Donald Robertson

Professor Donald Robertson is a faculty member at the University of Cambridge, holding the position of Professor of Economics and Director of Graduate Studies and PhD Programme within the Faculty of Economics. He is affiliated with Pembroke College and contributes to econometric research and graduate education.

Research Interests: His work focuses on Econometrics, Applied Macroeconomics, and Financial Economics, with methodological expertise in Time Series Analysis, Panel Data Analysis, and Predictive Modeling. His publications address topics like cross-sectional dependence, unit root testing, and instrumental variable estimation.

Teaching: He instructs modules such as Introduction to Probability and Statistics, Time Series Methods, and MPhil Prep Course - Statistics.

Publications: Recent contributions include work on R² bounds for predictive models, factor residuals in panel data, and fiscal fatigue in debt ratios, reflecting his focus on econometric theory and macroeconomic applications.

Contact: Email dr10011@cam.ac.uk or phone +44(0)1223 335270. Office hours by email appointment in Room 70.