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Russell Davidson

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Personal Details

First Name: Russell
Middle Name:
Last Name: Davidson
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RePEc Short-ID: pda171

Email: [This author has chosen not to make the email address public]
Homepage: http://russell.vcharite.univ-mrs.fr
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Affiliation

(34%) Department of Economics
McGill University
Location: Montréal, Canada
Homepage: http://www.mcgill.ca/economics/
Email:
Phone: (514) 398-3030
Fax: (514) 398-4938
Postal: 855 Sherbrooke St. W., Montréal, Québec, H3A 2T7
Handle: RePEc:edi:demcgca (more details at EDIRC)
(33%) Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM)
Aix-Marseille School of Economics (AMSE)
Location: Marseille, France
Homepage: http://www.greqam.fr/
Email:
Phone: 04.91.14.07.70
Fax: 04.91.90.02.27
Postal: 2, rue de la Charité 13002 Marseille
Handle: RePEc:edi:greqafr (more details at EDIRC)
(33%) Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
Location: Montréal, Canada
Homepage: http://www.cireqmontreal.com/
Email:
Phone: (514) 343-6557
Fax: (514) 343-7221
Postal: C.P. 6128, Succ. centre-ville, Montréal (PQ) H3C 3J7
Handle: RePEc:edi:cdmtlca (more details at EDIRC)

