Erasmus University Rotterdam

prof.dr.
(Robin) RL Lumsdaine

prof.dr. (Robin) RL Lumsdaine
Full Professor Erasmus School of Economics Econometrics
Location
Burg. Oudlaan 50, Rotterdam
Room
ET-30
Telephone
0104081424
Email
lumsdaine@ese.eur.nl

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Profile

      • R.L. Lumsdaine, D.N. Rockmore, N.J. Foti, G. Leibon & J.D. Farmer (2020). The Intrafirm Complexity of Systemically Important Financial Institutions. Journal of Financial Stability. doi: 10.1016/j.jfs.2020.100804
      • M.D. Flood, R.L. Lumsdaine, D.Y. Kenett & J.K. Simon (2020). The Complexity of Bank Holding Company Resolution: A Topological Approach. Journal of Banking and Finance, 118 (September):105789. doi: 10.1016/j.jbankfin.2020.105789
      • R.L. Lumsdaine & R.J.D. Potter van Loon (2017). Do Survey Probabilities Match Financial Market Beliefs? Journal of Behavioral Finance, 19 (2), 209-220. doi: 10.1080/15427560.2017.1376330
      • R.L. Lumsdaine & S.J.C. Vermeer (2015). Retirement timing of women and the role of caring responsibilities for grandchildren. Demography, 52 (2), 433-454. doi: 10.1007/s13524-015-0382-5
      • R.L. Lumsdaine & A. Exterkate (2013). How survey design affects self-assessed health responses in the survey of health. European Economic Review, 63, 299-307. doi: 10.1016/j.euroecorev.2013.06.002
      • R.L. Lumsdaine (2003). Comment on 'Statistical Adequacy and the Testing of Trend versus Difference Stationarity'. Econometric Reviews, 22 (3), 247-252.
      • D. Ben-David, R.L. Lumsdaine & D.H. Papell (2003). The unit root hypothesis is long-term output: evidence from two structural breaks for 16 countries. Empirical Economics: A quarterly journal of the Institute for Advanced Studies, 28 (2), 303-319.
      • R.L. Lumsdaine (2003). Correlation, models, and risk management in challenging times. Journal of Financial Econometrics, 40-51.
      • R.L. Lumsdaine & S. Prasad (2003). Identifying the common component in international economic fluctuations. The Economic Journal, 113, 101-127.
      • G. Bekaert, R.L. Lumsdaine & C.R. Harvey (2002). The dynamics of emerging market equity flows. Journal of International Money and Finance, 21 (3), 327-363.
      • G. Bekaert, R.L. Lumsdaine & C.R. Harvey (2002). Dating the integration of world equity markets. Journal of Financial Economics, 21 (3), 295-350.
      • W.F. Bassett & R.L. Lumsdaine (2001). Probability limits: are subjective assessments adequately accurate? Journal of Human Resources, 36 (2), 327-363.
      • R.L. Lumsdaine & S.G. Ng (1999). Testing for ARCH in the Presence of a Possibly Misspecified Conditional Mean. Journal of Econometrics, 93 (2), 257-279. doi: 10.1016/S0304-4076(99)00011-1
      • J. Bai, R.L. Lumsdaine & J.H. Stock (1998). Testing for and dating common breaks in multivariate time series. Review of Economic Studies, 65 (3), 395-432.
      • C.M. Jones, R.L. Lumsdaine & O. Lamont (1998). Macroeconomic news and bond market volatility. Journal of Financial Economics, 47 (3), 315-337.
      • R.L. Lumsdaine & D.H. Papell (1997). Multiple trend breaks and the unit root hypothesis. The Review of Economics and Statistics, LXXIX (2), 212-218.
      • R.L. Lumsdaine (1996). Consistency and asymptotic normality of the quasi-maximum likelihood estimator in IGARCH (1,1) and covariance stationary GARCH (1,1). Econometrica, 64 (3), 575-596.
      • R.L. Lumsdaine (1995). Finite sample properties of the maximum likelihood Estimator in GARCH (1,1) and IGARCH (1,1) models: A Monte Carlo investigation. Journal of Business and Economic Statistics, 13, 1-10.
      • A. Banerjee, R.L. Lumsdaine & J.H. Stock (1992). Recursive and sequential test of the unit root and trend break hypotheses: theory and international evidence. Journal of Business and Economic Statistics, 10, 271-288.
      • R.L. Lumsdaine, J.H. Stock & D.A. Wise (1990). Fenetres et Retraites. Annales d'Economie et de Statistique, 20-21, 219-242.
      • R.L. Lumsdaine, J.H. Stock & D.A. Wise (1990). Efficient Windows and Labor Force Reduction. Journal of Public Economics, 43, 131-159.

