Russell Davidson

Names

first:	Russell
last:	Davidson

Identifer

RePEc Short-ID:

pda171

Contact

homepage:

https://russell-davidson.research.mcgill.ca

Affiliations

McGill University / Department of Economics (weight: 50%)
- EDIRC entry
- location:
Aix-Marseille Université / École d'Économie d'Aix-Marseille (weight: 30%)
- EDIRC entry
- location:
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (weight: 20%)
- EDIRC entry
- location:

Research profile

author of:

Time-varying parameters: New test tailored to applications in finance and macroeconomics (RePEc:aah:create:2018-22)
by Russell Davidson & Niels S. Grønborg
Une nouvelle forme du test de la matrice d'information (RePEc:adr:anecst:y:1991:i:20-21:p:171-192)
by Russell Davidson & James Mackinnon
Time and Causality (RePEc:adr:anecst:y:2013:i:109-110:p:7-22)
by Russell Davidson
L'intégration des marchés de l'agro-industrie en Europe et la PAC (RePEc:ags:inrace:244160)
by Davidson, R. & Dorfner, V. & Gerard-Varet, L.A. & Laussel, D.
The Size Distortion of Bootstrap Tests (RePEc:ags:queddp:273347)
by Davidson, Russell & MacKinnon, James G.
The Power of Bootstrap Tests (RePEc:ags:queddp:273372)
by Davidson, Russell & MacKinnon, James G.
Bootstrap Testing in Nonlinear Models (RePEc:ags:queddp:273378)
by Davidson, Russell & MacKinnon, James G.
Bootstrap Testing How Many Bootstraps (RePEc:ags:queddp:273385)
by Davidson, Russell & MacKinnon, James G.
Bootstrap Tests of Nonnested Linear Regression Models (RePEc:ags:queddp:273388)
by Davidson, Russell & MacKinnon, James G.
Several Tests for Model Specification in the Presence of Alternative Hypotheses (RePEc:ags:queddp:275156)
by Davidson, Russell & MacKinnon, James G.
Model Specification Tests Based on Artificial Linear Regressions (RePEc:ags:queddp:275162)
by Davidson, Russell & MacKinnon, James G.
Some Non-Nested Hypothesis Tests and the Relations Among Them (RePEc:ags:queddp:275174)
by Davidson, Russell & MacKinnon, James G.
Testing for Consistency Using Artificial Regressions (RePEc:ags:queddp:275208)
by Davidson, Russell & MacKinnon, James G.
Double-Length Artificial Regressions (RePEc:ags:queddp:275209)
by Davidson, Russell & MacKinnon, James G.
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Analyse Contrefactuelle de l’Article 55 de la Loi SRU sur la Production de Logements Sociaux (RePEc:aim:wpaimx:1305)
by Pierre-Henri Bono & Russel Davidson & Alain Trannoy
A discrete model for bootstrap iteration (RePEc:azt:cemmap:38/15)
by Russell Davidson
Wild Bootstrap Tests for IV Regression (RePEc:bes:jnlbes:v:28:i:1:y:2010:p:128-144)
by Davidson, Russell & MacKinnon, James G.
Graphical Methods for Investigating the Size and Power of Hypothesis Tests (RePEc:bla:manch2:v:66:y:1998:i:1:p:1-26)
by Davidson, Russell & MacKinnon, James G
Double Length Artificial Regressions (RePEc:bla:obuest:v:50:y:1988:i:2:p:203-17)
by Davidson, Russell & MacKinnon, James G
A General Equilibrium Spatial Model of Housing Quality and Quantity (RePEc:boc:bocoec:307)
by Richard Arnott & Ralph Braid & Russell Davidson & David Pines
Testing Linear and Loglinear Regressions against Box-Cox Alternatives (RePEc:cje:issued:v:18:y:1985:i:3:p:499-517)
by Russell Davidson & James G. MacKinnon
Innis Lecture: Inference on income distributions (RePEc:cje:issued:v:43:y:2010:i:4:p:1122-1148)
by Russell Davidson
Computing, the bootstrap and economics (RePEc:cje:issued:v:48:y:2015:i:4:p:1195-1214)
by Russell Davidson
Advances in specification testing (RePEc:cje:issued:v:50:y:2017:i:5:p:1595-1631)
by Russell Davidson & Victoria Zinde-Walsh