Works

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Working papers

  1. Russell Davidson & James G. MacKinnon, 2014. "Bootstrap tests for overidentification in linear regression models," Working Papers 1318, Queen's University, Department of Economics.
  2. Pierre-Henri Bono & Russel Davidson & Alain Trannoy, 2013. "Analyse Contrefactuelle de l’Article 55 de la Loi SRU sur la Production de Logements Sociaux," AMSE Working Papers 1305, Aix-Marseille School of Economics, Marseille, France, revised Feb 2013.
  3. Russell Davidson & James G. MacKinnon, 2012. "Bootstrap Confidence Sets with Weak Instruments," Working Papers 1278, Queen's University, Department of Economics.
  4. Russell Davidson & James G. MacKinnon, 2011. "Confidence Sets Based on Inverting Anderson-Rubin Tests," Working Papers 1257, Queen's University, Department of Economics.
  5. Frank A. Cowell & Russell Davidson & Emmanuel Flachaire, 2011. "Goodness of Fit: an axiomatic approach," Working Papers halshs-00639075, HAL.
  6. Russell Davidson, 2010. "An Agnostic Look at Bayesian Statistics and Econometrics," Working Papers halshs-00541163, HAL.
  7. Russell Davidson, 2010. "Inference on Income Distributions," Working Papers halshs-00541164, HAL.
  8. Russell Davidson, 2009. "Reliable inference for the GINI Index," Working Papers halshs-00443553, HAL.
  9. Russell Davidson, 2009. "Size distortion of bootstrap tests: application to a unit root test," Working Papers halshs-00443561, HAL.
  10. Russell Davidson, 2009. "Exploring the bootstrap discrepancy," Working Papers halshs-00443552, HAL.
  11. Adriana Cornea & Russell Davidson, 2009. "A parametric bootstrap for heavytailed distributions," Working Papers halshs-00443564, HAL.
  12. Russell Davidson & James G. MacKinnon, 2008. "Wild Bootstrap Tests for IV Regression," Working Papers 1135, Queen's University, Department of Economics.
  13. Russell Davidson & Adriana Cornea, 2008. "A Refined Bootstrap For Heavy Tailed Distributions," Departmental Working Papers 2008-03, McGill University, Department of Economics.
  14. Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Post-Print halshs-00175929, HAL.
  15. Russell Davidson, 2007. "Bootstrapping Econometric Models," Departmental Working Papers 2007-13, McGill University, Department of Economics.
  16. Russell Davidson, 2007. "Testing For Restricted Stochastic Dominances: Some Further Results," Departmental Working Papers 2007-15, McGill University, Department of Economics.
  17. Davidson, Russell & Duclos, Jean-Yves, 2006. "Testing for Restricted Stochastic Dominance," IZA Discussion Papers 2047, Institute for the Study of Labor (IZA).
  18. Russell Davidson & James G. MacKinnon, 2006. "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Working Papers 1024, Queen's University, Department of Economics.
  19. Russell Davidson & James G. MacKinnon, 2006. "Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap," Working Papers 1044, Queen's University, Department of Economics.
  20. Russell Davidson, 2006. "Stochastic Dominance," Departmental Working Papers 2006-19, McGill University, Department of Economics.
  21. Russell Davidson & James G. MacKinnon, 2006. "Moments of IV and JIVE Estimators," Working Papers 1085, Queen's University, Department of Economics.
  22. Russell Davidson & Emmanuel Flachaire, 2004. "Asymptotic and bootstrap inference for inequality and poverty measures," Cahiers de la Maison des Sciences Economiques v04100, Université Panthéon-Sorbonne (Paris 1).
  23. Russell Davidson & James G. MacKinnon, 2004. "The Power of Bootstrap and Asymptotic Tests," Working Papers 1035, Queen's University, Department of Economics.
  24. Russell Davidson & James G. MacKinnon, 2004. "The Case Against JIVE," Working Papers 1031, Queen's University, Department of Economics.
  25. Russell Davidson & James G. MacKinnon, 2001. "Bootstrap Tests: How Many Bootstraps?," Working Papers 1036, Queen's University, Department of Economics.
  26. Russell Davidson & James G. MacKinnon, 2001. "Artificial Regressions," Working Papers 1038, Queen's University, Department of Economics.
  27. Davidson, R., 2000. "Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests," G.R.E.Q.A.M. 00a09, Universite Aix-Marseille III.
  28. Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
  29. Davidson, R., 1998. "Efficiency and Robustness in a Geometrical Perspective," G.R.E.Q.A.M. 98a15, Universite Aix-Marseille III.
  30. Davidson, Russell & Duclos, Jean-Yves, 1998. "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," Cahiers de recherche 9805, Université Laval - Département d'économique.
  31. Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," ASSET - Instituto De Economia Publica 170, ASSET (Association of Southern European Economic Theorists).
  32. Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Testing in Nonlinear Models," G.R.E.Q.A.M. 97a39, Universite Aix-Marseille III.
  33. Davidson, R. & Mackinnon, J.G., 1996. "The Size and Power of Bootstrap Tests," G.R.E.Q.A.M. 96a03, Universite Aix-Marseille III.
  34. Davidson, R. & Mackinnon, J.G., 1996. "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M. 96a15, Universite Aix-Marseille III.
  35. Davidson, R. & Kozak, J.J., 1996. "Survival Probabilities of Random Walks on General Lattices with Trapping Sites," G.R.E.Q.A.M. 96a18, Universite Aix-Marseille III.
  36. Davidson, R. & Labys, W.C. & Lesourd, J.B., 1996. "Wavelet Analysis of Commodity Price Behavior," G.R.E.Q.A.M. 96b11, Universite Aix-Marseille III.
  37. Davidson, R. & Eddelbuttel, D., 1995. "Semiparametric Estimation of ARCH Models Using Nearest Neighbour Regression: Some Mote Carlo Results," G.R.E.Q.A.M. 95a23, Universite Aix-Marseille III.
  38. DAVIDSON, Russell & DUCLOS, Jean-Yves, 1995. "Statistical Inference for the Measurement of the Incidences of Taxes and Transfers," Cahiers de recherche 9521, Université Laval - Département d'économique.
