Russell P Robins

Datos Biográficos

ID8879285
NOMBRERussell P Robins
NOMBRESRussell P
APELLIDORobins
FIRMAROBINS R P
VERIFICADONo
TOTAL DE OBRAS4
TOTAL DE CITAS0
TOTAL COMO AUTOR4
TOTAL COMO EDITOR0
PRIMER AÑO DE PUBLICACIÓN1985
AÑO MÁS RECIENTE DE PUBLICACIÓN1995
ÍNDICE H0

  • Do Government Agencies Use Public Data

    Peter Rathjens, Russell P RobinsARTICLEThe Review of Economics and…1995

    In 1991, the U.S. Council of Economic Advisers undertook an initiative to increase the quality of economic statistics. One specific objective was to reduce the size of revisions in GNP estimates. The authors present evidence that one straightforward and inexpensive way of forwarding this objective is for the Department of Commerce to utilize better publicly available information released by other governmental agencies. An important caveat, howeve…

  • Estimating Time Varying Risk Premia in the Term Structure

    Robert F Engle, David M Lilien et al.ARTICLEEconometrica1987

    The expectati on of the excess holding yield on a long bond is postulated to depend upon its conditional variance. Engle's ARCH model is extended to allow the conditional variance to be a determinant of the mean and is called ARCH-M. Estimation and infer ence procedures are proposed, and the model is applied to three interest rate data sets. In most cases the ARCH process and the time varying risk premium are highly significant. A collection of L…

  • A Test of the First Difference Transformation in Time Series Models

    N Edward Coulson, Russell P RobinsARTICLEThe Review of Economics and…1987

    We extend our 1985 test of restrictions on Layson and Seaks' (1984) Box-Cox difference transformation to models with autoregressive terms and moving average errors. The tests are based on the Lagrange Multiplier principle. Several empirical examples are given

  • A Comment on the Testing of Functional Form in First Difference Models

    N Edward Coulson, Russell P RobinsARTICLEThe Review of Economics and…1985