The interpretation of test statistics (RePEc:cor:louvco:1985001)
by Davidson, R. & Mackinnon, J.G.
Implicit alternatives and the local power of test statistics (RePEc:cor:louvco:1985025)
by Davidson , R. & Mackinnon, J.G.
Heteroskedastcity-robust tests in regressions directions (RePEc:cor:louvrp:678)
by DAVIDSON, Russel & MACKINNON, James G.
On the welfare effects of anti-discrimination regulations in the EC car market (RePEc:cor:louvrp:848)
by DAVIDSON, Russell & DEWATRIPONT, Mathias & GINSBURGH, Victor & LABBE, Martine
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping (RePEc:ctc:serie1:def012)
by Russel Davidson & Andrea Monticini
Improvements in Bootstrap Inference (RePEc:ctc:serie1:def070)
by Russell Davidson & Andrea Monticini
Bootstrap Performance with Heteroskedasticity (RePEc:ctc:serie1:def130)
by Russell Davidson & Andrea Monticini
The Size Distortion Of Bootstrap Tests (RePEc:cup:etheor:v:15:y:1999:i:03:p:361-376_15)
by Davidson, Russell & MacKinnon, James G.
A Parametric Bootstrap For Heavy-Tailed Distributions (RePEc:cup:etheor:v:31:y:2015:i:03:p:449-470_00)
by Cornea-Madeira, Adriana & Davidson, Russell
Testing for Consistency using Artificial Regressions (RePEc:cup:etheor:v:5:y:1989:i:03:p:363-384_01)
by Davidson, Russell & MacKinnon, James G.
Several Tests for Model Specification in the Presence of Alternative Hypotheses (RePEc:ecm:emetrp:v:49:y:1981:i:3:p:781-93)
by Davidson, Russell & MacKinnon, James G
Implicit Alternatives and the Local Power of Test Statistics (RePEc:ecm:emetrp:v:55:y:1987:i:6:p:1305-29)
by Davidson, Russell & MacKinnon, James G
A New Form of the Information Matrix Test (RePEc:ecm:emetrp:v:60:y:1992:i:1:p:145-57)
by Davidson, Russell & MacKinnon, James G
Statistical Inference for the Measurement of the Incidence of Taxes and Transfers (RePEc:ecm:emetrp:v:65:y:1997:i:6:p:1453-1466)
by Russell Davidson & Jean-Yves Duclos
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality (RePEc:ecm:emetrp:v:68:y:2000:i:6:p:1435-1464)
by Russell Davidson & Jean-Yves Duclos
The Wild Bootstrap, Tamed at Last (RePEc:ecm:wc2000:1413)
by Russell Davidson & Emmanuel Flachaire
Moments of IV and JIVE estimators (RePEc:ect:emjrnl:v:10:y:2007:i:3:p:541-553)
by Russell Davidson & James G. MacKinnon
Bootstrap inference in a linear equation estimated by instrumental variables (RePEc:ect:emjrnl:v:11:y:2008:i:3:p:443-477)
by Russell Davidson & James G. MacKinnon
Improving the reliability of bootstrap tests with the fast double bootstrap (RePEc:eee:csdana:v:51:y:2007:i:7:p:3259-3281)
by Davidson, Russell & MacKinnon, James G.
The fourth special issue on Computational Econometrics (RePEc:eee:csdana:v:53:y:2009:i:6:p:1923-1924)
by Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K.
Unanticipated shocks and the maintenance and replacement of durable goods (RePEc:eee:dyncon:v:8:y:1984:i:1:p:99-115)
by Arnott, Richard & Davidson, Russell & Pines, David
Small sample properties of alternative forms of the Lagrange Multiplier test (RePEc:eee:ecolet:v:12:y:1983:i:3-4:p:269-275)
by Davidson, Russel & MacKinnon, James G.
Artificial regressions and C ([alpha]) tests (RePEc:eee:ecolet:v:35:y:1991:i:2:p:149-153)
by Davidson, Russell & MacKinnon, James G.
On a simple procedure for testing non-nested regression models (RePEc:eee:ecolet:v:5:y:1980:i:1:p:45-48)
by Davidson, Russell & MacKinnon, James G.
Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables (RePEc:eee:ecolet:v:6:y:1980:i:2:p:119-123)
by Davidson, Russell & MacKinnon, James G.
Efficient estimation of tail-area probabilities in sampling experiments (RePEc:eee:ecolet:v:8:y:1981:i:1:p:73-77)