  39. Richard Arnott & Ralph Braid & Russell Davidson & David Pines, 1995. "A General Equilibrium Spatial Model of Housing Quality and Quantity," Boston College Working Papers in Economics 307., Boston College Department of Economics.
  40. Charles M. Beach & Russell Davidson & George A. Slotsve, 1994. "Distribution-Free Statistical Inference for Inequality Dominance with Crossing Lorenz Curves," Working Papers 912, Queen's University, Department of Economics.
  41. Russell Davidson & James G. MacKinnon, 1994. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," Working Papers 903, Queen's University, Department of Economics.
  42. Davidson, R., 1991. "The Geometry of the Wald Test," G.R.E.Q.A.M. 91a11, Universite Aix-Marseille III.
  43. Davidson, R. & Dorfner, V. & Gerard-Varet, L.A. & Laussel, D., 1990. "Formation Des Prix Et Concurrence Imparfaite Sur Les Marches Agricoles Et De L'Agro-Industrie En Europe," G.R.E.Q.A.M. 90b06, Universite Aix-Marseille III.
  44. Blackorby, C. & Davidson, R. & Schworm, W., 1990. "Economies With A Two-Sector Representation," G.R.E.Q.A.M. 90a17, Universite Aix-Marseille III.
  45. Russell Davidson & James G. Mackinnon, 1990. "Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments," Working Papers 781, Queen's University, Department of Economics.
  46. Blackorby, C. & Davidson, R. & Schworm, W., 1990. "The Validity Of Piecemeal Second-Best Policy," G.R.E.Q.A.M. 90a18, Universite Aix-Marseille III.
  47. Blackorby, C. & Davidson, R. & Schworm, W., 1990. "Implicit Separability: Characterisation And Implications For Consumer Demands," G.R.E.Q.A.M. 90a16, Universite Aix-Marseille III.
  48. Russell Davidson & James G. MacKinnon, 1988. "A New Form of the Information Matrix Test," Working Papers 724, Queen's University, Department of Economics.
  49. Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Papers 707, Queen's University, Department of Economics.
  50. Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Papers 687, Queen's University, Department of Economics.
  51. Russell Davidson & James G. MacKinnon, 1987. "Double-Length Artificial Regressions," Working Papers 691, Queen's University, Department of Economics.
  52. Russell Davidson & James G. MacKinnon, 1986. "Testing the Specification of Econometric Models in Regression and Non-Regression Directions," Working Papers 642, Queen's University, Department of Economics.
  53. Davidson, R. & Mackinnon, J.G., 1985. "The interpretation of test statistics," CORE Discussion Papers 1985001, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  54. Russell Davidson & James G. MacKinnon, 1985. "Heteroskedasticity-Robust Tests in Regression Directions," Working Papers 616, Queen's University, Department of Economics.
  55. Russell Davidson & James G. MacKinnon, 1984. "Implicit Alternatives and the Local Power of Test Statistics," Working Papers 556, Queen's University, Department of Economics.
  56. Russell Davidson & James G. MacKinnon, 1984. "A Simplified Version of a Differencing Specification Test," Working Papers 548, Queen's University, Department of Economics.
  57. Charles M. Beach & Russell Davidson, 1982. "Unrestricted Statistical Inference with Lorenz Curves and Income Shares," Working Papers 464, Queen's University, Department of Economics.
  58. Russell Davidson & James G. MacKinnon, 1982. "Convenient Specification Tests for Logit and Probit Models," Working Papers 514, Queen's University, Department of Economics.
  59. Serge Coulombe & Russell Davidson, 1982. "Three Notes on Money and Transaction Costs," Working Papers 502, Queen's University, Department of Economics.
  60. Russell Davidson & James G. MacKinnon, 1982. "Inflation and the Savings Rate," Working Papers 493, Queen's University, Department of Economics.
  61. Richard Arnott & Russell Davidson & David Pines, 1982. "Unanticipated Shocks and the Maintenance And Replacement of Durable Goods," Working Papers 498, Queen's University, Department of Economics.
  62. James G. MacKinnon & Halbert White & Russell Davidson, 1982. "Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses," Working Papers 491, Queen's University, Department of Economics.
  63. Russell Davidson & James G. MacKinnon, 1981. "Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test," Working Papers 439, Queen's University, Department of Economics.
  64. Russell Davidson & James G. MacKinnon, 1981. "Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results," Working Papers 430, Queen's University, Department of Economics.
  65. Russell Davidson & James G. MacKinnon, 1980. "Relations Among Some Non-Nested Hypothesis Tests," Working Papers 369, Queen's University, Department of Economics.
  66. Russell Davidson & James G. MacKinnon, 1980. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Working Papers 378, Queen's University, Department of Economics.
  67. Russell Davidson & James G. MacKinnon, 1980. "Model Specification Tests Based on Artificial Linear Regressions," Working Papers 390, Queen's University, Department of Economics.
  68. Russell Davidson & James G. MacKinnon, 1980. "Some Non-Nested Hypothesis Tests and the Relations Among Them," Working Papers 409, Queen's University, Department of Economics.
  69. Richard Arnott & Russell Davidson & David Pines, 1980. "Housing Quality and Maintenance," Working Papers 396, Queen's University, Department of Economics.
  70. Russell Davidson & Richard Harris, 1979. "Non-Convexities in a Continuous-Time Capital Theory Problem," Working Papers 326, Queen's University, Department of Economics.
  71. DAVIDSON, Russell & DEWATRIPONT, Mathias & GINSBURGH, Victor & LABBE, Martine, . "On the welfare effects of anti-discrimination regulations in the EC car market," CORE Discussion Papers RP -848, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).

