Robin L. Lumsdaine

Robin L. Lumsdaine publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Robin L. Lumsdaine sits on this spectrum.

Robin L. Lumsdaine D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Robin L. Lumsdaine sits on this spectrum.

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