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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

Teaching


PI Paper 3 - Michaelmas - Introduction to Probability and Statistics
PIIB Paper 10 - Michaelmas - Time Series Methods
MPhil Prep Course - Statistics
MPhil S301 - Applied Econometrics

PhD Students


Advisor

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

Dr Donald Robertson












University Senior Lecturer

Research Group:
Econometrics

CV: Curriculum Vitae


Contact Details
Email: dr10011@cam.ac.uk
Room: 70
Office Hours: By email appointment
College: Fellow of Pembroke College