Russell Davidson
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- James G. MacKinnon & Russell Davidson, 2012.
"Bootstrap Confidence Sets With Weak Instruments,"
Working Paper
1278, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 651-675, August.
- Russell Davidson & James G. Mackinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Post-Print hal-01463109, HAL.
Mentioned in:
- My "Must Read" List
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2012-09-27 06:33:00
- James G. MacKinnon & Russell Davidson, 2014.
"Bootstrap Tests For Overidentification In Linear Regression Models,"
Working Paper
1318, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, vol. 3(4), pages 1-39, December.
- Russell Davidson & James G. Mackinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print hal-01456100, HAL.
Mentioned in:
- So Much Good Reading........
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2013-10-09 04:21:00
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Russell Davidson & James MacKinnon, 2000.
"Bootstrap tests: how many bootstraps?,"
Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 55-68.
- James G. MacKinnon & Russell Davidson, 2001. "Bootstrap Tests: How Many Bootstraps?," Working Paper 1036, Economics Department, Queen's University.
Mentioned in:
Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- James G. MacKinnon & Russell Davidson, 2006.
"The case against JIVE,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833.
- Russell Davidson & James G. MacKinnon, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833, September.
- James G. MacKinnon & Russell Davidson, 2004. "The Case Against Jive," Working Paper 1031, Economics Department, Queen's University.
- Russell Davidson & James MacKinnon, 2006. "The Case Against Jive," Departmental Working Papers 2004-02, McGill University, Department of Economics.
Mentioned in:
- The case against JIVE (Journal of Applied Econometrics 2006) in ReplicationWiki ()
Working papers
- Russell Davidson & Andrea Monticini, 2018.
"Improvements in Bootstrap Inference,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def070, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
Cited by:
- Boitani, Andrea & Dragomirescu-Gaina, Catalin, 2023.
"News and narratives: A cointegration analysis of Russian economic policy uncertainty,"
Economics Letters, Elsevier, vol. 226(C).
- Andrea Boitani & Catalin Dragomirescu Gaina, 2022. "News and narratives: A cointegration analysis of Russian economic policy uncertainty," DISCE - Working Papers del Dipartimento di Economia e Finanza def115, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Andrea Boitani & Catalin Dragomirescu-Gaina, 2022. "News and narratives: A cointegration analysis of Russian economic policy uncertainty," Working Papers 496, University of Milano-Bicocca, Department of Economics, revised Apr 2022.
- Stefania Basiglio & Alessandra Foresta & Gilberto Turati, 2021.
"Impatience and crime. Evidence from the NLSY97,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def111, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Basiglio, Stefania & Foresta, Alessandra & Turati, Gilberto, 2024. "Impatience and crime. Evidence from the NLSY97," Journal of Economic Psychology, Elsevier, vol. 101(C).
- Basiglio Stefania & Foresta Alessandra & Turati Gilberto, 2021. "Impatience and crime. Evidence from the NLSY97," Working papers 073, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Russell Davidson & Andrea Monticini, 2023. "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza def130, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Checchi, Daniele & Fenizia, Alessandra & Lucifora, Claudio, 2021.
"Public Sector Jobs: Working in the Public Sector in Europe and the US,"
IZA Discussion Papers
14514, Institute of Labor Economics (IZA).
- Daniele Checchi & Alessandra Fenizia & Claudio Lucifora, 2021. "PUBLIC SECTOR JOBS: Working in the public sector in Europe and the US," DISCE - Working Papers del Dipartimento di Economia e Finanza def107, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Irene Torrini & Claudio Lucifora & Antonio Russo, 2022. "The Long-Term Effects of Hospitalization on Health Care Expenditures: An Empirical Analysis for the Young-Old Population," DISCE - Working Papers del Dipartimento di Economia e Finanza def117, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Pieroni, Luca & Roig, Melcior Rosselló & Salmasi, Luca, 2023.
"Italy: Immigration and the evolution of populism,"
European Journal of Political Economy, Elsevier, vol. 76(C).
- Luca Pieroni & Melcior Rossello Roig & Luca Salmasi, 2021. "Italy: immigration and the evolution of populism," DISCE - Working Papers del Dipartimento di Economia e Finanza def098, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Crinò, Rosario & Immordino, Giovanni & Piccolo, Salvatore, 2019.
"Fighting Mobile Crime,"
CEPR Discussion Papers
13424, C.E.P.R. Discussion Papers.
- Rosario Crinò & Giovanni Immordino & Salvatore Piccolo, 2019. "Fighting Mobile Crime," CESifo Working Paper Series 7446, CESifo.
- Rosario Crinò & Giovanni Immordino & Salvatore Piccolo, 2018. "Fighting Mobile Crime," DISCE - Working Papers del Dipartimento di Economia e Finanza def071, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Rosario Crino & Giovanni Immordino & Gülen Karakoç-Palminteri & Salvatore Piccolo, 2018. "Fighting Mobile Crime," CSEF Working Papers 504, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Federico Di Pace & Giacomo Mangiante & Riccardo Masolo, 2024. "Monetary policy rules: the market’s view," DISCE - Working Papers del Dipartimento di Economia e Finanza def137, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Valentina Colombo & Alessia Paccagnini, 2024. "Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy," DISCE - Working Papers del Dipartimento di Economia e Finanza def131, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Bernardo Fanfani, 2018.
"Tastes for Discrimination in Monopsonistic Labour Markets,"
Working papers
054, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino.
- Fanfani, Bernardo, 2022. "Tastes for discrimination in monopsonistic labour markets," Labour Economics, Elsevier, vol. 75(C).
- Bernardo Fanfani, 2020. "Tastes for Discrimination in Monopsonistic Labour Markets," DISCE - Working Papers del Dipartimento di Economia e Finanza def094, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Elenka Brenna & Lara Gitto, 2018. "Adult education, the use of Information and Communication Technologies and the impact on quality of life: a case study," DISCE - Working Papers del Dipartimento di Economia e Finanza def073, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Chiara Punzo & Giulia Rivolta, 2022. "Money versus debt financed regime: Evidence from an estimated DSGE model," DISCE - Working Papers del Dipartimento di Economia e Finanza def120, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Sebastiano Della Lena & Fabrizio Panebianco, 2019. "Cultural Transmission with Incomplete Information: Parental Perceived Efficacy and Group Misrepresentation," DISCE - Working Papers del Dipartimento di Economia e Finanza def079, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Boitani, Andrea & Dragomirescu-Gaina, Catalin, 2023.
"News and narratives: A cointegration analysis of Russian economic policy uncertainty,"
Economics Letters, Elsevier, vol. 226(C).
- Russell Davidson, 2018.
"Statistical Inference on the Canadian Middle Class,"
Post-Print
hal-01793196, HAL.
- Russell Davidson, 2018. "Statistical Inference on the Canadian Middle Class," Econometrics, MDPI, vol. 6(1), pages 1-18, March.
Cited by:
- Charles Beach, 2023. "Quantile Tool Box Measures for Empirical Analysis and for Testing Distributional Comparisons in Direct Distribution-Free Fashion," Working Paper 1508, Economics Department, Queen's University.
- Sami Remes, 2022. "Decomposition of the Shrinking Middle-class and Directional Mobility in Finland 1995–2012," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 162(3), pages 1281-1312, August.
- Charles Beach, 2022. "Better Off or More Apart? Empirically Testing Welfare and Inequality Dominance Criteria," Working Paper 1484, Economics Department, Queen's University.
- Charles Beach, 2021. "A Useful Empirical Tool Box for Distributional Analysis," Working Paper 1466, Economics Department, Queen's University.
- Remes Sami, 2019. "Middle class decline in Finland 1995-2012 : Decomposition and directional mobility," Working Papers 1925, Tampere University, Faculty of Management and Business, Economics.
- Russell Davidson & Victoria Zinde-Walsh, 2017.
"Advances in specification testing,"
Post-Print
hal-01684821, HAL.
- Russell Davidson & Victoria Zinde‐Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
Cited by:
- Ilona Elzbieta Serwicka & Jonathan Jones & Colin Wren, 2024. "Economic integration and FDI location: Is there a border effect within the enlarged EU?," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 72(1), pages 85-106, January.
- Russell Davidson, 2017.
"Diagnostics for the bootstrap and fast double bootstrap,"
Post-Print
hal-01684674, HAL.
- Russell Davidson, 2017. "Diagnostics for the bootstrap and fast double bootstrap," Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 1021-1038, October.
Cited by:
- Ou Bianling & Long Zhihe & Li Wenqian, 2019. "Bootstrap LM Tests for Spatial Dependence in Panel Data Models with Fixed Effects," Journal of Systems Science and Information, De Gruyter, vol. 7(4), pages 330-343, August.
