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Robin L. Lumsdaine

Robin L. Lumsdaine

D-Index & Metrics

Economics and Finance

D-Index
30
Citations
9244
World Ranking
3648
National Ranking
1926

Best Publications

  • Multiple Trend Breaks and the Unit-Root Hypothesis

    Robin L. Lumsdaine;David H. Papell

  • Dating the integration of world equity markets

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

  • Testing for and Dating Common Breaks in Multivariate Time Series

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

  • Macroeconomic news and bond market volatility1

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

  • The dynamics of emerging market equity flows

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

  • New developments in the economic analysis of retirement

    Robin L. Lumsdaine;Olivia Mitchell

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

    Unknown

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

    Unknown

  • 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

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

    Unknown

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

    Robin L. Lumsdaine

  • Three Models of Retirement: Computational Complexity Versus Predictive Validity

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

  • 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

  • Dating the Integration of World Equity Markets

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

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

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

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

    Robin L. Lumsdaine;Serena Ng

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

    Robin L. Lumsdaine;James Stock;David Wise

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

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

  • Chapter 49 New developments in the economic analysis of retirement

    Robin L. Lumsdaine;Olivia S. Mitchell

  • 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

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