by Davidson, Russell & MacKinnon, James G.
Bootstrap J tests of nonnested linear regression models (RePEc:eee:econom:v:109:y:2002:i:1:p:167-193)
by Davidson, Russell & MacKinnon, James G.
The power of bootstrap and asymptotic tests (RePEc:eee:econom:v:133:y:2006:i:2:p:421-441)
by Davidson, Russell & MacKinnon, James G.
Asymptotic and bootstrap inference for inequality and poverty measures (RePEc:eee:econom:v:141:y:2007:i:1:p:141-166)
by Davidson, Russell & Flachaire, Emmanuel
The wild bootstrap, tamed at last (RePEc:eee:econom:v:146:y:2008:i:1:p:162-169)
by Davidson, Russell & Flachaire, Emmanuel
Reliable inference for the Gini index (RePEc:eee:econom:v:150:y:2009:i:1:p:30-40)
by Davidson, Russell
A discrete model for bootstrap iteration (RePEc:eee:econom:v:201:y:2017:i:2:p:228-236)
by Davidson, Russell
Tests for model specification in the presence of alternative hypotheses : Some further results (RePEc:eee:econom:v:21:y:1983:i:1:p:53-70)
by MacKinnon, James G. & White, Halbert & Davidson, Russell
The fast iterated bootstrap (RePEc:eee:econom:v:218:y:2020:i:2:p:451-475)
by Davidson, Russell & Trokić, Mirza
Testing the specification of multivariate models in the presence of alternative hypotheses (RePEc:eee:econom:v:23:y:1983:i:3:p:301-313)
by Davidson, Russell & MacKinnon, James G.
Convenient specification tests for logit and probit models (RePEc:eee:econom:v:25:y:1984:i:3:p:241-262)
by Davidson, Russell & MacKinnon, James G.
Regression-based methods for using control variates in Monte Carlo experiments (RePEc:eee:econom:v:54:y:1992:i:1-3:p:203-222)
by Davidson, Russell & MacKinnon, James G.
On the welfare effects of anti-discrimination regulations in the EC car market (RePEc:eee:indorg:v:7:y:1989:i:2:p:205-230)
by Davidson, Russell & Dewatripont, Mathias & Ginsburgh, Victor & Labbe, Martine
Implicit separability: Characterisation and implications for consumer demands (RePEc:eee:jetheo:v:55:y:1991:i:2:p:364-399)
by Blackorby, Charles & Davidson, Russell & Schworm, William
Spatial aspects of housing quality, density, and maintenance (RePEc:eee:juecon:v:19:y:1986:i:2:p:190-217)
by Arnott, Richard & Davidson, Russell & Pines, David
The validity of piecemeal second-best policy (RePEc:eee:pubeco:v:46:y:1991:i:3:p:267-290)
by Blackorby, Charles & Davidson, Russell & Schworm, William
A general equilibrium spatial model of housing quality and quantity (RePEc:eee:regeco:v:29:y:1999:i:3:p:283-316)
by Arnott, Richard & Braid, Ralph & Davidson, Russell & Pines, David
The wild bootstrap, tamed at last (RePEc:ehl:lserod:6560)
by Davidson, Russell & Flachaire, Emmanuel
Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests (RePEc:fth:aixmeq:00a09)
by Davidson, R.
Implicit Separability: Characterisation And Implications For Consumer Demands (RePEc:fth:aixmeq:90a16)
by Blackorby, C. & Davidson, R. & Schworm, W.
Economies With A Two-Sector Representation (RePEc:fth:aixmeq:90a17)
by Blackorby, C. & Davidson, R. & Schworm, W.
The Validity Of Piecemeal Second-Best Policy (RePEc:fth:aixmeq:90a18)
by Blackorby, C. & Davidson, R. & Schworm, W.
Formation Des Prix Et Concurrence Imparfaite Sur Les Marches Agricoles Et De L'Agro-Industrie En Europe (RePEc:fth:aixmeq:90b06)
by Davidson, R. & Dorfner, V. & Gerard-Varet, L.A. & Laussel, D.
The Geometry of the Wald Test (RePEc:fth:aixmeq:91a11)
by Davidson, R.
Semiparametric Estimation of ARCH Models Using Nearest Neighbour Regression: Some Mote Carlo Results (RePEc:fth:aixmeq:95a23)
by Davidson, R. & Eddelbuttel, D.