- Russell Davidson, 2016.
"Computing, the bootstrap and economics,"
Post-Print
hal-01448239, HAL.
- Russell Davidson, 2015. "Computing, the bootstrap and economics," Canadian Journal of Economics, Canadian Economics Association, vol. 48(4), pages 1195-1214, November.
- Russell Davidson, 2015. "Computing, the bootstrap and economics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(4), pages 1195-1214, November.
Cited by:
- M. Mouchart & R. Orsi & G. Wunsch, 2020.
"Causality in Econometric Modeling. From Theory to Structural Causal Modeling,"
Working Papers
wp1143, Dipartimento Scienze Economiche, Universita' di Bologna.
- Mouchart, Michel & Orsi, Renzo & Wunsch, Guillaume, 2020. "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers ISBA 2020021, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Orsi, Renzo & Mouchart, Michel & Wunsch, Guillaume, 2022. "Causality in Econometric Modeling : From Theory to Structural Causal Modeling," LIDAM Reprints ISBA 2022024, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- MOUCHART Michel, & ORSI Renzo, & WUNSCH Guillaume,, 2020. "Causality in econometric modeling. From theory to structural causal modeling," LIDAM Discussion Papers CORE 2020003, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019.
"Bootstrapping structural change tests,"
Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017. "Bootstrapping Structural Change Tests," Economics Discussion Paper Series 1704, Economics, The University of Manchester.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018. "Bootstrapping Structural Change Tests," Papers 1811.04125, arXiv.org.
- Russell Davidson & Victoria Zinde‐Walsh, 2017.
"Advances in specification testing,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Post-Print hal-01684821, HAL.
- Davidson, Russell & Trokić, Mirza, 2020.
"The fast iterated bootstrap,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 451-475.
- Russell Davidson & Mirza Trokić, 2020. "The fast iterated bootstrap," Post-Print hal-02965001, HAL.
- Adriana Cornea-Madeira & Russell Davidson, 2015.
"A Parametric Bootstrap for Heavy Tailed Distributions,"
Post-Print
hal-01456116, HAL.
- Cornea-Madeira, Adriana & Davidson, Russell, 2015. "A Parametric Bootstrap For Heavy-Tailed Distributions," Econometric Theory, Cambridge University Press, vol. 31(3), pages 449-470, June.
- Adriana Cornea & Russell Davidson, 2009. "A parametric bootstrap for heavytailed distributions," Working Papers halshs-00443564, HAL.
Cited by:
- Trapani, Lorenzo, 2016. "Testing for (in)finite moments," Journal of Econometrics, Elsevier, vol. 191(1), pages 57-68.
- Heiler, Phillip & Kazak, Ekaterina, 2021. "Valid inference for treatment effect parameters under irregular identification and many extreme propensity scores," Journal of Econometrics, Elsevier, vol. 222(2), pages 1083-1108.
- Giuseppe Cavaliere & S'ilvia Gonc{c}alves & Morten {O}rregaard Nielsen & Edoardo Zanelli, 2022.
"Bootstrap inference in the presence of bias,"
Papers
2208.02028, arXiv.org, revised Nov 2023.
- Giuseppe Cavaliere & Sílvia Gonçalves & Morten Ørregaard Nielsen & Edoardo Zanelli, 2024. "Bootstrap Inference in the Presence of Bias," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 119(548), pages 2908-2918, October.
- Hill, Jonathan B. & Aguilar, Mike, 2013. "Moment condition tests for heavy tailed time series," Journal of Econometrics, Elsevier, vol. 172(2), pages 255-274.
- Li, Ming & Li, Jia-Yue, 2017. "Generalized Cauchy model of sea level fluctuations with long-range dependence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 309-335.
- Daouia, Abdelaati & Stupfler, Gilles & Usseglio-Carleve, Antoine, 2023. "Bias-reduced and variance-corrected asymptotic Gaussian inference about extreme expectiles," TSE Working Papers 23-1444, Toulouse School of Economics (TSE), revised Nov 2023.
- Dewitte, Ruben, 2020. "From Heavy-Tailed Micro to Macro: on the characterization of firm-level heterogeneity and its aggregation properties," MPRA Paper 103170, University Library of Munich, Germany.
- Russell Davidson, 2015.
"A discrete model for bootstrap iteration,"
CeMMAP working papers
38/15, Institute for Fiscal Studies.
- Davidson, Russell, 2017. "A discrete model for bootstrap iteration," Journal of Econometrics, Elsevier, vol. 201(2), pages 228-236.
- Russell Davidson, 2017. "A discrete model for bootstrap iteration," Post-Print hal-01658497, HAL.
- Russell Davidson, 2015. "A discrete model for bootstrap iteration," CeMMAP working papers CWP38/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
Cited by:
- Russell Davidson, 2015.
"Computing, the bootstrap and economics,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(4), pages 1195-1214, November.
- Russell Davidson, 2016. "Computing, the bootstrap and economics," Post-Print hal-01448239, HAL.
- Russell Davidson, 2015. "Computing, the bootstrap and economics," Canadian Journal of Economics, Canadian Economics Association, vol. 48(4), pages 1195-1214, November.
- Russell Davidson & James G. Mackinnon, 2015.
"Bootstrap Tests for Overidentification in Linear Regression Models,"
Post-Print
hal-01456100, HAL.
- Russell Davidson & James G. MacKinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, vol. 3(4), pages 1-39, December.
- James G. MacKinnon & Russell Davidson, 2014. "Bootstrap Tests For Overidentification In Linear Regression Models," Working Paper 1318, Economics Department, Queen's University.
Cited by:
- Kiviet, Jan F. & Kripfganz, Sebastian, 2021. "Instrument approval by the Sargan test and its consequences for coefficient estimation," Economics Letters, Elsevier, vol. 205(C).
- Wang, Wenjie, 2022. "Wild bootstrap test of overidentification with many instruments and heteroskedasticity," MPRA Paper 115168, University Library of Munich, Germany.
- Nicolas Van de Sijpe & Frank Windmeijer, 2021.
"On the Power of the Conditional Likelihood Ratio and Related Tests for Weak-Instrument Robust Inference,"
Economics Papers
2020-W09, Economics Group, Nuffield College, University of Oxford.
- Van de Sijpe, Nicolas & Windmeijer, Frank, 2023. "On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference," Journal of Econometrics, Elsevier, vol. 235(1), pages 82-104.
- Vincent Boucher & Yann Bramoullé, 2020.
"Binary Outcomes and Linear Interactions,"
Working Papers
halshs-03031767, HAL.
- Vincent Boucher & Yann Bramoullé, 2020. "Binary Outcomes and Linear Interactions," AMSE Working Papers 2038, Aix-Marseille School of Economics, France.
- Bramoullé, Yann & Boucher, Vincent, 2020. "Binary Outcomes and Linear Interactions," CEPR Discussion Papers 15505, C.E.P.R. Discussion Papers.
- Alderighi, Marco & Gaggero, Alberto A., 2019. "Flight availability and international tourism flows," Annals of Tourism Research, Elsevier, vol. 79(C).
- Frank A. Cowell & Russell Davidson & Emmanuel Flachaire, 2015.
"Goodness of Fit: An Axiomatic Approach,"
Post-Print
hal-01456107, HAL.
- Frank A. Cowell & Russell Davidson & Emmanuel Flachaire, 2015. "Goodness of Fit: An Axiomatic Approach," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 54-67, January.
- Frank A. Cowell & Russell Davidson & Emmanuel Flachaire, 2011. "Goodness of Fit: an axiomatic approach," Working Papers halshs-00639075, HAL.
Cited by:
- Frank A. Cowell & Emmanuel Flachaire, 2015.
"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
- Franck A. Cowell & Emmanuel Flachaire, 2015. "Statistical Methods for Distributional Analysis," AMSE Working Papers 1507, Aix-Marseille School of Economics, France.
- Frank A. Cowell & Emmanuel Flachaire, 2014. "Statistical Methods for Distributional Analysis," Working Papers halshs-01115996, HAL.
- Spasova, Tsvetana, 2019.
"Regional Income Distribution in the European Union: A Parametric Approach,"
Working papers
2019/18, Faculty of Business and Economics - University of Basel.
- Tsvetana Spasova, 2019. "Regional Income Distribution in the European Union: A Parametric Approach," Research on Economic Inequality, in: What Drives Inequality?, volume 27, pages 1-18, Emerald Group Publishing Limited.
- Frank A. Cowell & Emmanuel Flachaire & Sanghamitra Bandyopadhyay, 2013.
