Publications 1996-

• Robertson, D. and Milne, A. (1996), "Firm Behaviour Under the Threat of Liquidation", Journal of Economic Dynamics and Control, August.
• Robertson, D., and Symons, J. (1996), "The Right Mixture", New Economy, December.
• Robertson, D., and Wickens, M. (1997), "Measuring Real and Nominal Macroeconomic Shocks and their International Transmission under Different Monetary Systems", Oxford Bulletin of Economics and Statistics, March.
• Robertson, D., Barber, C. and Scott, A. (1997), "Property and Inflation: The Hedging Characteristics of UK Commercial Property", Journal of Real Estate Finance and Economics, 15, 1, pp.59-76.
• Hall, S., Robertson, D. and Wickens, M.(1997) "Measuring Economic Convergence" International Journal of Finance and Economics April.
• Robertson, D. and Symons, J. (1997), "Real Interest Rates and Index-Linked Gilts", The Manchester School, January.
• Robertson, D., Feinstein, L. and Symons, J. (1999), "Nursery Education and Attainment in the NCDS", Education Economics, December.
• Blake, N, SGB Henry and D.Robertson (2002) "Term Structure Forecasts of Inflation: Some Further Result" The Manchester School December
• Robertson, D. and Symons, J. (2003) "Do Peer Groups Matter? Peer Group versus Schooling Effects on Academic Attainment" Economica Feb 2003
• Robertson, D. and Symons, J. (2003) "Self Selection in the State School System" Education Economics
• Robertson, D. and Dessi, R. (2003) "Debt and Incentives: Evidence from a UK Panel" Economic Journal October
• Robertson,D and Wright,S (2006) "Dividends, Total Cashflows to Shareholders and Predictive Return Regressions" Review of Economics and Statistics
• Garratt,A Robertson,D and Wright,S (2007) "Inside the Black Box: Permanent vs Transitory Components and Economic Fundamentals" Journal of Applied Econometrics
• Robertson, D. and Symons, J. (2007) "Maximum Likelihood Factor Analysis with Rank Deficient Sample Covariance Matrices" Journal of Multivariate Analysis
• Alessandri, P Robertson,D and Wright S (2008) "Miller and Modigliani, Predictive Return Regressions and Co-integration" Oxford Bulletin of Economics and Statistics
• Sarafidis V, Yamagata T and Robertson D (2009) "A Test of Cross Section Dependence for a Linear Dynamic Panel Model with Regressors" Journal of Econometrics
• Sarafidis V and Robertson D (2009) "On the Impact of Cross Section Dependence in Short Dynamic Panel Estimation"The Econometrics Journal

Working Papers

• Robertson D and S Wright (2009) "The Limits to Stock Return Predictability" Download pdf 
• Keil, M., Robertson, D. and Symons, J (2009) "Univariate Regressions of Employment on Minimum Wages in the Panel of U.S. States" Download pdf 
• Robertson D and Wright S (2009) "Testing For Redundant Predictor Variables" Download pdf 
• Robertson, D., and Symons, J. (2000), "Factor Residuals in SUR Regressions: Estimating Panels Allowing for Cross Sectional Correlation". Download pdf 
• Keil, M., Robertson, D. and Symons, J (2001) "Minimum Wages and Employment" Download pdf 
• Robertson,D and Wright,S (2002) "The Good News and the Bad News about Long Run Stock Market Returns" Download pdf 
• Robertson,D and Wright,S (2002) "What Does Q Predict?" Download pdf