unknown

  511
  Citations

• Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence

  Unknown

  391
  Citations

• Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence

  Anindya Banerjee;Anindya Banerjee;Robin L. Lumsdaine;James H. Stock;James H. Stock

  324
  Citations

• Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence

  Unknown

  274
  Citations

• Finite-Sample Properties of the Maximum Likelihood Estimator in GARCH(1,1) and IGARCH(1,1) Models: A Monte Carlo Investigation

  Robin L. Lumsdaine

  194
  Citations

• Three Models of Retirement: Computational Complexity Versus Predictive Validity

  Robin L. Lumsdaine;James H. Stock;David A. Wise

  187
  Citations

• Three Models of Retirement: Computational Complexity versus Predictive Validity

  Robin L Lumsdaine;Robin L Lumsdaine;Robin L Lumsdaine;James H Stock;James H Stock;David A Wise;David A Wise

  173
  Citations

• Dating the Integration of World Equity Markets

  Geert Bekaert;Campbell R. Harvey;Campbell R. Harvey;Robin L. Lumsdaine;Robin L. Lumsdaine

  130
  Citations

• Retirement Timing of Women and the Role of Care Responsibilities for Grandchildren

  Robin L. Lumsdaine;Robin L. Lumsdaine;Stephanie J. C. Vermeer

  121
  Citations

• Testing for ARCH in the presence of a possibly misspecified conditional mean

  Robin L. Lumsdaine;Serena Ng

  117
  Citations

• Pension Plan Provisions and Retirement: Men and Women, Medicare, and Models

  Robin L. Lumsdaine;James Stock;David Wise

  104
  Citations

• Identifying the common component in international economic fluctuations : a new approach

  Robin L. Lumsdaine;Robin L. Lumsdaine;Robin L. Lumsdaine;Eswar S. Prasad

  93
  Citations

• Chapter 49 New developments in the economic analysis of retirement

  Robin L. Lumsdaine;Olivia S. Mitchell

  40
  Citations

• How survey design affects self-assessed health responses in the Survey of Health, Ageing, and Retirement in Europe (SHARE)

  Robin L. Lumsdaine;Robin L. Lumsdaine;Anneke Exterkate

  18
  Citations