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Donald Robertson

Global rank #6352 92%

Institution: University of Cambridge

Primary Field: Econometrics (weighted toward more recent publications)

First Publication: 1992

Most Recent: 2025

RePEc ID: pro466 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.01 0.50 0.00 2.51
Last 10 Years 0.00 2.35 0.50 0.00 5.19
All Time 0.00 5.03 5.87 0.00 16.42

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 11.95

Publications (14)

Year Article Journal Tier Authors
2025 Cautious expectations Journal of Monetary Economics A 2
2024 Public goods and future audiences Journal of Economic Behavior and Organization B 4
2019 R2 Bounds for Predictive Models: What Univariate Properties Tell us About Multivariate Predictability Journal of Business & Economic Statistics A 3
2018 Unit Root Inference in Generally Trending and Cross-Correlated Fixed-T Panels Journal of Business & Economic Statistics A 3
2015 IV estimation of panels with factor residuals Journal of Econometrics A 2
2009 A test of cross section dependence for a linear dynamic panel model with regressors Journal of Econometrics A 3
2008 Miller and Modigliani, Predictive Return Regressions and Cointegration* Oxford Bulletin of Economics and Statistics B 3
2006 Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions Review of Economics and Statistics A 2
2006 Permanent vs transitory components and economic fundamentals Journal of Applied Econometrics B 3
1997 Measuring Real and Nominal Macroeconomic Shocks and Their International Transmission under Different Monetary Systems. Oxford Bulletin of Economics and Statistics B 2
1996 Firm behaviour under the threat of liquidation Journal of Economic Dynamics and Control B 2
1994 Five Weeks in the Life of the Pound. Interest Rates, Expectations and Sterling's Exit from the ERM. Oxford Bulletin of Economics and Statistics B 2
1993 The Estimation of Single Equation Rational Expectations Models: An Application to UK Consumption. Oxford Bulletin of Economics and Statistics B 2
1992 Output, Inflation and the ERM. Oxford Economic Papers C 2