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Robin L. Lumsdaine
Robin L. Lumsdaine
Kogod School of Business, American University
Verified email at american.edu - Homepage
Title
Cited by
Cited by
Year
Multiple trend breaks and the unit-root hypothesis
RL Lumsdaine, DH Papell
Review of economics and Statistics 79 (2), 212-218, 1997
21341997
Recursive and sequential tests of the unit-root and trend-break hypotheses: theory and international evidence
A Banerjee, RL Lumsdaine, JH Stock
Journal of Business & Economic Statistics 10 (3), 271-287, 1992
16831992
Dating the integration of world equity markets
G Bekaert, CR Harvey, RL Lumsdaine
Journal of Financial Economics 65 (2), 203-247, 2002
9242002
Consistency and asymptotic normality of the quasi-maximum likelihood estimator in IGARCH (1, 1) and covariance stationary GARCH (1, 1) models
RL Lumsdaine
Econometrica: Journal of the Econometric Society, 575-596, 1996
7091996
Testing for and dating common breaks in multivariate time series
J Bai, RL Lumsdaine, JH Stock
The Review of Economic Studies 65 (3), 395-432, 1998
6121998
Macroeconomic news and bond market volatility
CM Jones, O Lamont, RL Lumsdaine
Journal of financial economics 47 (3), 315-337, 1998
5841998
The dynamics of emerging market equity flows
G Bekaert, CR Harvey, RL Lumsdaine
Journal of International money and Finance 21 (3), 295-350, 2002
5142002
New developments in the economic analysis of retirement
RL Lumsdaine, OS Mitchell
Handbook of labor economics 3, 3261-3307, 1999
4911999
Unit roots, postwar slowdowns and long-run growth: evidence from two structural breaks
D Ben-David, RL Lumsdaine, DH Papell
Empirical Economics 28, 303-319, 2003
3262003
Identifying the common component of international economic fluctuations: a new approach
RL Lumsdaine, ES Prasad
The Economic Journal 113 (484), 101-127, 2003
2882003
Three models of retirement: Computational complexity versus predictive validity
RL Lumsdaine, JH Stock, DA Wise
Topics in the Economics of Aging, 21-60, 1992
2431992
Finite-sample properties of the maximum likelihood estimator in GARCH (1, 1) and IGARCH (1, 1) models: A Monte Carlo investigation
RL Lumsdaine
Journal of Business & Economic Statistics 13 (1), 1-10, 1995
1761995
Retirement timing of women and the role of care responsibilities for grandchildren
RL Lumsdaine, SJC Vermeer
Demography 52 (2), 433-454, 2015
1632015
Why are retirement rates so high at age 65?
RL Lumsdaine, JH Stock, DA Wise
Advances in the Economics of Aging, 61-82, 1996
1291996
Pension plan provisions and retirement: men and women, medicare, and models
RL Lumsdaine, JH Stock, DA Wise
Studies in the Economics of Aging, 183-222, 1994
1251994
Testing for ARCH in the presence of a possibly misspecified conditional mean
RL Lumsdaine, S Ng
Journal of Econometrics 93 (2), 257-279, 1999
1141999
Aging and labor force participation: A review of trends and explanations
RL Lumsdaine, DA Wise
Aging in the United States and Japan: economic trends, 7-42, 1994
1001994
Identifying the common component in international economic fluctuations
RL Lumsdaine, ES Prasad
National Bureau of Economic Research, 1997
791997
Retirement incentives: The interaction between employer-provided pensions, Social Security, and retiree health benefits
RL Lumsdaine, JH Stock, DA Wise
The economic effects of aging in the United States and Japan, 261-293, 1996
701996
Testing for and dating breaks in integrated and cointegrated time series
J Bai, RL Lumsdaine, JH Stock
Manuscript, Kennedy School of Government, Harvard University, 1991
671991
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