"Reference distributions and inequality measurement,"
Post-Print
hal-01499629, HAL.
- Frank Cowell & Emmanuel Flachaire & Sanghamitra Bandyopadhyay, 2013. "Reference distributions and inequality measurement," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 11(4), pages 421-437, December.
- Rebecca Allen & Simon Burgess & Russell Davidson & Frank Windmeijer, 2015.
"More reliable inference for the dissimilarity index of segregation,"
Post-Print
hal-01457316, HAL.
- Rebecca Allen & Simon Burgess & Russell Davidson & Frank Windmeijer, 2015. "More reliable inference for the dissimilarity index of segregation," Econometrics Journal, Royal Economic Society, vol. 18(1), pages 40-66, February.
Cited by:
- Kutscher, Macarena & Nath, Shanjukta & Urzúa, Sergio, 2023.
"Centralized admission systems and school segregation: Evidence from a national reform,"
Journal of Public Economics, Elsevier, vol. 221(C).
- Kutscher, Macarena & Nath, Shanjukta & Urzua, Sergio, 2020. "Centralized Admission Systems and School Segregation: Evidence from a National Reform," IZA Discussion Papers 13305, Institute of Labor Economics (IZA).
- Joao Firmino & Luis C. Nunes & Silvia de Almeida & Susana Batista, 2020. "Student segregation across and within schools. The case of the Portuguese public school system," Nova SBE Working Paper Series wp633, Universidade Nova de Lisboa, Nova School of Business and Economics.
- Daniel Guinea-Martin & Ricardo Mora, 2022.
"Computing decomposable multigroup indices of segregation,"
Stata Journal, StataCorp LLC, vol. 22(3), pages 521-556, September.
- Guinea-Martin, Daniel & Mora, Ricardo, 2021. "Computing decomposable multigroup indexes of segregation," UC3M Working papers. Economics 31803, Universidad Carlos III de Madrid. Departamento de EconomÃa.
- Renan Xavier Cortes & Sergio Rey & Elijah Knaap & Levi John Wolf, 2020. "An open-source framework for non-spatial and spatial segregation measures: the PySAL segregation module," Journal of Computational Social Science, Springer, vol. 3(1), pages 135-166, April.
- van der Klaauw, Bas & Oosterbeek, Hessel & Sóvágó, Sándor, 2019. "Why are schools segregated? Evidence from the secondary-school match in Amsterdam," CEPR Discussion Papers 13462, C.E.P.R. Discussion Papers.
- Coral Río & Olga Alonso-Villar, 2022.
"On Measuring Segregation in a Multigroup Context: Standardized Versus Unstandardized Indices,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 163(2), pages 633-659, September.
- Coral Del RÃo & Olga Alonso-Villar, 2020. "On Measuring Segregation in a Multigroup Context: Standardized Versus Unstandardized Indices," Working Papers 561, ECINEQ, Society for the Study of Economic Inequality.
- Coral del Río & Olga Alonso-Villar, 2019. "On Measuring Segregation in a Multigroup Context: Standardized Versus Unstandardized Indices," Working Papers 1904, Universidade de Vigo, Departamento de Economía Aplicada.
- Marta Martínez Matute & Pedro S. Martins, 2022.
"How representative are social partners in Europe? The role of dissimilarity,"
LABOUR, CEIS, vol. 36(4), pages 424-444, December.
- Martínez Matute, Marta & Martins, Pedro S., 2022. "How Representative Are Social Partners in Europe? The Role of Dissimilarity," IZA Discussion Papers 15370, Institute of Labor Economics (IZA).
- Martínez Matute, Marta & Martins, Pedro S., 2020. "How representative are social partners in Europe? The role of dissimilarity," GLO Discussion Paper Series 718, Global Labor Organization (GLO).
- Fahey, Éamonn & Russell, Helen & McGinnity, Frances & Grotti, Raffaele, 2019. "Diverse neighbourhoods: an analysis of the residential distribution of immigrants in Ireland," Research Series, Economic and Social Research Institute (ESRI), number BKMNEXT376, June.
- Kelvyn Jones & Ron Johnston & David Manley & Dewi Owen & Chris Charlton, 2015. "Ethnic Residential Segregation: A Multilevel, Multigroup, Multiscale Approach Exemplified by London in 2011," Demography, Springer;Population Association of America (PAA), vol. 52(6), pages 1995-2019, December.
- Filippo Temporin, 2019. "A multilevel structural equation modelling approach to study segregation of deprivation: an application to Bolivia," Quality & Quantity: International Journal of Methodology, Springer, vol. 53(3), pages 1657-1674, May.
- Rafiq Friperson & Hessel Oosterbeek & Bas van der Klaauw, 2023.
"The Hidden Divide: School Segregation of Teachers in the Netherlands,"
Tinbergen Institute Discussion Papers
23-034/V, Tinbergen Institute.
- Friperson, Rafiq & Oosterbeek, Hessel & van der Klaauw, Bas, 2023. "The Hidden Divide: School Segregation of Teachers in the Netherlands," CEPR Discussion Papers 18292, C.E.P.R. Discussion Papers.
- Ran Wei & Elijah Knaap & Sergio Rey, 2023. "American Community Survey (ACS) Data Uncertainty and the Analysis of Segregation Dynamics," Population Research and Policy Review, Springer;Southern Demographic Association (SDA), vol. 42(1), pages 1-23, February.
- Burger, Kaspar, 2019. "The socio-spatial dimension of educational inequality: A comparative European analysis," MPRA Paper 95309, University Library of Munich, Germany, revised 2019.
- Austin, Andrea M. & Carmichael, Donald Q. & Bynum, Julie P.W. & Skinner, Jonathan S., 2019. "Measuring racial segregation in health system networks using the dissimilarity index," Social Science & Medicine, Elsevier, vol. 240(C).
- Gwilym Owen & Yu Chen & Timothy Birabi & Gwilym Pryce & Hui Song & Bifeng Wang, 2023. "Residential segregation of migrants: Disentangling the intersectional and multiscale segregation of migrants in Shijiazhuang, China," Urban Studies, Urban Studies Journal Limited, vol. 60(1), pages 166-182, January.
- Oosterbeek, Hessel & Sóvágó, Sándor & van der Klaauw, Bas, 2021. "Preference heterogeneity and school segregation," Journal of Public Economics, Elsevier, vol. 197(C).
- Popescu, Ioana & Gibson, Ben & Matthews, Luke & Zhang, Shiyuan & Escarce, José J. & Schuler, Megan & Damberg, Cheryl L., 2024. "The segregation of physician networks providing care to black and white patients with heart disease: Concepts, measures, and empirical evaluation," Social Science & Medicine, Elsevier, vol. 343(C).
- Bertoli, Simone & Ozden, Caglar & Packard, Michael, 2021. "Segregation and internal mobility of Syrian refugees in Turkey: Evidence from mobile phone data," Journal of Development Economics, Elsevier, vol. 152(C).
- Matthew Gentzkow & Jesse M. Shapiro & Matt Taddy, 2016.
"Measuring Group Differences in High-Dimensional Choices: Method and Application to Congressional Speech,"
NBER Working Papers
22423, National Bureau of Economic Research, Inc.
- Matthew Gentzkow & Jesse M. Shapiro & Matt Taddy, 2019. "Measuring Group Differences in High‐Dimensional Choices: Method and Application to Congressional Speech," Econometrica, Econometric Society, vol. 87(4), pages 1307-1340, July.
- Mariana C Arcaya & Gabriel Schwartz & SV Subramanian, 2018. "A multi-level modeling approach to understanding residential segregation in the United States," Environment and Planning B, , vol. 45(6), pages 1090-1105, November.
- Russel Davidson & Andrea Monticini, 2014.
"Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def012, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
Cited by:
- Boitani, Andrea & Dragomirescu-Gaina, Catalin, 2023.
"News and narratives: A cointegration analysis of Russian economic policy uncertainty,"
Economics Letters, Elsevier, vol. 226(C).
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- Andrea Boitani & Catalin Dragomirescu-Gaina, 2022. "News and narratives: A cointegration analysis of Russian economic policy uncertainty," Working Papers 496, University of Milano-Bicocca, Department of Economics, revised Apr 2022.
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"Impatience and crime. Evidence from the NLSY97,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def111, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
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"Is it the Way You Live or the Job You Have? Health Effects of Lifestyles and Working Conditions,"
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"Italy: Immigration and the evolution of populism,"
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"Heterogeneous Firms and International Trade: The role of productivity and financial fragility,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def042, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
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"Economic crisis and fiscal federalism in Italy,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def016, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
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L'Actualité Economique, Société Canadienne de Science Economique, vol. 96(4), pages 721-743.