Statistical Inference for the Measurement of the Incidence of Taxes and Transfers (RePEc:fth:aixmeq:95a30)
by Davidson, R. & Duclos, J.Y.
The Size and Power of Bootstrap Tests (RePEc:fth:aixmeq:96a03)
by Davidson, R. & Mackinnon, J.G.
The Size Distorsion of Bootstrap Tests (RePEc:fth:aixmeq:96a15)
by Davidson, R. & Mackinnon, J.G.
Survival Probabilities of Random Walks on General Lattices with Trapping Sites (RePEc:fth:aixmeq:96a18)
by Davidson, R. & Kozak, J.J.
Wavelet Analysis of Commodity Price Behavior (RePEc:fth:aixmeq:96b11)
by Davidson, R. & Labys, W.C. & Lesourd, J.B.
Bootstrap Tests of Nonnested Linear Regression Models (RePEc:fth:aixmeq:97a25)
by Davidson, R. & Mackinnon, J. G.
Bootstrap Testing in Nonlinear Models (RePEc:fth:aixmeq:97a39)
by Davidson, R. & Mackinnon, J.G.
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality (RePEc:fth:aixmeq:98a14)
by Davidson, R. & Duclos, J.-Y.
Efficiency and Robustness in a Geometrical Perspective (RePEc:fth:aixmeq:98a15)
by Davidson, R.
Artificial Regressions (RePEc:fth:aixmeq:99a04)
by Davidson, R. & MacKinnon & J.G.
The Wild Bootstrap, Tamed at Last (RePEc:fth:aixmeq:99a32)
by Davidson, R. & Flachaire, E.
Bootstrap Tests of Nonnested Linear Regression Models (RePEc:fth:inecpu:170)
by Davidson, R. & Mackinnon, J.G.
Statistical Inference for the Measurement of the Incidence of Taxes and Transfers (RePEc:fth:lavape:9521)
by Davidson, R. & Duclos, J.Y.
Bootstrap Tests for Overidentification in Linear Regression Models (RePEc:gam:jecnmx:v:3:y:2015:i:4:p:825-863:d:60287)
by Russell Davidson & James G. MacKinnon
Statistical Inference on the Canadian Middle Class (RePEc:gam:jecnmx:v:6:y:2018:i:1:p:14-:d:136085)
by Russell Davidson
Asymptotic and bootstrap inference for inequality and poverty measures (RePEc:hal:cesptp:halshs-00175929)
by Russell Davidson & Emmanuel Flachaire
The wild bootstrap, tamed at last (RePEc:hal:journl:hal-00649250)
by Russell Davidson & Emmanuel Flachaire
Computing, the bootstrap and economics (RePEc:hal:journl:hal-01448239)
by Russell Davidson
Bootstrap Tests for Overidentification in Linear Regression Models (RePEc:hal:journl:hal-01456100)
by Russell Davidson & James G. Mackinnon
Goodness of Fit: An Axiomatic Approach (RePEc:hal:journl:hal-01456107)
by Frank A. Cowell & Russell Davidson & Emmanuel Flachaire
A Parametric Bootstrap for Heavy Tailed Distributions (RePEc:hal:journl:hal-01456116)
by Adriana Cornea-Madeira & Russell Davidson
More reliable inference for the dissimilarity index of segregation (RePEc:hal:journl:hal-01457316)
by Rebecca Allen & Simon Burgess & Russell Davidson & Frank Windmeijer
Confidence Sets Based on Inverting Anderson-Rubin Tests (RePEc:hal:journl:hal-01463107)
by Russell Davidson & James G. Mackinnon
Bootstrap Confidence Sets with Weak Instruments (RePEc:hal:journl:hal-01463109)
by Russell Davidson & James G. Mackinnon
Testing for Restricted Stochastic Dominance (RePEc:hal:journl:hal-01499628)
by Russell Davidson & Jean-Yves Duclos
Time and Causality (RePEc:hal:journl:hal-01499633)
by Russell Davidson
A discrete model for bootstrap iteration (RePEc:hal:journl:hal-01658497)
by Russell Davidson
Diagnostics for the bootstrap and fast double bootstrap (RePEc:hal:journl:hal-01684674)
by Russell Davidson
Advances in specification testing (RePEc:hal:journl:hal-01684821)
by Russell Davidson & Victoria Zinde-Walsh
Statistical Inference on the Canadian Middle Class (RePEc:hal:journl:hal-01793196)
by Russell Davidson
Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks (RePEc:hal:journl:hal-01982032)
by Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi
