Donald Robertson

Biographic Data

ID75527
NAMEDonald Robertson
GIVEN NAMESDonald
FAMILY NAMERobertson
SIGNATUREROBERTSON D
AFFILIATIONSTulane University
ORCID0000-0001-6415-0970
VERIFIEDYes
TOTAL WORKS38
TOTAL CITATIONS42
AUTHOR COUNT38
EDITOR COUNT0
FIRST PUBLICATION YEAR1959
LATEST PUBLICATION YEAR2020
H-INDEX3

  • Piensa como un emperador romano

    Donald RobertsonBOOKPiensa como un emperador romano2020

  • R 2 Bounds for Predictive Models

    James Mitchell, Donald Robertson et al.ARTICLEJournal of Business and Economic…2019

    A long-standing puzzle in macroeconomic forecasting has been that a wide variety of multivariate models have struggled to out-predict univariate models consistently. We seek an explanation for this puzzle in terms of population properties. We derive bounds for the predictive R2 of the true, but unknown, multivariate model from univariate ARMA parameters alone. These bounds can be quite tight, implying little forecasting gain even if we knew the t…

  • Unit Root Inference in Generally Trending and Cross-Correlated Fixed- T Panels

    Donald Robertson, D H Robertson et al.ARTICLEJournal of Business and Economic…2018

    This article proposes a new panel unit root test based on the generalized method of moments approach for panels with a possibly small number of time periods, T, and a large number of cross-sectional units, N. In the model that we consider the deterministic trend function is essentially unrestricted and the errors obey a multifactor structure that allows for rich forms of unobserved heterogeneity. In spite of these allowances, the GMM estimator co…

  • Paste-Over Illustrations in the Duran Codex of Madrid

    Open AccessDonald RobertsonARTICLETlalocan2016

  • Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions

    Donald Robertson, D H Robertson et al.ARTICLEThe Review of Economics and…2006

    This paper provides new evidence on the predictive power of dividend yields for U.S. aggregate stock returns. Following Miller and Modigliani, we construct a measure of the dividend yield that includes all cash flows to shareholders. We show that this alternative cash-flow yield has strong and stable predictive power for returns, and appears robust to a battery of tests that have been proposed in recent critiques of the predictability literature

  • Dividends, Total Cash Flow to Shareholders, and Predictive Return Regressions

    Donald Robertson, Stephen WrightARTICLEThe Review of Economics and…2006

    This paper provides new evidence on the predictive power of dividend yields for U.S. aggregate stock returns.Following Miller and Modigliani, we construct a measure of the dividend yield that includes all cash flows to shareholders.We show that this alternative cash-flow yield has strong and stable predictive power for returns, and appears robust to a battery of tests that have been proposed in recent critiques of the predictability literature

  • Do Peer Groups Matter? Peer Group versus Schooling Effects on Academic Attainment

    Open AccessDonald Robertson, D H Robertson et al.ARTICLEEconomica2003Cited by: 10References: 15

    This paper estimates an educational production function. Educational attainment is a function of peer group, parental input and schooling. Conventional measures of school quality are not good predictors for academic attainment, once we control for peer group effects; parental qualities also have strong effects on academic attainment. This academic attainment is a then a key determinant of subsequent labour market success, as measured by earnings.…

  • Debt, Incentives and Performance

    Open AccessRoberta Dessí, Donald Robertson et al.ARTICLEThe Economic Journal2003Cited by: 1References: 27

    A large body of theoretical literature suggests that capital structure plays an important role as a managerial incentive mechanism. What of the evidence for the agency approach? Cross‐sectional empirical studies have identified a positive effect of leverage on expected performance (measured by Q) for firms with low growth opportunities. However, this evidence does not take into account the endogeneity of capital structure decisions. Our paper inv…

  • Mexican Manuscript Painting of the Early Colonial Period

    William O Autry, Donald RobertsonARTICLEHispanic American Historical Review1995Cited by: 1

  • Term Structure Forecasts of Inflation

    Donald Robertson, D H RobertsonARTICLEThe Economic Journal1992Cited by: 1References: 1

    Journal Article Term Structure Forecasts of Inflation Get access Donald Robertson Donald Robertson London Business School Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 102, Issue 414, 1 September 1992, Pages 1083–1093, https://doi.org/10.2307/2234377 Published: 01 September 1992

  • The Occupational Choice of British Children

    Donald Robertson, D H Robertson et al.ARTICLEThe Economic Journal1990Cited by: 2References: 2

    Journal Article The Occupational Choice of British Children Get access Donald Robertson, Donald Robertson London School of Economics Search for other works by this author on: Oxford Academic Google Scholar James Symons James Symons London School of Economics Search for other works by this author on: Oxford Academic Google Scholar The Economic Journal, Volume 100, Issue 402, 1 September 1990, Pages 828–841, https://doi.org/10.2307/2233661 Publishe…

  • Archaeology

    Open AccessDonald RobertsonARTICLEAmerican Anthropologist1974

  • Anthropology and the Arts

    Open AccessDonald RobertsonARTICLEAmerican Anthropologist1972

  • Archeology

    Open AccessDonald RobertsonARTICLEAmerican Anthropologist1969Cited by: 1

  • Dances of Anáhuac

    Open AccessDonald RobertsonARTICLEAmerican Anthropologist1968

  • Ethnology

    Open AccessDonald RobertsonARTICLEAmerican Anthropologist1966

  • La historia del mondo nuovo

    Donald RobertsonARTICLEHispanic American Historical Review1965

  • Lore of Our Land

    Open AccessJ W Ashton, Hector H Lee et al.ARTICLEWestern Folklore1964

  • Siqueiros. Introductor de realidades

    Donald RobertsonARTICLEHispanic American Historical Review1964

  • The Art of Ancient America

    Donald Robertson, H D Disselhoff et al.ARTICLEHispanic American Historical Review1963

  • The Art of Ancient America

    Donald Robertson, H D Disselhoff et al.ARTICLEHispanic American Historical Review1963

  • Florentine Codex. General History of the Things of New Spain. Book 10

    Donald RobertsonARTICLEHispanic American Historical Review1963Cited by: 14

  • José Clemente Orozco. An Autobiography

    Donald RobertsonARTICLEHispanic American Historical Review1963

  • Tlacuilolli

    Open AccessDonald RobertsonARTICLEAmerican Anthropologist1963

  • Mexican Manuscript Painting of the Early Colonial Period

    Marcia Allentuck, Donald RobertsonCited by: 11