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Research Interests

Applied Macroeconomics and Finance. Econometrics.

Recent Publications

Published Papers

Mitchell, J., Robertson, D. and Wright, S. R² bounds for predictive models: what univariate properties tell us about multivariate predictability, (2018) Journal of Business and Economic Statistics
Robertson, D., Sarafidis, V. and Westerlund, J. Unit root inference in generally trending and cross-correlated fixed-T panels, (2017) 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

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

Recent Activities

Faculty Academic Promotions and Appointments 2019 - Publication Date: 2019-06-13
The Faculty is very pleased to announce that Dr Chryssi Giannitsarou and Dr Donald Robertson have been promoted to University Readerships and that Dr Sriya Iyer has been appointed to University Readership and will join the Faculty in that capacity in September.


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

PhD Students


Harkeerit Kalsi
PhD Title:
Xiaocong Zhang
PhD Title:
Research: The Economic Consequences of Land Finance in China: An Estimated DSGE Model

Dr Donald Robertson

University Reader

Research Group:

CV: Curriculum Vitae

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