The fast iterated bootstrap (RePEc:hal:journl:hal-02965001)
by Russell Davidson & Mirza Trokić
The Bootstrap (RePEc:hal:journl:hal-03136351)
by Russell Davidson & Stan Hurn
Asymptotic and bootstrap inference for inequality and poverty measures (RePEc:hal:journl:halshs-00175929)
by Russell Davidson & Emmanuel Flachaire
Reliable Inference For The Gini Index (RePEc:hal:wpaper:halshs-00353856)
by Russell Davidson
Improving the reliability of bootstrap tests with the fast double bootstrap (RePEc:hal:wpaper:halshs-00439247)
by Russell Davidson & James Mackinnon
Moments of IV and JIVE estimators (RePEc:hal:wpaper:halshs-00442692)
by Russell Davidson & James Mackinnon
Bootstraping econometric models (RePEc:hal:wpaper:halshs-00442693)
by Russell Davidson
Bootstrap inference in a linear equation estimated by instrumental variables (RePEc:hal:wpaper:halshs-00442713)
by Russell Davidson & James Mackinnon
Wild bootstrap tests for IV regression (RePEc:hal:wpaper:halshs-00443550)
by Russell Davidson & James Mackinnon
Exploring the bootstrap discrepancy (RePEc:hal:wpaper:halshs-00443552)
by Russell Davidson
Reliable inference for the GINI Index (RePEc:hal:wpaper:halshs-00443553)
by Russell Davidson
Testing for restricted stochastic dominance: some further results (RePEc:hal:wpaper:halshs-00443556)
by Russell Davidson
Testing for restricted stochastic dominance (RePEc:hal:wpaper:halshs-00443560)
by Russell Davidson & Jean-Yves Duclos
Size distortion of bootstrap tests: application to a unit root test (RePEc:hal:wpaper:halshs-00443561)
by Russell Davidson
A parametric bootstrap for heavytailed distributions (RePEc:hal:wpaper:halshs-00443564)
by Adriana Cornea & Russell Davidson
An Agnostic Look at Bayesian Statistics and Econometrics (RePEc:hal:wpaper:halshs-00541163)
by Russell Davidson
Inference on Income Distributions (RePEc:hal:wpaper:halshs-00541164)
by Russell Davidson
Goodness of Fit: an axiomatic approach (RePEc:hal:wpaper:halshs-00639075)
by Frank A. Cowell & Russell Davidson & Emmanuel Flachaire
Analyse Contrefactuelle de l'Article 55 de la Loi SRU sur la Production de Logements Sociaux (RePEc:hal:wpaper:halshs-00796192)
by Pierre-Henri Bono & Russell Davidson & Alain Trannoy
Model Specification Tests Based on Artificial Linear Regressions (RePEc:ier:iecrev:v:25:y:1984:i:2:p:485-502)
by Davidson, Russell & MacKinnon, James G
A Simplified Version of the Differencing Test (RePEc:ier:iecrev:v:26:y:1985:i:3:p:639-47)
by Davidson, Russell & Godfrey, Leslie & MacKinnon, James G
Bootstrap Testing in Nonlinear Models (RePEc:ier:iecrev:v:40:y:1999:i:2:p:487-508)
by Davidson, Russell & MacKinnon, James G
A discrete model for bootstrap iteration (RePEc:ifs:cemmap:38/15)
by Russell Davidson
Testing for Restricted Stochastic Dominance (RePEc:inq:inqwps:ecineq2006-36)
by Russell Davidson & Jean-Yves Duclos
Testing for Restricted Stochastic Dominance (RePEc:iza:izadps:dp2047)
by Davidson, Russell & Duclos, Jean-Yves
The case against JIVE (RePEc:jae:japmet:v:21:y:2006:i:6:p:827-833)
by James G. MacKinnon & Russell Davidson
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE' (RePEc:jae:japmet:v:21:y:2006:i:6:p:843-844)
by James G. MacKinnon & Russell Davidson
Wavelet Analysis of Commodity Price Behavior (RePEc:kap:compec:v:11:y:1998:i:1-2:p:103-28)
by Davidson, Russell & Labys, Walter C & Lesourd, Jean-Baptiste
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality (RePEc:lis:liswps:181)
by Russell Davidson & Jean-Yves Duclos
Testing for Restricted Stochastic Dominance (RePEc:lis:liswps:430)
by Jean-Yves Duclos & Russell Davidson
