(Robin) RL Lumsdaine

prof.dr. (Robin) RL Lumsdaine
Full Professor Erasmus School of Economics Econometrics
Burg. Oudlaan 50, Rotterdam

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      • 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

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

    Seminar in Financial Econometrics

    Seminar in Financial Econometrics
    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
  • Full Professor

    Erasmus University Rotterdam
    Erasmus School of Economics
    The Netherlands


Visiting address

Burg. Oudlaan 50 3062 PA Rotterdam

Postal address

Postbus 1738 3000 DR Rotterdam