Articles

  1. Russell Davidson & Jean-Yves Duclos, 2013. "Testing for Restricted Stochastic Dominance," Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 84-125, January.
  2. Russell DAVIDSON, 2013. "Times and Causality," Annales d'Economie et de Statistique, ENSAE, issue 109-110, pages 1.
  3. Russell Davidson, 2012. "Statistical inference in the presence of heavy tails," Econometrics Journal, Royal Economic Society, vol. 15(1), pages C31-C53, 02.
  4. Russell Davidson, 2010. "An Agnostic Look at Bayesian Statistics and Econometrics," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 2(2), pages 153-168, June.
  5. Russell Davidson, 2010. "Innis Lecture: Inference on income distributions," Canadian Journal of Economics, Canadian Economics Association, vol. 43(4), pages 1122-1148, November.
  6. Davidson, Russell & MacKinnon, James G., 2010. "Wild Bootstrap Tests for IV Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(1), pages 128-144.
  7. Gael Martin, 2010. "'The 21st Century Belongs to Bayes' Debate: Introduction," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 2(2), pages 137-138, June.
  8. Russell Davidson, 2010. "Size Distortion of Bootstrap Tests: an Example from Unit Root Testing," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 2(2), pages 169-193, June.
  9. Davidson, Russell, 2009. "Reliable inference for the Gini index," Journal of Econometrics, Elsevier, vol. 150(1), pages 30-40, May.
  10. Russell Davidson, 2009. "Testing for Restricted Stochastic Dominance: Some Further Results," Review of Economic Analysis, Rimini Centre for Economic Analysis, vol. 1(1), pages 34-59, September.
  11. Belsley, David A. & Davidson, Russell & Kontoghiorghes, Erricos John & MacKinnon, James G. & van Dijk, Herman K., 2009. "The fourth special issue on Computational Econometrics," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1923-1924, April.
  12. Davidson, Russell & Flachaire, Emmanuel, 2008. "The wild bootstrap, tamed at last," Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
  13. Russell Davidson & James G. MacKinnon, 2008. "Bootstrap inference in a linear equation estimated by instrumental variables," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 443-477, November.
  14. Davidson, Russell & Flachaire, Emmanuel, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Journal of Econometrics, Elsevier, vol. 141(1), pages 141-166, November.
  15. Russell Davidson & James G. MacKinnon, 2007. "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 541-553, November.
  16. Davidson, Russell & MacKinnon, James G., 2007. "Improving the reliability of bootstrap tests with the fast double bootstrap," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3259-3281, April.
  17. Russell Davidson, 2007. "Bootstrapping econometric models (in Russian)," Quantile, Quantile, issue 3, pages 13-36, September.
  18. James G. MacKinnon & Russell Davidson, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833.
  19. James G. MacKinnon & Russell Davidson, 2006. "Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 843-844.
  20. Davidson, Russell & MacKinnon, James G., 2006. "The power of bootstrap and asymptotic tests," Journal of Econometrics, Elsevier, vol. 133(2), pages 421-441, August.
  21. Russell Davidson & James MacKinnon, 2002. "Fast Double Bootstrap Tests Of Nonnested Linear Regression Models," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 419-429.
  22. Davidson, Russell & MacKinnon, James G., 2002. "Bootstrap J tests of nonnested linear regression models," Journal of Econometrics, Elsevier, vol. 109(1), pages 167-193, July.
  23. Russell Davidson & James MacKinnon, 2000. "Bootstrap tests: how many bootstraps?," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 55-68.
  24. Russell Davidson & Jean-Yves Duclos, 2000. "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," Econometrica, Econometric Society, vol. 68(6), pages 1435-1464, November.
  25. Davidson, Russell & MacKinnon, James G., 1999. "The Size Distortion Of Bootstrap Tests," Econometric Theory, Cambridge University Press, vol. 15(03), pages 361-376, June.
  26. Davidson, Russell & MacKinnon, James G, 1999. "Bootstrap Testing in Nonlinear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 487-508, May.
  27. Arnott, Richard & Braid, Ralph & Davidson, Russell & Pines, David, 1999. "A general equilibrium spatial model of housing quality and quantity," Regional Science and Urban Economics, Elsevier, vol. 29(3), pages 283-316, May.
  28. Davidson, Russell & Labys, Walter C & Lesourd, Jean-Baptiste, 1998. "Wavelet Analysis of Commodity Price Behavior," Computational Economics, Society for Computational Economics, vol. 11(1-2), pages 103-28, April.
  29. Davidson, Russell & MacKinnon, James G, 1998. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," The Manchester School of Economic & Social Studies, University of Manchester, vol. 66(1), pages 1-26, January.
  30. Russell Davidson & Jean-Yves Duclos, 1997. "Statistical Inference for the Measurement of the Incidence of Taxes and Transfers," Econometrica, Econometric Society, vol. 65(6), pages 1453-1466, November.
  31. Blackorby, Charles & Davidson, Russell & Schworm, William, 1993. "Economies with a Two-Sector Representation," Economic Theory, Springer, vol. 3(4), pages 717-34, October.
  32. Davidson, Russell & MacKinnon, James G., 1992. "Regression-based methods for using control variates in Monte Carlo experiments," Journal of Econometrics, Elsevier, vol. 54(1-3), pages 203-222.