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- Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
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"The real effects of bank-driven termination of relationships: Evidence from loan-level matched data,"
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"Bootstrap Confidence Sets with Weak Instruments,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 651-675, August.
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- George J. Borjas & Ilpo Kauppinen & Panu Poutvaara, 2015. "Self-Selection of Emigrants: Theory and Evidence on Stochastic Dominance in Observable and Unobservable Characteristics," CESifo Working Paper Series 5567, CESifo.
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"Obesity inequality and the changing shape of the bodyweight distribution in China,"
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Cited by:
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Working Papers
halshs-01013384, HAL.
- Laurent Gobillon & Benjamin Vignolles, 2014. "Évaluation de l'effet d'une politique spatialisée d'accès au logement : la loi Solidarité et Renouvellement Urbain (SRU)," PSE Working Papers halshs-01013384, HAL.
- Guillaume Chapelle & Laurent Gobillon & Benjamin Vignolles, 2025.
"Building without income mixing: Public housing quotas in France,"
Working Papers
halshs-05039367, HAL.
- Guillaume Chapelle & Laurent Gobillon & Benjamin Vignolles, 2025. "Building without income mixing: Public housing quotas in France," SciencePo Working papers Main halshs-05039367, HAL.
- Guillaume Chapelle & Laurent Gobillon & Benjamin Vignolles, 2025. "Building without income mixing: Public housing quotas in France," PSE Working Papers halshs-05039367, HAL.
- Chapelle, Guillaume & Gobillon, Laurent & Vignolles, Benjamin, 2025. "Building Without Income Mixing: Public Housing Quotas in France," IZA Discussion Papers 17854, Institute of Labor Economics (IZA).
- Sandrine Levasseur, 2018.
"Quota de logements sociaux et coûts liés à la scolarisation des jeunes enfants,"
Documents de Travail de l'OFCE
2018-08, Observatoire Francais des Conjonctures Economiques (OFCE).
- Sandrine Levasseur, 2018. "Quota des logements sociaux et coûts liés à la scolarisation des jeunes enfants," SciencePo Working papers Main hal-03440973, HAL.
- Sandrine Levasseur, 2018. "Quota des logements sociaux et coûts liés à la scolarisation des jeunes enfants," Working Papers hal-03440973, HAL.
- Russell Davidson, 2013.
"Time and Causality,"
Post-Print
hal-01499633, HAL.
- Russell Davidson, 2013. "Time and Causality," Annals of Economics and Statistics, GENES, issue 109-110, pages 7-22.
Cited by:
- Wunsch, Guillaume & Russo, Federica & Mouchart, Michel & Orsi, Renzo, 2021.
"Time and causality in the social sciences,"
LIDAM Reprints ISBA
2021052, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Guillaume Wunsch & Federica Russo & Michel Mouchart & Renzo Orsi, 2020. "Time and Causality in the Social Sciences," Working Papers wp1155, Dipartimento Scienze Economiche, Universita' di Bologna.
- Mouchart, Michel & Orsi, Renzo & Russo, Federica & Wunsch, Guillaume, 2020. "Time and Causality in the Social Sciences," LIDAM Discussion Papers ISBA 2020022, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Russell Davidson, 2010.
"Inference on Income Distributions,"
Working Papers
halshs-00541164, HAL.
Cited by:
- Frank A. Cowell & Emmanuel Flachaire, 2015.
"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
- Franck A. Cowell & Emmanuel Flachaire, 2015. "Statistical Methods for Distributional Analysis," AMSE Working Papers 1507, Aix-Marseille School of Economics, France.
- Frank A. Cowell & Emmanuel Flachaire, 2014. "Statistical Methods for Distributional Analysis," Working Papers halshs-01115996, HAL.
- Stéphane Guerrier & Samuel Orso & Maria-Pia Victoria-Feser, 2018. "Parametric Inference for Index Functionals," Econometrics, MDPI, vol. 6(2), pages 1-11, April.
- Frank A. Cowell & Emmanuel Flachaire, 2015.
"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
- Russell Davidson & James Mackinnon, 2009.
"Bootstrap inference in a linear equation estimated by instrumental variables,"
Working Papers
halshs-00442713, HAL.
- 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.
- James G. MacKinnon & Russell Davidson, 2008. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1157, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1024, Economics Department, Queen's University.
- Russell Davidson & James MacKinnon, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers 2006-21, McGill University, Department of Economics.
Cited by:
- Purevdorj Tuvaandorj, 2021. "Robust Permutation Tests in Linear Instrumental Variables Regression," Papers 2111.13774, arXiv.org, revised Jul 2024.
- Russell Davidson, 2010.
"An Agnostic Look at Bayesian Statistics and Econometrics,"
Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(2), pages 153-168, June.
- Russell Davidson, 2010. "An Agnostic Look at Bayesian Statistics and Econometrics," Working Papers halshs-00541163, HAL.
- Bilanakos, Christos & Heywood, John S. & Sessions, John & Theodoropoulos, Nikolaos, 2018. "Does demand for product quality increase worker training?," Journal of Economic Behavior & Organization, Elsevier, vol. 155(C), pages 159-177.
- Wenjie Wang, 2012. "Bootstrapping Anderson-Rubin Statistic and J Statistic in Linear IV Models with Many Instruments," KIER Working Papers 810, Kyoto University, Institute of Economic Research.
- Simon A. Broda & Raymond Kan, 2016.
"On distributions of ratios,"
Biometrika, Biometrika Trust, vol. 103(1), pages 205-218.
- Simon A. Broda & Raymond Kan, 2013. "On Distributions of Ratios," UvA-Econometrics Working Papers 13-10, Universiteit van Amsterdam, Dept. of Econometrics.
- Simon A. Broda & Raymond Kan, 2014. "On Distributions of Ratios," Tinbergen Institute Discussion Papers 13-211/III, Tinbergen Institute.
- Russell Davidson & James G. Mackinnon, 2014.
"Confidence Sets Based on Inverting Anderson-Rubin Tests,"
Post-Print
hal-01463107, HAL.
- Russell Davidson & James G. MacKinnon, 2014. "Confidence sets based on inverting Anderson–Rubin tests," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 39-58, June.
- James G. MacKinnon & Russell Davidson, 2011. "Confidence Sets Based On Inverting Anderson-rubin Tests," Working Paper 1257, Economics Department, Queen's University.
- Kaffo, Maximilien & Wang, Wenjie, 2017. "On bootstrap validity for specification testing with many weak instruments," Economics Letters, Elsevier, vol. 157(C), pages 107-111.
- Russell Davidson & Victoria Zinde‐Walsh, 2017.
"Advances in specification testing,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Post-Print hal-01684821, HAL.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
- Wang, Wenjie, 2022. "Wild bootstrap test of overidentification with many instruments and heteroskedasticity," MPRA Paper 115168, University Library of Munich, Germany.
- James G. MacKinnon & Russell Davidson, 2014.
"Bootstrap Tests For Overidentification In Linear Regression Models,"
Working Paper
1318, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, vol. 3(4), pages 1-39, December.
- Russell Davidson & James G. Mackinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print hal-01456100, HAL.
- Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
- Wang, Wenjie, 2020. "On Bootstrap Validity for the Test of Overidentifying Restrictions with Many Instruments and Heteroskedasticity," MPRA Paper 104858, University Library of Munich, Germany.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2024. "Weak-Identification-Robust Bootstrap Tests after Pretesting for Exogeneity," MPRA Paper 123060, University Library of Munich, Germany.
- Russell Davidson & James G. MacKinnon, 2014.
"Bootstrap Confidence Sets with Weak Instruments,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 651-675, August.
- James G. MacKinnon & Russell Davidson, 2012. "Bootstrap Confidence Sets With Weak Instruments," Working Paper 1278, Economics Department, Queen's University.
- Russell Davidson & James G. Mackinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Post-Print hal-01463109, HAL.
- Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
- Wang, Wenjie & Kaffo, Maximilien, 2016. "Bootstrap inference for instrumental variable models with many weak instruments," Journal of Econometrics, Elsevier, vol. 192(1), pages 231-268.
- Nicolas Van de Sijpe & Frank Windmeijer, 2021.
"On the Power of the Conditional Likelihood Ratio and Related Tests for Weak-Instrument Robust Inference,"
Economics Papers
2020-W09, Economics Group, Nuffield College, University of Oxford.
- Van de Sijpe, Nicolas & Windmeijer, Frank, 2023. "On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference," Journal of Econometrics, Elsevier, vol. 235(1), pages 82-104.
