Concepedia
Statistics
Publications
35
Citations
6.2K
H-Index
24
Active since
1990
Affiliations
National Bureau of Economic Research(Current)
American University
Tinbergen Institute
Erasmus University Rotterdam
Columbia University
Robin L. Lumsdaine is an author at National Bureau of Economic Research specializing in business, economics, and finance.
Top concepts
BusinessFinanceEconomicsStatisticsGlobal FinanceEconomic AnalysisEconometricsPublic PolicyRetirement StudiesPublic Health
Publications per year
1990–2022
Multiple Trend Breaks and the Unit-Root Hypothesis
Robin L. Lumsdaine, David H. Papell · The Review of Economics and Statistics · 1997 · 1.5K citations
Dating the integration of world equity markets
Geert Bekaert, Campbell R. Harvey, Robin L. Lumsdaine · Journal of Financial Economics · 2002 · 580 citations
Global Markets, Economics, International Finance +5
Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
Robin L. Lumsdaine · Econometrica · 1996 · 466 citations
Testing For and Dating Common Breaks in Multivariate Time Series
Jushan Bai, Robin L. Lumsdaine, James H. Stock · The Review of Economic Studies · 1998 · 452 citations
Economics, Economic Growth, Break Dates +14
Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence
Anindya Banerjee, Robin L. Lumsdaine, James H. Stock · Journal of Business and Economic Statistics · 1992 · 406 citations
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