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
Email
lumsdaine@ese.eur.nl

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Profile

  • Robin Lumsdaine, DN Rockmore, NJ Foti, G Leibon & JD Farmer (2020) - The Intrafirm Complexity of Systemically Important Financial Institutions - Journal of Financial Stability, 52 - doi: 10.1016/j.jfs.2020.100804
  • MD Flood, Robin Lumsdaine, DY Kenett & JK Simon (2020) - The Complexity of Bank Holding Company Resolution: A Topological Approach - Journal of Banking and Finance, 118 (September) - doi: 10.1016/j.jbankfin.2020.105789
  • Robin Lumsdaine & Rogier 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
  • Dick Dijk, Robin Lumsdaine & Michel Wel (2016) - Market set-up in advance of Federal Reserve policy rate decisions - The Economic Journal, 126 (592), 618-653 - doi: 10.1111/ecoj.12372
  • Robin Lumsdaine & SJC 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
  • Robin 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
  • Robin Lumsdaine & S Prasad (2003) - Identifying the common component in international economic fluctuations - The Economic Journal, 113, 101-127
  • Robin Lumsdaine (2003) - Correlation, models, and risk management in challenging times - Journal of Financial Econometrics, 40-51
  • D Ben-David, Robin Lumsdaine & DH 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
  • Robin Lumsdaine (2003) - Comment on 'Statistical Adequacy and the Testing of Trend versus Difference Stationarity' - Econometric Reviews, 22 (3), 247-252
  • G Bekaert, Robin Lumsdaine & CR Harvey (2002) - Dating the integration of world equity markets - Journal of Financial Economics, 21 (3), 295-350
  • G Bekaert, Robin Lumsdaine & CR Harvey (2002) - The dynamics of emerging market equity flows - Journal of International Money and Finance, 21 (3), 327-363
  • WF Bassett & Robin Lumsdaine (2001) - Probability limits: are subjective assessments adequately accurate? - Journal of Human Resources, 36 (2), 327-363
  • Robin Lumsdaine & SG 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, Robin Lumsdaine & JH Stock (1998) - Testing for and dating common breaks in multivariate time series - Review of Economic Studies, 65 (3), 395-432
  • CM Jones, Robin Lumsdaine & O Lamont (1998) - Macroeconomic news and bond market volatility - Journal of Financial Economics, 47 (3), 315-337
  • Robin Lumsdaine & DH Papell (1997) - Multiple trend breaks and the unit root hypothesis - The Review of Economics and Statistics, LXXIX (2), 212-218
  • Robin 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
  • Robin 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, Robin Lumsdaine & JH 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
  • Robin Lumsdaine, JH Stock & DA Wise (1990) - Fenetres et Retraites - Annales d'economie et de statistique, 20-21, 219-242
  • Robin Lumsdaine, JH Stock & DA Wise (1990) - Efficient Windows and Labor Force Reduction - Journal of Public Economics, 43, 131-159

  • Robin Lumsdaine & A Golan (2016) - On the construction of prior information - An info-metrics approach - Emerald Publishing Group
  • Robin Lumsdaine & OS Mitchell (1999) - New Developments in the Economic Analysis of Retirement - Elsevier Science
  • Robin Lumsdaine, JH Stock & DA Wise (1996) - Retirement Incentives: The Interaction between Employer-Provided Pensions, Social Security , and Retiree Health Benefits - University of Chicago Press
  • Robin Lumsdaine (1996) - On the affecting labor supply decisions and retirement income - National Academy Press
  • Robin Lumsdaine (1996) - Factors Affecting Labor Supply Decisions and Retirement Incom - National Academy Press
  • Robin Lumsdaine, JH Stock & DA Wise (1996) - Why are Retirements Rates so High at Age 65? - University of Chicago Press
  • Robin Lumsdaine & DA Wise (1994) - Aging and Labor Force Participation: A review of Trends and Explanations - University of Chicago Press
  • Robin Lumsdaine, JH Stock & DA Wise (1994) - Pension Plan Provisions and Retirement: Men and Women, Medicare and Models - University of Chicago Press
  • Robin Lumsdaine, JH Stock & DA Wise (1992) - Three Models of Retirement: Computational Complexity versus Predictive Validity - University of Chicago Press

  • Robin Lumsdaine (2017) - Econometric Perceptions and Complexities - Econometric Institute, Erasmus University

  • Dick Dijk, Robin Lumsdaine & Michel Wel (2014) - Market set-up in advance of Federal Reserve policy decisions - National Bureau of Economic Research

Seminar in Econometrics

Year
2021
Year Level
bachelor 3, bachelor 3, bachelor 4
Course Code
FEB23012

Seminar in Financial Econometrics

Year
2021
Year Level
bachelor 3, bachelor 3, bachelor 4
Course Code
FEB23013

  • Myrthe van Dieijen

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

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