Testing for Restricted Stochastic Dominance (RePEc:lvl:lacicr:0609)
by Russell Davidson & Jean-Yves Duclos
Statistical Inference for the Measurement of the Incidences of Taxes and Transfers (RePEc:lvl:laeccr:9521)
by DAVIDSON, Russell & DUCLOS, Jean-Yves
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality (RePEc:lvl:laeccr:9805)
by Davidson, Russell & Duclos, Jean-Yves
The Case Against Jive (RePEc:mcl:mclwop:2004-02)
by Russell Davidson & James MacKinnon
Asymptotic And Bootstrap Inference For Inequality And Poverty Measures (RePEc:mcl:mclwop:2005-06)
by Russell Davidson & Emmanuel Flachaire
Stochastic Dominance (RePEc:mcl:mclwop:2006-19)
by Russell Davidson
Testing For Restricted Stochastic Dominance (RePEc:mcl:mclwop:2006-20)
by Russell Davidson & Jean-Yves Duclos
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables (RePEc:mcl:mclwop:2006-21)
by Russell Davidson & James MacKinnon
Moments Of Iv And Jive Estimators (RePEc:mcl:mclwop:2006-22)
by Russell Davidson & James MacKinnon
Bootstrapping Econometric Models (RePEc:mcl:mclwop:2007-13)
by Russell Davidson
Wild Bootstrap Tests For Iv Regression (RePEc:mcl:mclwop:2007-14)
by Russell Davidson & James G. MacKinnon
Testing For Restricted Stochastic Dominances: Some Further Results (RePEc:mcl:mclwop:2007-15)
by Russell Davidson
A Refined Bootstrap For Heavy Tailed Distributions (RePEc:mcl:mclwop:2008-03)
by Russell Davidson & Adriana Cornea
Asymptotic and bootstrap inference for inequality and poverty measures (RePEc:mse:wpsorb:v04100)
by Russell Davidson & Emmanuel Flachaire
Non-Convexities in Continuous Time Investment Theory (RePEc:oup:restud:v:48:y:1981:i:2:p:235-253.)
by Russell Davidson & Richard Harris
Some Non-Nested Hypothesis Tests and the Relations Among Them (RePEc:oup:restud:v:49:y:1982:i:4:p:551-565.)
by Russell Davidson & James G. Mackinnon
Housing Quality, Maintenance and Rehabilitation (RePEc:oup:restud:v:50:y:1983:i:3:p:467-494.)
by Richard Arnott & Russell Davidson & David Pines
Distribution-Free Statistical Inference with Lorenz Curves and Income Shares (RePEc:oup:restud:v:50:y:1983:i:4:p:723-735.)
by Charles M. Beach & Russell Davidson
Estimation and Inference in Econometrics (RePEc:oxp:obooks:9780195060119)
by Davidson, Russell & MacKinnon, James G.
Econometric Theory and Methods: International Edition (RePEc:oxp:obooks:9780195391053)
by Davidson, Russell
Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks (RePEc:psc:journl:v:10:y:2018:i:1:p:1-25)
by Abderrazak Ben Maatoug & Rim Lamouchi & Russell Davidson & Ibrahim Fatnassi
The Wild Bootstrap, Tamed At Last (RePEc:qed:wpaper:1000)
by Emmanuel Flachaire & Russell Davidson
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables (RePEc:qed:wpaper:1024)
by James G. MacKinnon & Russell Davidson
The Case Against Jive (RePEc:qed:wpaper:1031)
by James G. MacKinnon & Russell Davidson
The Power Of Bootstrap And Asymptotic Tests (RePEc:qed:wpaper:1035)
by James G. MacKinnon & Russell Davidson
Bootstrap Tests: How Many Bootstraps? (RePEc:qed:wpaper:1036)
by James G. MacKinnon & Russell Davidson
Artificial Regressions (RePEc:qed:wpaper:1038)
by James G. MacKinnon & Russell Davidson
Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap (RePEc:qed:wpaper:1044)
by James G. MacKinnon & Russell Davidson
Moments Of Iv And Jive Estimators (RePEc:qed:wpaper:1085)
by James G. MacKinnon & Russell Davidson
Wild Bootstrap Tests For Iv Regression (RePEc:qed:wpaper:1135)
by James G. MacKinnon & Russell Davidson
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables (RePEc:qed:wpaper:1157)
by James G. MacKinnon & Russell Davidson
