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Research Interests

Applied Macroeconomics and Finance. Econometrics.

Recent Publications

Published Papers

Robertson, D., Sarafidis, V. and Westerlund, J. Unit root inference in generally trending and cross-correlated fixed-T panels, (2016) Journal of Business and Economic Statistics
Isohatala, J., Kusmartsev, F., Milne, A. and Robertson, D. Leverage constraints and real interest rates, (2015) Manchester School
Robertson, D. and Sarafidis, V. IV estimation of panels with factor residuals, (2015) Journal of Econometrics
Robertson, D. and Sarafidis, D. On the impact of error cross-sectional dependence in short dynamic panel estimation, (2009) Econometrics Journal
Robertson, D., Sarafidis, T. and Yamagata, T. A test of cross section dependence for a linear dynamic panel model with regressors, (2009) Journal of Econometrics

Cambridge Working Papers in Economics

Robertson, D. and Tambakis, D. Long-Run Debt Ratios with Fiscal Fatigue, (2016) CWPE1674
Robertson, D. and Sarafidis, V. IV Estimation of Panels with Factor Residuals , (2013) CWPE1321


PI Paper 3 - Michaelmas - Introduction to Probability and Statistics
PIIB Paper 10 - Michaelmas - Time Series Methods
MPhil - Mathematics and Statistics Preliminary Course

PhD Students


Jiaqi Li
PhD Title: Imperfect Competition in Banking and Monetary Transmission

Dr Donald Robertson

University Senior Lecturer

Research Group:

CV: Curriculum Vitae

Contact Details
Room: 70
Office Hours: By email appointment
College: Fellow of Pembroke College