- Wenjie Wang & Qingfeng Liu, 2015. "Bootstrap-based Selection for Instrumental Variables Model," Economics Bulletin, AccessEcon, vol. 35(3), pages 1886-1896.
- Young, Alwyn, 2022. "Consistency without inference: instrumental variables in practical application," LSE Research Online Documents on Economics 115011, London School of Economics and Political Science, LSE Library.
- MacKinnon, James G., 2023.
"Fast cluster bootstrap methods for linear regression models,"
Econometrics and Statistics, Elsevier, vol. 26(C), pages 52-71.
- James G. MacKinnon, 2021. "Fast cluster bootstrap methods for linear regression models," Working Paper 1465, Economics Department, Queen's University.
- Corinna Ghirelli, 2015. "Scars of early non-employment for low educated youth: evidence and policy lessons from Belgium," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-34, December.
- Chau, Tak Wai, 2014. "On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators," Economics Letters, Elsevier, vol. 123(3), pages 333-335.
- James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
- 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.
- James G. MacKinnon & Russell Davidson, 2007. "Wild Bootstrap Tests For Iv Regression," Working Paper 1135, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2007. "Wild Bootstrap Tests For Iv Regression," Departmental Working Papers 2007-14, McGill University, Department of Economics.
- Russell Davidson & James Mackinnon, 2009. "Wild bootstrap tests for IV regression," Working Papers halshs-00443550, HAL.
- Keith Finlay & Leandro M. Magnusson, 2014. "Bootstrap Methods for Inference with Cluster-Sample IV Models," Economics Discussion / Working Papers 14-12, The University of Western Australia, Department of Economics.
- Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org.
- Keith Finlay & Leandro M. Magnusson, 2019. "Two applications of wild bootstrap methods to improve inference in cluster‐IV models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 911-933, September.
- Young, Alwyn, 2022. "Consistency without Inference: Instrumental Variables in Practical Application," European Economic Review, Elsevier, vol. 147(C).
- Noud P.A. van Giersbergen, 2011. "Bootstrapping Subset Test Statistics in IV Regression," UvA-Econometrics Working Papers 11-08, Universiteit van Amsterdam, Dept. of Econometrics.
- Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
- Corinna.Ghirelli, 2014. "The scarring effect of early non-employment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/895, Ghent University, Faculty of Economics and Business Administration.
- Kinda, Somlanare Romuald & Kere, Nazindigouba Eric & Yogo, Thierry Urbain & Simpasa, Musonda Anthony, 2022. "Do land rushes really improve food security in Sub-Saharan Africa?," Food Policy, Elsevier, vol. 113(C).
- Corinna GHIRELLI, 2015. "Scars of early non-employment in a rigid labour market," LIDAM Discussion Papers IRES 2015008, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Russell Davidson, 2009.
"Bootstraping econometric models,"
Working Papers
halshs-00442693, HAL.
- Russell Davidson, 2007. "Bootstrapping Econometric Models," Departmental Working Papers 2007-13, McGill University, Department of Economics.
Cited by:
- Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.
- Russell Davidson & Victoria Zinde‐Walsh, 2017.
"Advances in specification testing,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Post-Print hal-01684821, HAL.
- Hounyo, Ulrich & Varneskov, Rasmus T., 2017. "A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation," Journal of Econometrics, Elsevier, vol. 198(1), pages 10-28.
- Russell Davidson, 2015.
"A discrete model for bootstrap iteration,"
CeMMAP working papers
CWP38/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Russell Davidson, 2017. "A discrete model for bootstrap iteration," Post-Print hal-01658497, HAL.
- Russell Davidson, 2015. "A discrete model for bootstrap iteration," CeMMAP working papers 38/15, Institute for Fiscal Studies.
- Davidson, Russell, 2017. "A discrete model for bootstrap iteration," Journal of Econometrics, Elsevier, vol. 201(2), pages 228-236.
- Mazzutti, Caio Cícero Toledo Piza da Costa, 2016. "Three essays on the causal impacts of child labour laws in Brazil," Economics PhD Theses 0616, Department of Economics, University of Sussex Business School.
- Russell Davidson, 2010.
"Innis Lecture: Inference on income distributions,"
Canadian Journal of Economics, Canadian Economics Association, vol. 43(4), pages 1122-1148, November.
- Russell Davidson, 2010. "Innis Lecture: Inference on income distributions," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 43(4), pages 1122-1148, November.
- Ulrich Hounyo & Rasmus T. Varneskov, 2015. "A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation," CREATES Research Papers 2015-26, Department of Economics and Business Economics, Aarhus University.
- Xiyu Jiao & Felix Pretis, 2022. "Testing the Presence of Outliers in Regression Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(6), pages 1452-1484, December.
- Ramses Abul Naga & Christopher Stapenhurst & Gaston Yalonetzky, 2020. "Asymptotic Versus Bootstrap Inference for Inequality Indices of the Cumulative Distribution Function," Econometrics, MDPI, vol. 8(1), pages 1-15, February.
- Zhenlin Yang, 2013. "LM Tests of Spatial Dependence Based on Bootstrap Critical Values," Working Papers 03-2013, Singapore Management University, School of Economics.
- Barbara Hutniczak & Niels Vestergaard & Dale Squires, 2019. "Policy Change Anticipation in the Buyback Context," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(1), pages 111-132, May.
- Russell Davidson, 2009.
"Testing for restricted stochastic dominance: some further results,"
Working Papers
halshs-00443556, HAL.
- Russell Davidson, 2009. "Testing for Restricted Stochastic Dominance: Some Further Results," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 1(1), pages 34-59, September.
- Russell Davidson, 2007. "Testing For Restricted Stochastic Dominances: Some Further Results," Departmental Working Papers 2007-15, McGill University, Department of Economics.
Cited by:
- Frank A. Cowell & Emmanuel Flachaire, 2015.
"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
- Franck A. Cowell & Emmanuel Flachaire, 2015. "Statistical Methods for Distributional Analysis," AMSE Working Papers 1507, Aix-Marseille School of Economics, France.
- Frank A. Cowell & Emmanuel Flachaire, 2014. "Statistical Methods for Distributional Analysis," Working Papers halshs-01115996, HAL.
- Hsu, Justine & Majdzadeh, Reza & Mills, Anne & Hanson, Kara, 2021. "A dominance approach to analyze the incidence of catastrophic health expenditures in Iran," Social Science & Medicine, Elsevier, vol. 285(C).
- Russell Davidson & Jean-Yves Duclos, 2006.
"Testing For Restricted Stochastic Dominance,"
Departmental Working Papers
2006-20, McGill University, Department of Economics.
- Russell Davidson & Jean-Yves Duclos, 2013. "Testing for Restricted Stochastic Dominance," Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 84-125, January.
- Russell Davidson & Jean-Yves Duclos, 2009. "Testing for restricted stochastic dominance," Working Papers halshs-00443560, HAL.
- Russell Davidson & Jean-Yves Duclos, 2013. "Testing for Restricted Stochastic Dominance," Post-Print hal-01499628, HAL.
- Davidson, Russell & Duclos, Jean-Yves, 2006. "Testing for Restricted Stochastic Dominance," IZA Discussion Papers 2047, Institute of Labor Economics (IZA).
- Russell Davidson & Jean-Yves Duclos, 2006. "Testing for Restricted Stochastic Dominance," Cahiers de recherche 0609, CIRPEE.
- Russell Davidson & Jean-Yves Duclos, 2006. "Testing for Restricted Stochastic Dominance," Working Papers 36, ECINEQ, Society for the Study of Economic Inequality.
- Jean-Yves Duclos & Russell Davidson, 2006. "Testing for Restricted Stochastic Dominance," LIS Working papers 430, LIS Cross-National Data Center in Luxembourg.
- George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2017.
"Mispriced Index Option Portfolios,"
NBER Working Papers
23708, National Bureau of Economic Research, Inc.
- George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2020. "Mispriced index option portfolios," Financial Management, Financial Management Association International, vol. 49(2), pages 297-330, June.
- VAN DE GAER, Dirk & VANDENBOSSCHE, Joost & FIGUEROA, José Luis, 2012.
"Children’s health opportunities and project evaluation: Mexico’s Oportunidades program,"
LIDAM Discussion Papers CORE
2012015, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- D. Van De Gaer & J. Vandenbossche & J. L. Figueroa, 2011. "Children s health opportunities and project evaluation: Mexico s Oportunidades program," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/749, Ghent University, Faculty of Economics and Business Administration.
- Van de gaer, Dirk & Vandenbossche, Joost & Figueroa, Jose Luis, 2013. "Children's health opportunities and project evaluation : Mexico's Oportunidades program," Policy Research Working Paper Series 6345, The World Bank.