Confidence Sets Based On Inverting Anderson-rubin Tests (RePEc:qed:wpaper:1257)
by James G. MacKinnon & Russell Davidson
Bootstrap Confidence Sets With Weak Instruments (RePEc:qed:wpaper:1278)
by James G. MacKinnon & Russell Davidson
Bootstrap Tests For Overidentification In Linear Regression Models (RePEc:qed:wpaper:1318)
by James G. MacKinnon & Russell Davidson
Non-Convexities in a Continuous-Time Capital Theory Problem (RePEc:qed:wpaper:326)
by Russell Davidson & Richard Harris
Inflation and the Saving Rate (RePEc:qed:wpaper:351)
by Russell Davidson & James G. MacKinnon
Relations Among Some Non-Nested Hypothesis Tests (RePEc:qed:wpaper:369)
by Russell Davidson & James G. MacKinnon
Several Tests for Model Specification in the Presence of Alternative Hypotheses (RePEc:qed:wpaper:378)
by Russell Davidson & James G. MacKinnon
Model Specification Tests Based on Artificial Linear Regressions (RePEc:qed:wpaper:390)
by Russell Davidson & James G. MacKinnon
Housing Quality and Maintenance (RePEc:qed:wpaper:396)
by Richard Arnott & Russell Davidson & David Pines
Some Non-Nested Hypothesis Tests and the Relations Among Them (RePEc:qed:wpaper:409)
by Russell Davidson & James G. MacKinnon
Model Specification Tests Based on Artificial Linear Regressions (RePEc:qed:wpaper:426)
by Russell Davidson & James G. MacKinnon
Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results (RePEc:qed:wpaper:430)
by Russell Davidson & James G. MacKinnon
Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test (RePEc:qed:wpaper:439)
by Russell Davidson & James G. MacKinnon
Unrestricted Statistical Inference with Lorenz Curves and Income Shares (RePEc:qed:wpaper:464)
by Charles M. Beach & Russell Davidson
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses (RePEc:qed:wpaper:491)
by James G. MacKinnon & Halbert White & Russell Davidson
Inflation and the Savings Rate (RePEc:qed:wpaper:493)
by Russell Davidson & James G. MacKinnon
Unanticipated Shocks and the Maintenance And Replacement of Durable Goods (RePEc:qed:wpaper:498)
by Richard Arnott & Russell Davidson & David Pines
Three Notes on Money and Transaction Costs (RePEc:qed:wpaper:502)
by Serge Coulombe & Russell Davidson
Convenient Specification Tests for Logit and Probit Models (RePEc:qed:wpaper:514)
by Russell Davidson & James G. MacKinnon
A Simplified Version of a Differencing Specification Test (RePEc:qed:wpaper:548)
by Russell Davidson & James G. MacKinnon
Implicit Alternatives and the Local Power of Test Statistics (RePEc:qed:wpaper:556)
by Russell Davidson & James G. MacKinnon
Heteroskedasticity-Robust Tests in Regression Directions (RePEc:qed:wpaper:616)
by Russell Davidson & James G. MacKinnon
Testing the Specification of Econometric Models in Regression and Non-Regression Directions (RePEc:qed:wpaper:642)
by Russell Davidson & James G. MacKinnon
Testing for Consistency using Artificial Regressions (RePEc:qed:wpaper:687)
by Russell Davidson & James G. MacKinnon
Double-Length Artificial Regressions (RePEc:qed:wpaper:691)
by Russell Davidson & James G. MacKinnon
Specification Tests Based on Artificial Regressions (RePEc:qed:wpaper:707)
by Russell Davidson & James G. MacKinnon
A New Form of the Information Matrix Test (RePEc:qed:wpaper:724)
by Russell Davidson & James G. MacKinnon
A General Equilibrium Spatial Model of Housing Quality and Quantity (RePEc:qed:wpaper:739)
by Richard Arnott & Ralph Braid & Russell Davidson & David Pines
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments (RePEc:qed:wpaper:781)
by Russell Davidson & James G. Mackinnon
