prof.dr. R.L. Lumsdaine

prof.dr. R.L. Lumsdaine

Full Professor Erasmus School of Economics Econometrics
Location
Erasmus University Rotterdam
Room
H 11-28
Telephone
+31 10 4081424
Email
lumsdaine@ese.eur.nl

Latest academic publication

R.L. Lumsdaine & R.J.D. Potter van Loon (2017). Do Survey Probabilities Match Financial Market Beliefs? Journal of Behavioral Finance. doi: 10.1080/15427560.2017.1376330[go to publisher's site]

More information

Back to overview
        • R.L. Lumsdaine & R.J.D. Potter van Loon (2017). Do Survey Probabilities Match Financial Market Beliefs? Journal of Behavioral Finance. doi: 10.1080/15427560.2017.1376330[go to publisher's site]
        • 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.
        • 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.
        • R.L. Lumsdaine & A. Spanous (2003). Comment on 'statistical adequancy and the testing of trend versus difference stationarity'. Econometric Reviews, 22 (3), 247-252.
        • R.L. Lumsdaine & S. Prasad (2003). Identifying the common component in international economic fluctuations. The Economic Journal, 113, 101-127.
        • R.L. Lumsdaine, D. Ben-David & D.H. Papell (2003). The unit root hypothesis is long-term output: evidence from two structural breaks for 16 countries. Empirical Economics (Heidelberg), 28 (2), 303-319.
        • R.L. Lumsdaine, G. Bekaert & C.R. Harvey (2002). The dynamics of emerging market equity flows. Journal of International Money and Finance, 21 (3), 327-363.
        • R.L. Lumsdaine, G. Bekaert & C.R. Harvey (2002). Dating the integration of world equity markets. Journal of Financial Economics, 21 (3), 295-350.
        • R.L. Lumsdaine & F. Bassett (2001). Probability limits: are subjective assessments adequately accurate? Journal of Human Resources, 36 (2), 327-363.
        • R.L. Lumsdaine & J. Bai (1998). Testing for and dating common breaks in multivariate time series. Review of Economic Studies, 65 (3), 395-432.
        • R.L. Lumsdaine, C.M. Jones & 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.
        • R.L. Lumsdaine, A. Banerjee & 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). Efficient Windows and Labor Force Reduction. Journal of Public Economics, 43, 131-159.
        • 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 (2003). Correlation, models, and risk management in challenging times. Journal of Financial Econometrics, 40-51.
      • 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, 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 (2017). Econometric Perceptions and Complexities (2017, juni 9). Rotterdam: Econometric Intsitute
  • Full Professor

    University
    Erasmus University Rotterdam
    School
    Erasmus School of Economics
    Department
    Econometrics
    Country
    Nederland
    Telephone
    +31 10 4081424

    Full Professor

    University
    Erasmus University Rotterdam
    School
    Erasmus School of Economics
    Department
    Econometrics
    Country
    Nederland
    Telephone
    +31 10 4081424
    • Myrthe van Dieijen

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

Address

Visiting address

Burg. Oudlaan 50 3062 PA Rotterdam

Postal address

Postbus 1738 3000 DR Rotterdam