  33. Davidson, Russell & MacKinnon, James G, 1992. "A New Form of the Information Matrix Test," Econometrica, Econometric Society, vol. 60(1), pages 145-57, January.
  34. Blackorby, Charles & Davidson, Russell & Schworm, William, 1991. "The validity of piecemeal second-best policy," Journal of Public Economics, Elsevier, vol. 46(3), pages 267-290, December.
  35. Russell DAVIDSON & James MacKINNON, 1991. "Une nouvelle forme du test de la matrice d'information," Annales d'Economie et de Statistique, ENSAE, issue 20-21, pages 171-192.
  36. Blackorby, Charles & Davidson, Russell & Schworm, William, 1991. "Implicit separability: Characterisation and implications for consumer demands," Journal of Economic Theory, Elsevier, vol. 55(2), pages 364-399, December.
  37. Davidson, Russell & MacKinnon, James G., 1991. "Artificial regressions and C ([alpha]) tests," Economics Letters, Elsevier, vol. 35(2), pages 149-153, February.
  38. Davidson, Russell & Dewatripont, Mathias & Ginsburgh, Victor & Labbe, Martine, 1989. "On the welfare effects of anti-discrimination regulations in the EC car market," International Journal of Industrial Organization, Elsevier, vol. 7(2), pages 205-230, June.
  39. Davidson, Russell & MacKinnon, James G., 1989. "Testing for Consistency using Artificial Regressions," Econometric Theory, Cambridge University Press, vol. 5(03), pages 363-384, December.
  40. Davidson, Russell & MacKinnon, James G, 1988. "Double Length Artificial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 50(2), pages 203-17, May.
  41. Davidson, Russell & MacKinnon, James G, 1987. "Implicit Alternatives and the Local Power of Test Statistics," Econometrica, Econometric Society, vol. 55(6), pages 1305-29, November.
  42. Arnott, Richard & Davidson, Russell & Pines, David, 1986. "Spatial aspects of housing quality, density, and maintenance," Journal of Urban Economics, Elsevier, vol. 19(2), pages 190-217, March.
  43. Russell Davidson & James G. MacKinnon, 1985. "Testing Linear and Loglinear Regressions against Box-Cox Alternatives," Canadian Journal of Economics, Canadian Economics Association, vol. 18(3), pages 499-517, August.
  44. Davidson, Russell & Godfrey, Leslie & MacKinnon, James G, 1985. "A Simplified Version of the Differencing Test," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(3), pages 639-47, October.
  45. Davidson, Russell & MacKinnon, James G., 1984. "Convenient specification tests for logit and probit models," Journal of Econometrics, Elsevier, vol. 25(3), pages 241-262, July.
  46. Davidson, Russell & MacKinnon, James G, 1984. "Model Specification Tests Based on Artificial Linear Regressions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(2), pages 485-502, June.
  47. Arnott, Richard & Davidson, Russell & Pines, David, 1984. "Unanticipated shocks and the maintenance and replacement of durable goods," Journal of Economic Dynamics and Control, Elsevier, vol. 8(1), pages 99-115, October.
  48. Davidson, Russell & MacKinnon, James G., 1983. "Testing the specification of multivariate models in the presence of alternative hypotheses," Journal of Econometrics, Elsevier, vol. 23(3), pages 301-313, December.
  49. MacKinnon, James G. & White, Halbert & Davidson, Russell, 1983. "Tests for model specification in the presence of alternative hypotheses : Some further results," Journal of Econometrics, Elsevier, vol. 21(1), pages 53-70, January.
  50. Davidson, Russel & MacKinnon, James G., 1983. "Small sample properties of alternative forms of the Lagrange Multiplier test," Economics Letters, Elsevier, vol. 12(3-4), pages 269-275.
  51. Beach, Charles M & Davidson, Russell, 1983. "Distribution-Free Statistical Inference with Lorenz Curves and Income Shares," Review of Economic Studies, Wiley Blackwell, vol. 50(4), pages 723-35, October.
  52. Arnott, Richard & Davidson, Russell & Pines, David, 1983. "Housing Quality, Maintenance and Rehabilitation," Review of Economic Studies, Wiley Blackwell, vol. 50(3), pages 467-94, July.
  53. Davidson, Russell & MacKinnon, James G, 1982. "Some Non-Nested Hypothesis Tests and the Relations among Them," Review of Economic Studies, Wiley Blackwell, vol. 49(4), pages 551-65, October.
  54. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, vol. 49(3), pages 781-93, May.
  55. Davidson, Russell & MacKinnon, James G., 1981. "Efficient estimation of tail-area probabilities in sampling experiments," Economics Letters, Elsevier, vol. 8(1), pages 73-77.
  56. Davidson, Russell & Harris, Richard, 1981. "Non-Convexities in Continuous-Time Investment Theory," Review of Economic Studies, Wiley Blackwell, vol. 48(2), pages 235-53, April.
  57. Archibald, G C & Davidson, Russell, 1981. "On the Intertemporal Incidence of Externalities," Economica, London School of Economics and Political Science, vol. 48(191), pages 267-77, August.
  58. Davidson, Russell & MacKinnon, James G., 1980. "On a simple procedure for testing non-nested regression models," Economics Letters, Elsevier, vol. 5(1), pages 45-48.
  59. Davidson, Russell & MacKinnon, James G., 1980. "Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables," Economics Letters, Elsevier, vol. 6(2), pages 119-123.
  60. Blackorby, Charles & Davidson, Russell & Donaldson, David, 1977. "A Homiletic Exposition of the Expected Utility Hypothesis," Economica, London School of Economics and Political Science, vol. 44(176), pages 351-58, November.