The Geometry of the Wald Test (RePEc:qed:wpaper:800)
by Russell Davidson
Regression-Based Methods for Using Control Variates in Monte Carlo Experiments (RePEc:qed:wpaper:803)
by Russell Davidson & James G. Mackinnon
Graphical Methods for Investigating the Size and Power of Hypothesis Tests (RePEc:qed:wpaper:903)
by Russell Davidson & James G. MacKinnon
Distribution-Free Statistical Inference for Inequality Dominance with Crossing Lorenz Curves (RePEc:qed:wpaper:912)
by Charles M. Beach & Russell Davidson & George A. Slotsve
The Size And Power Of Bootstrap Tests (RePEc:qed:wpaper:932)
by James G. MacKinnon & Russell Davidson
Artificial Regressions (RePEc:qed:wpaper:978)
by James G. MacKinnon & Russell Davidson
Bootstrapping econometric models (in Russian) (RePEc:qnt:quantl:y:2007:i:3:p:13-36)
by Russell Davidson
L'intégration des marchés de l'agro-industrie en Europe et la PAC (RePEc:rae:jouces:v:22:y:1992:p:53-64)
by R. Davidson & V. Dorfner & L.A. Gerard-Varet & D. Laussel
Testing for Restricted Stochastic Dominance: Some Further Results (RePEc:ren:journl:v:1:y:2009:i:1:p:34-59)
by Russell Davidson
'The 21st Century Belongs to Bayes' Debate: Introduction (RePEc:ren:journl:v:2:y:2010:i:2:p:137-138)
by Gael Martin
An Agnostic Look at Bayesian Statistics and Econometrics (RePEc:ren:journl:v:2:y:2010:i:2:p:153-168)
by Russell Davidson
Size Distortion of Bootstrap Tests: an Example from Unit Root Testing (RePEc:ren:journl:v:2:y:2010:i:2:p:169-193)
by Russell Davidson
Economies with a Two-Sector Representation (RePEc:spr:joecth:v:3:y:1993:i:4:p:717-34)
by Blackorby, Charles & Davidson, Russell & Schworm, William
Bootstrap tests: how many bootstraps? (RePEc:taf:emetrv:v:19:y:2000:i:1:p:55-68)
by Russell Davidson & James MacKinnon
Fast Double Bootstrap Tests Of Nonnested Linear Regression Models (RePEc:taf:emetrv:v:21:y:2002:i:4:p:419-429)
by Russell Davidson & James MacKinnon
Testing for Restricted Stochastic Dominance (RePEc:taf:emetrv:v:32:y:2013:i:1:p:84-125)
by Russell Davidson & Jean-Yves Duclos
Bootstrap Confidence Sets with Weak Instruments (RePEc:taf:emetrv:v:33:y:2014:i:5-6:p:651-675)
by Russell Davidson & James G. MacKinnon
Diagnostics for the bootstrap and fast double bootstrap (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:1021-1038)
by Russell Davidson
Goodness of Fit: An Axiomatic Approach (RePEc:taf:jnlbes:v:33:y:2015:i:1:p:54-67)
by Frank A. Cowell & Russell Davidson & Emmanuel Flachaire
Innis Lecture: Inference on income distributions (RePEc:wly:canjec:v:43:y:2010:i:4:p:1122-1148)
by Russell Davidson
Computing, the bootstrap and economics (RePEc:wly:canjec:v:48:y:2015:i:4:p:1195-1214)
by Russell Davidson
Advances in specification testing (RePEc:wly:canjec:v:50:y:2017:i:5:p:1595-1631)
by Russell Davidson & Victoria Zinde‐Walsh
Statistical inference in the presence of heavy tails (RePEc:wly:emjrnl:v:15:y:2012:i:1:p:c31-c53)
by Russell Davidson
Confidence sets based on inverting Anderson–Rubin tests (RePEc:wly:emjrnl:v:17:y:2014:i:2:p:s39-s58)
by Russell Davidson & James G. MacKinnon
More reliable inference for the dissimilarity index of segregation (RePEc:wly:emjrnl:v:18:y:2015:i:1:p:40-66)
by Rebecca Allen & Simon Burgess & Russell Davidson & Frank Windmeijer
The case against JIVE (RePEc:wly:japmet:v:21:y:2006:i:6:p:827-833)
by Russell Davidson & James G. MacKinnon
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on ‘The case against JIVE’ (RePEc:wly:japmet:v:21:y:2006:i:6:p:843-844)
by Russell Davidson & James G. MacKinnon

The profile is maintained by Russell Davidson

Permanent link: http://authors.repec.org/pro/pda171/