- VAN DE GAER, Dirk & VANDENBOSSCHE, Joost & FIGUERORA, José Luis, 2014. "Children's health opportunities and project evaluation: Mexico's oportunidades program," LIDAM Reprints CORE 2610, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Dirk Van de gaer & Joost Vandenbossche & José Luis Figueroa, 2014. "Children's Health Opportunities and Project Evaluation: Mexico's Oportunidades Program," The World Bank Economic Review, World Bank, vol. 28(2), pages 282-310.
- Mauricio APABLAZA & Florent BRESSON & Gaston YALONETZKY, 2013.
"When More does not Necessarily Mean Better: Health-related Illfare Comparisons with Non-Monotone Welbeing Relationships,"
LEO Working Papers / DR LEO
2247, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Branko Milanovic & Mauricio Apablaza & Florent Bresson & Gaston Yalonetzky, 2016. "When More Does Not Necessarily Mean Better: Health-Related Illfare Comparisons with Non-Monotone Well-Being Relationships," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62, pages 145-178, August.
- Mauricio Apablaza & Florent Bresson & Gaston Yalonetzky, 2014. "When more does not necessarily mean better: Health-related illfare comparisons with non-monotone welbeing relationship," Working Papers halshs-01011999, HAL.
- Mauricio Apablaza & Florent Bresson & Gaston Yalonetzky, 2016. "When More Does Not Necessarily Mean Better: Health-Related Illfare Comparisons with Non-Monotone Well-Being Relationships," Post-Print hal-02080138, HAL.
- Mauricio Apablaza & Florent Bresson & Gaston Yalonetzky, 2016. "When More Does Not Necessarily Mean Better: Health‐Related Illfare Comparisons with Non‐Monotone Well‐Being Relationships," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(S1), pages 145-178, August.
- Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020.
"Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach,"
Working Papers
2020-009, Department of Research, Ipag Business School.
- Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020. "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper 103870, University Library of Munich, Germany.
- Barrera-Osorio, Felipe & Raju, Dhushyanth, 2010. "Short-run learning dynamics under a test-based accountability system : evidence from Pakistan," Policy Research Working Paper Series 5465, The World Bank.
- Thierry Post & Iňaki Rodríguez Longarela, 2021. "Risk Arbitrage Opportunities for Stock Index Options," Operations Research, INFORMS, vol. 69(1), pages 100-113, January.
- Russell Davidson, 2010.
"Innis Lecture: Inference on income distributions,"
Canadian Journal of Economics, Canadian Economics Association, vol. 43(4), pages 1122-1148, November.
- Russell Davidson, 2010. "Innis Lecture: Inference on income distributions," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 43(4), pages 1122-1148, November.
- Jackwerth, Jens Carsten & Constantinides, George M. & Czerwonko, Michal & Perrakis, Stelios, 2008.
"Are options on index futures profitable for risk averse investors? Empirical evidence,"
CoFE Discussion Papers
08/08, University of Konstanz, Center of Finance and Econometrics (CoFE).
- George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2010. "Are Options on Index Futures Profitable for Risk Averse Investors? Empirical Evidence," NBER Working Papers 16302, National Bureau of Economic Research, Inc.
- George M. Constantinides & Michal Czerwonko & Jens Carsten Jackwerth & Stylianos Perrakis, 2011. "Are Options on Index Futures Profitable for Risk‐Averse Investors? Empirical Evidence," Journal of Finance, American Finance Association, vol. 66(4), pages 1407-1437, August.
- Thanasis Stengos & Brennan S. Thompson, 2011.
"Testing for Bivariate Stochastic Dominance Using Inequality Restrictions,"
Working Papers
1107, University of Guelph, Department of Economics and Finance.
- Stengos, Thanasis & Thompson, Brennan S., 2012. "Testing for bivariate stochastic dominance using inequality restrictions," Economics Letters, Elsevier, vol. 115(1), pages 60-62.
- Thanasis Stengos & Brennan S. Thompson, 2011. "Testing for Bivariate Stochastic Dominance Using Inequality Restrictions," Working Paper series 32_11, Rimini Centre for Economic Analysis.
- Yélé Maweki Batana & Jean-Yves Duclos, 2010. "Comparing Multidimensional Poverty with Qualitative Indicators of Well-Being," Cahiers de recherche 1004, CIRPEE.
- Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk, 2021. "Nonparametric tests for Optimal Predictive Ability," International Journal of Forecasting, Elsevier, vol. 37(2), pages 881-898.
- Liesiö, Juuso & Xu, Peng & Kuosmanen, Timo, 2020. "Portfolio diversification based on stochastic dominance under incomplete probability information," European Journal of Operational Research, Elsevier, vol. 286(2), pages 755-768.
- Kolokolova, Olga & Le Courtois, Olivier & Xu, Xia, 2022. "Is the index efficient? A worldwide tour with stochastic dominance," Journal of Financial Markets, Elsevier, vol. 59(PB).
- Brendan K. Beare & Juwon Seo & Zhongxi Zheng, 2022.
"Stochastic arbitrage with market index options,"
Papers
2207.00949, arXiv.org, revised Jan 2025.
- Beare, Brendan K. & Seo, Juwon & Zheng, Zhongxi, 2025. "Stochastic arbitrage with market index options," Journal of Banking & Finance, Elsevier, vol. 173(C).
- James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova, 2015.
"Improved Portfolio Choice Using Second-Order Stochastic Dominance,"
Review of Finance, European Finance Association, vol. 19(4), pages 1623-1647.
- James E. Hodder & Jens Carsten Jackwerth & Olga Kolokolova, 2010. "Improved Portfolio Choice using Second-Order Stochastic Dominance," Working Paper Series of the Department of Economics, University of Konstanz 2010-14, Department of Economics, University of Konstanz.
- Kolokolova, Olga & Xu, Xia, 2024. "Enhancing betting against beta with stochastic dominance," Journal of Empirical Finance, Elsevier, vol. 76(C).
- Russell Davidson & James Mackinnon, 2009.
"Moments of IV and JIVE estimators,"
Working Papers
halshs-00442692, HAL.
- Russell Davidson & James G. MacKinnon, 2007. "Moments of IV and JIVE estimators," Econometrics Journal, Royal Economic Society, vol. 10(3), pages 541-553, November.
- Russell Davidson & James MacKinnon, 2006. "Moments Of Iv And Jive Estimators," Departmental Working Papers 2006-22, McGill University, Department of Economics.
- James G. MacKinnon & Russell Davidson, 2006. "Moments Of Iv And Jive Estimators," Working Paper 1085, Economics Department, Queen's University.
Cited by:
- James G. MacKinnon & Russell Davidson, 2004.
"The Case Against Jive,"
Working Paper
1031, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833.
- Russell Davidson & James MacKinnon, 2006. "The Case Against Jive," Departmental Working Papers 2004-02, McGill University, Department of Economics.
- Russell Davidson & James G. MacKinnon, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833, September.
- Phillips, Garry D.A. & Liu-Evans, Gareth, 2016. "Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 734-762.
- Lei Bill Wang, 2023. "Estimating overidentified linear models with heteroskedasticity and outliers," Papers 2305.17615, arXiv.org, revised Aug 2024.
- Stefan Boes, 2007. "Count Data Models with Unobserved Heterogeneity: An Empirical Likelihood Approach," SOI - Working Papers 0704, Socioeconomic Institute - University of Zurich.
- Russell Davidson & James Mackinnon, 2009.
"Wild bootstrap tests for IV regression,"
Working Papers
halshs-00443550, HAL.
- 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.
- James G. MacKinnon & Russell Davidson, 2007. "Wild Bootstrap Tests For Iv Regression," Working Paper 1135, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2007. "Wild Bootstrap Tests For Iv Regression," Departmental Working Papers 2007-14, McGill University, Department of Economics.
Cited by:
- Justine S. Hastings & Christopher A. Neilson & Seth D. Zimmerman, 2014.
"Are Some Degrees Worth More than Others? Evidence from College Admission Cutoffs in Chile,"
Working Papers
2014-5, Princeton University. Economics Department..
- Justine S. Hastings & Christopher A. Neilson & Seth D. Zimmerman, 2013. "Are Some Degrees Worth More than Others? Evidence from college admission cutoffs in Chile," NBER Working Papers 19241, National Bureau of Economic Research, Inc.
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Cited by:
- Francesco Andreoli & Eugenio Peluso, 2021.
"Inference for the neighbourhood inequality index,"
Spatial Economic Analysis, Taylor & Francis Journals, vol. 16(3), pages 313-332, July.
