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 StatisticsRobertson, 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) CWPE1674Robertson, 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.
Teaching
PI Paper 3 - Michaelmas - Introduction to Probability and Statistics
PIIB Paper 10 - Michaelmas - Time Series Methods
MPhil Prep Course - Statistics
PhD Students
Supervisor