Books

  1. Davidson, Russell, 2009. "Econometric Theory and Methods: International Edition," OUP Catalogue, Oxford University Press, number 9780195391053.
  2. Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.

NEP Fields

37 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (32) 1998-05-25 1998-05-25 2004-12-02 2006-02-12 2006-02-26 2006-03-11 2006-03-18 2006-04-08 2006-07-09 2006-09-30 2006-09-30 2006-09-30 2006-09-30 2006-09-30 2007-08-27 2008-03-15 2010-01-16 2010-01-16 2010-01-16 2010-01-16 2010-01-16 2010-01-16 2010-01-16 2010-01-16 2010-01-16 2010-01-16 2010-12-11 2010-12-11 2011-01-16 2011-10-15 2011-11-21 2013-10-05. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2006-03-11 2010-01-16
  3. NEP-LTV: Unemployment, Inequality & Poverty (4) 2006-05-13 2010-01-16 2010-01-16 2011-11-21
  4. NEP-MIC: Microeconomics (1) 1998-05-25
  5. NEP-ORE: Operations Research (3) 2010-01-16 2010-12-11 2013-10-05
  6. NEP-PBE: Public Economics (1) 1998-05-25
  7. NEP-PUB: Public Finance (1) 1998-05-25

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Closeness measure in co-authorship network
  35. Betweenness measure in co-authorship network
  36. Breadth of citations across fields
  37. Wu-Index
  38. Strength of students

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Russell Davidson should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.