- ANDREOLI Francesco, 2018. "Inference for the neighborhood inequality index," LISER Working Paper Series 2018-19, Luxembourg Institute of Socio-Economic Research (LISER).
- Frank A. Cowell & Emmanuel Flachaire, 2015.
"Statistical Methods for Distributional Analysis,"
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hal-01457398, HAL.
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"The Power Of Bootstrap And Asymptotic Tests,"
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Cited by:
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"A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 599-621, October.
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- Yukitoshi Matsushita & Taisuke Otsu & Ke-Li Xu, 2014.
"Empirical Likelihood for Regression Discontinuity Design,"
STICERD - Econometrics Paper Series
573, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
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- Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2015. "Empirical likelihood for regression discontinuity design," Journal of Econometrics, Elsevier, vol. 186(1), pages 94-112.
- Otsu, Taisuke & Matsushita, Yukitoshi & Xu, Ke-Li, 2014. "Empirical likelihood for regression discontinuity design," LSE Research Online Documents on Economics 58065, London School of Economics and Political Science, LSE Library.
- Taisuke Otsu & Ke-Li Xu, 2011. "Empirical Likelihood for Regression Discontinuity Design," Cowles Foundation Discussion Papers 1799, Cowles Foundation for Research in Economics, Yale University.
- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023.
"Testing for the appropriate level of clustering in linear regression models,"
Papers
2301.04522, arXiv.org, revised Mar 2023.
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- MacKinnon, James G. & Nielsen, Morten Ørregaard & Webb, Matthew D., 2023. "Testing for the appropriate level of clustering in linear regression models," Journal of Econometrics, Elsevier, vol. 235(2), pages 2027-2056.
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- Stelios Arvanitis & Nikolas Topaloglou, 2015. "Consistent tests for risk seeking behavior: A stochastic dominance approach," Working Papers 201511, Athens University Of Economics and Business, Department of Economics.
- Torben Klarl, 2013.
"Is Spatial Bootstrapping a Panacea for Valid Inference?,"
Discussion Paper Series
322, Universitaet Augsburg, Institute for Economics.
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"Inequality, financial development and economic growth in the OECD, 1870–2011,"
European Economic Review, Elsevier, vol. 101(C), pages 605-624.
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- James G. MacKinnon, 2006.
"Bootstrap Methods In Econometrics,"
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"From Financial Development to Informality: A Causal Link,"
CEPR Discussion Papers
17565, C.E.P.R. Discussion Papers.
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"Bootstrapping Systems Cointegration Tests With A Prior Adjustment For Deterministic Terms,"
Econometric Theory, Cambridge University Press, vol. 25(1), pages 243-269, February.
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"An Improved Panel Unit Root Test Using GLS-Detrending,"
University of Cincinnati, Economics Working Papers Series
2003-06, University of Cincinnati, Department of Economics.
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- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310006, University Library of Munich, Germany, revised 24 Oct 2003.
- Claude Lopez, 2003. "An Improved Panel Unit Root Test Using GLS-Detrending," Econometrics 0310003, University Library of Munich, Germany.
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"On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space,"
Quaderni di Dipartimento
6, Department of Statistics, University of Bologna.
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- 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.
- Russell Davidson & James MacKinnon, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers 2006-21, McGill University, Department of Economics.
- Russell Davidson & James Mackinnon, 2009. "Bootstrap inference in a linear equation estimated by instrumental variables," Working Papers halshs-00442713, HAL.
- James G. MacKinnon & Russell Davidson, 2008. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1157, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1024, Economics Department, Queen's University.
- Sefa Awaworyi Churchill & John Inekwe & Kris Ivanovski, 2020. "Convergence of R&D intensity in OECD countries: evidence since 1870," Empirical Economics, Springer, vol. 59(1), pages 295-306, July.
- Ahlgren, Niklas & Antell, Jan, 2006.
"Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series,"
Working Papers
519, Hanken School of Economics.
- Ahlgren, N. & Antell, J., 2008. "Bootstrap and fast double bootstrap tests of cointegration rank with financial time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4754-4767, June.
- James G. MacKinnon & Russell Davidson, 2014.
"Bootstrap Tests For Overidentification In Linear Regression Models,"
Working Paper
1318, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, vol. 3(4), pages 1-39, December.
- Russell Davidson & James G. Mackinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print hal-01456100, HAL.
- Ghysels, Eric & Hill, Jonathan B. & Motegi, Kaiji, 2020. "Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality," Journal of Econometrics, Elsevier, vol. 218(2), pages 633-654.
- Ren, Tongxian & Long, Zhihe & Zhang, Rengui & Chen, Qingqing, 2014. "Moran's I test of spatial panel data model — Based on bootstrap method," Economic Modelling, Elsevier, vol. 41(C), pages 9-14.
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"Did relational capital matter during the financial crisis?,"
International Journal of Learning and Intellectual Capital, Inderscience Enterprises Ltd, vol. 11(4), pages 286-305.
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- 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.
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- James G. MacKinnon & Russell Davidson, 2006. "Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap," Working Paper 1044, Economics Department, Queen's University.
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Cited by:
- Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2024.
"A residual bootstrap for conditional Value-at-Risk,"
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"Multidimensional welfare comparisons of EU member states before, during, and after the financial crisis: a dominance approach,"
Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 55(4), pages 645-686, December.
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"Bootstrap Tests of Nonnested Linear Regression Models,"
Queen's Institute for Economic Research Discussion Papers
273388, Queen's University - Department of Economics.
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Cited by:
- Seojeong Lee, 2014.
"Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators,"
Discussion Papers
2014-02, School of Economics, The University of New South Wales.
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- Lenard Lieb & Stephan Smeekes, 2017.
"Inference for Impulse Responses under Model Uncertainty,"
Papers
1709.09583, arXiv.org, revised Oct 2019.
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- Max Groneck & Ludwig, Alexander & Alexander Zimper, 2013.
"A Life-Cycle Model with Ambiguous Survival Beliefs,"
MEA discussion paper series
201305, Munich Center for the Economics of Aging (MEA) at the Max Planck Institute for Social Law and Social Policy.
- Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2016. "A life-cycle model with ambiguous survival beliefs," Journal of Economic Theory, Elsevier, vol. 162(C), pages 137-180.
- Max Groneck & Alexander Ludwig & Alexander Zimper, 2013. "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Paper Series in Economics 63, University of Cologne, Department of Economics, revised 22 Nov 2013.
- Max Groneck & Alexander Ludwig, 2014. "A Life-Cycle Model with Ambiguous Survival Beliefs," Working Papers 201465, University of Pretoria, Department of Economics.
- Groneck, Max & Ludwig, Alexander & Zimper, Alexander, 2015. "A life-cycle model with ambiguous survival beliefs," SAFE Working Paper Series 73, Leibniz Institute for Financial Research SAFE, revised 2015.
- Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers 1806.00953, arXiv.org, revised Jun 2018.
- Davidson, Russell & Trokić, Mirza, 2020.
"The fast iterated bootstrap,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 451-475.
- Russell Davidson & Mirza Trokić, 2020. "The fast iterated bootstrap," Post-Print hal-02965001, HAL.
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"A Warp-Speed Method For Conducting Monte Carlo Experiments Involving Bootstrap Estimators,"
Econometric Theory, Cambridge University Press, vol. 29(3), pages 567-589, June.
- Raffaella Giacomini & Dimitris N. Politis & Halbert White, 2012. "A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators," CeMMAP working papers 11/12, Institute for Fiscal Studies.
- Raffaella Giacomini & Dimitris N. Politis & Halbert White, 2012. "A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators," CeMMAP working papers CWP11/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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- Rachida Ouysse, 2014. "On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models," Computational Statistics, Springer, vol. 29(1), pages 233-261, February.
- Qian, Hang, 2012. "Essays on statistical inference with imperfectly observed data," ISU General Staff Papers 201201010800003618, Iowa State University, Department of Economics.
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"Bootstrapping the HEGY seasonal unit root tests,"
Journal of Econometrics, Elsevier, vol. 123(1), pages 67-87, November.
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- Ou Bianling & Long Zhihe & Li Wenqian, 2019. "Bootstrap LM Tests for Spatial Dependence in Panel Data Models with Fixed Effects," Journal of Systems Science and Information, De Gruyter, vol. 7(4), pages 330-343, August.
- Hagemann, Andreas, 2012. "A simple test for regression specification with non-nested alternatives," Journal of Econometrics, Elsevier, vol. 166(2), pages 247-254.
- Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
- Yazid Dissou & Reza Ghazal, 2008.