      • R.L. Lumsdaine & A. Golan (2016). On the construction of prior information - An info-metrics approach. In G. Gonzalez-Rivara, R.C. Hill & T.-H. Lee (Eds.), Advances in Econometrics-Essay in Honor of Aman Ullah (36) (pp. 277-314). Bingley, Uk: Emerald Publishing Group
      • R.L. Lumsdaine & O.S. Mitchell (1999). New Developments in the Economic Analysis of Retirement. In O. Ashenfelter & D. Card (Eds.), Handbook of Labor Economics (3) (pp. 3261-3307). Amsterdam: Elsevier Science
      • R.L. Lumsdaine (1996). Factors Affecting Labor Supply Decisions and Retirement Incom. In E.A. Hanushek & N.L. Maritato (Eds.), Assessing Knowledge of Retirement Behaviour. Washington DC: National Academy Press
      • R.L. Lumsdaine, J.H. Stock & D.A. Wise (1996). Why are Retirements Rates so High at Age 65? In D.A. Wise (Ed.), Advances in the Economics of Aging. Chicago: University of Chicago Press
      • R.L. Lumsdaine (1996). On the affecting labor supply decisions and retirement income. In E. Hanushek & N. Maritato (Eds.), Assessing knowledge of retirement behavior (pp. 61-22). Washington, DC: National Academy Press
      • R.L. Lumsdaine, J.H. Stock & D.A. Wise (1996). Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security , and Retiree Health Benefits. In M. Hurd & N. Yashiro (Eds.), The Economics of Aging in the United states and Japan (pp. 261-293). Chicago: University of Chicago Press
      • R.L. Lumsdaine, J.H. Stock & D.A. Wise (1994). Pension Plan Provisions and Retirement: Men and Women, Medicare and Models. In D.A. Wise (Ed.), Studies in the Economics of Aging. Chicago: University of Chicago Press
      • R.L. Lumsdaine & D.A. Wise (1994). Aging and Labor Force Participation: A review of Trends and Explanations. In Y. Noguchi & D.A. Wise (Eds.), Aging in the United States and Japan: Economic Trend. Chicago: University of Chicago Press
      • R.L. Lumsdaine, J.H. Stock & D.A. Wise (1992). Three Models of Retirement: Computational Complexity versus Predictive Validity. In D.A. Wise (Ed.), Topics in the Econoimics of Aging. Chicago: University of Chicago Press

      • R.L. Lumsdaine (2017). Econometric Perceptions and Complexities (2017, juni 9). Rotterdam: Econometric Intsitute

      • M.J. van Dieijen (2019, december 13). What's in a word. EUR (Rotterdam: EUR) Prom./coprom.: prof.dr. P.H.B.F. Franses & prof.dr. R.L. Lumsdaine.

  • Seminar in Econometrics

    Title
    Seminar in Econometrics
    Year
    2020
    Year level
    bachelor 3, bachelor 3, bachelor 4

    Seminar in Financial Econometrics

    Title
    Seminar in Financial Econometrics
    Year
    2020
    Year level
    bachelor 3, bachelor 3, bachelor 4

    • Myrthe van Dieijen

      Reading between the lines: empirical studies on the relation between user-generated content and marketing
      • 2014 - 2019

  • Full Professor

    University
    Erasmus University Rotterdam
    School
    Erasmus School of Economics
    Department
    Econometrics
    Country
    The Netherlands
    Telephone
    0104081424

Address

Visiting address

Burg. Oudlaan 50 3062 PA Rotterdam

Postal address

Postbus 1738 3000 DR Rotterdam

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