"Energy Substitutability in Canadian Manufacturing: Econometric Estimation with Bootstrap Confidence Intervals,"
Working Papers
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- Yazid DISSOU & Reza GHAZAL, 2009. "Energy Substitutability in Canadian Manufacturing: Econometric Estimation with Bootstrap Confidence Intervals," EcoMod2009 21500025, EcoMod.
- Yazid Dissou & Reza Ghazal, 2010. "Energy Substitutability in Canadian Manufacturing Econometric Estimation with Bootstrap Confidence Intervals," The Energy Journal, , vol. 31(1), pages 121-148, January.
- James G. MacKinnon & Russell Davidson, 2006.
"Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap,"
Working Paper
1044, Economics Department, Queen's University.
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- 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.
- Qian, Hang, 2011. "Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction," MPRA Paper 32634, University Library of Munich, Germany.
- Debarsy, Nicolas & Ertur, Cem, 2019. "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 49-69.
- Patrick Richard, 2014. "Bootstrap tests in linear models with many regressors," Cahiers de recherche 14-06, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
- Sun, Yixiao & Kim, Min Seong, 2009. "k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models," University of California at San Diego, Economics Working Paper Series qt9gn6n5mr, Department of Economics, UC San Diego.
- Christian Gillitzer, 2015. "The Sticky Information Phillips Curve: Evidence for Australia," RBA Research Discussion Papers rdp2015-04, Reserve Bank of Australia.
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- Yang, Ji-Chung, 2005. "Impact measurement for public investment evaluation: An application to Korea," Journal of Policy Modeling, Elsevier, vol. 27(5), pages 535-551, July.
- James G. MacKinnon, 2006. "Applications Of The Fast Double Bootstrap," Working Paper 1023, Economics Department, Queen's University.
- Jeffrey S. Racine & Christopher F. Parmeter, 2012. "Data-Driven Model Evaluation: A Test for Revealed Performance," Department of Economics Working Papers 2012-13, McMaster University.
- 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.
- Nicolas DEBARSY & Cem ERTUR, 2016.
"Interaction matrix selection in spatial econometrics with an application to growth theory,"
LEO Working Papers / DR LEO
2172, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nicolas Debarsy & Cem Ertur, 2019. "Interaction matrix selection in spatial econometrics with an application to growth theory," Post-Print halshs-01278545, HAL.
- Rachida Ouysse, 2011. "Computationally efficient approximation for the double bootstrap mean bias correction," Economics Bulletin, AccessEcon, vol. 31(3), pages 2388-2403.
- Luger, Richard, 2006. "Exact permutation tests for non-nested non-linear regression models," Journal of Econometrics, Elsevier, vol. 133(2), pages 513-529, August.
- Davidson, Russell & MacKinnon, James G., 1997.
"Bootstrap Testing in Nonlinear Models,"
Queen's Institute for Economic Research Discussion Papers
273378, Queen's University - Department of Economics.
- 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.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Testing in Nonlinear Models," G.R.E.Q.A.M. 97a39, Universite Aix-Marseille III.
Cited by:
- Máximo Torero & Lorena Alcazar & Eduardo Nakasone, 2007. "El suministro de servicios públicos y bienestar social para los pobres. Aprendizaje de la privatización incompleta del sector eléctrico en Perú," Research Department Publications 3233, Inter-American Development Bank, Research Department.
- Denis Bolduc & Lynda Khalaf & Clément Yélou, 2005. "Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time," Computing in Economics and Finance 2005 48, Society for Computational Economics.
- Davidson, R. & MacKinnon & J.G., 1999.
"Artificial Regressions,"
G.R.E.Q.A.M.
99a04, Universite Aix-Marseille III.
- James G. MacKinnon & Russell Davidson, 2001. "Artificial Regressions," Working Paper 1038, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 1999. "Artificial Regressions," Working Paper 978, Economics Department, Queen's University.
- Francesco Bravo & Federico Crudu, 2012.
"Efficient bootstrap with weakly dependent processes,"
Discussion Papers
12/08, Department of Economics, University of York.
- Bravo, Francesco & Crudu, Federico, 2012. "Efficient bootstrap with weakly dependent processes," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3444-3458.
- Timothy Patrick Moran, 2006. "Statistical Inference for Measures of Inequality With a Cross-National Bootstrap Application," Sociological Methods & Research, , vol. 34(3), pages 296-333, February.
- Hafner, Christian & Preminger, Arie, 2015.
"An ARCH model without intercept,"
LIDAM Reprints ISBA
2015039, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hafner, Christian M. & Preminger, Arie, 2015. "An ARCH model without intercept," Economics Letters, Elsevier, vol. 129(C), pages 13-17.
- Christian M. HAFNER & Arie PREMINGER, 2015. "An ARCH Model Without Intercept," LIDAM Reprints CORE 2770, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006.
"Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models,"
Working Paper
1063, Economics Department, Queen's University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series 20064, University of Western Ontario, Department of Economics.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2011.
"Empirical likelihood block bootstrapping,"
Journal of Econometrics, Elsevier, vol. 161(2), pages 110-121, April.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Staff Working Papers 08-18, Bank of Canada.
- Jason Allen & Allan Gregory & Katsumi Shimotsu, 2008. "Empirical Likelihood Block Bootstrapping," Working Paper 1156, Economics Department, Queen's University.
- Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi & 下津, 克己, 2010. "Empirical Likelihood Block Bootstrapping," Discussion Papers 2010-01, Graduate School of Economics, Hitotsubashi University.
- Goncalves, Silvia & White, Halbert, 2002.
"Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models,"
University of California at San Diego, Economics Working Paper Series
qt8hx21540, Department of Economics, UC San Diego.
- Goncalves, Silvia & White, Halbert, 2004. "Maximum likelihood and the bootstrap for nonlinear dynamic models," Journal of Econometrics, Elsevier, vol. 119(1), pages 199-219, March.
- Goncalves, Silvia & White, Halbert, 2000. "Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models," University of California at San Diego, Economics Working Paper Series qt1bj657ff, Department of Economics, UC San Diego.
- Silvia Gonçalves & Halbert White, 2002. "Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models," CIRANO Working Papers 2002s-41, CIRANO.
- Paulo M.D.C. Parente & Richard J. Smith, 2018. "Generalised Empirical Likelihood Kernel Block Bootstrapping," Working Papers REM 2018/55, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," Papers 2402.05030, arXiv.org, revised Nov 2024.
- Lorenzo Camponovo & O. Scaillet & Fabio Trojani, 2013.
"Predictability Hidden by Anomalous Observations,"
Swiss Finance Institute Research Paper Series
13-05, Swiss Finance Institute.
- Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2018. "Predictability Hidden by Anomalous Observations," School of Economics Discussion Papers 0418, School of Economics, University of Surrey.
- Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2016. "Predictability Hidden by Anomalous Observations," Papers 1612.05072, arXiv.org.
- Valentina Corradi & Norman R. Swanson, 2003.
"Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification,"
Departmental Working Papers
200311, Rutgers University, Department of Economics.
- Corradi, Valentina & Swanson, Norman R., 2006. "Bootstrap conditional distribution tests in the presence of dynamic misspecification," Journal of Econometrics, Elsevier, vol. 133(2), pages 779-806, August.
- Martin Browning & Jens Bonke, 2006. "Allocation within the household: direct survey evidence," Economics Series Working Papers 286, University of Oxford, Department of Economics.
- Máximo Torero & Lorena Alcazar & Eduardo Nakasone, 2007.
"Provision of Public Services and Welfare of the Poor: Learning from an Incomplete Electricity Privatization Process in Rural Peru,"
Research Department Publications
3232, Inter-American Development Bank, Research Department.
- Alcázar, Lorena & Nakasone, Eduardo & Torero, Máximo, 2007. "Provision of Public Services and Welfare of the Poor: Learning from an Incomplete Electricity Privatization Process in Rural Peru," IDB Publications (Working Papers) 3351, Inter-American Development Bank.
- J. G. Hirschberg, J. N. Lye & D. J. Slottje, 2008. "Confidence Intervals for Estimates of Elasticities," Department of Economics - Working Papers Series 1053, The University of Melbourne.
- Holt, Matthew T., 2002. "Inverse demand systems and choice of functional form," European Economic Review, Elsevier, vol. 46(1), pages 117-142, January.
- Jean-Jacques Forneron & Serena Ng, 2020. "Inference by Stochastic Optimization: A Free-Lunch Bootstrap," Papers 2004.09627, arXiv.org, revised Sep 2020.
- Tsai, I-Chun, 2019. "Dynamic price–volume causality in the American housing market: A signal of market conditions," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 385-400.
- Marine Carrasco & Guy Tchuente, 2016. "Regularization Based Anderson Rubin Tests for Many Instruments," Studies in Economics 1608, School of Economics, University of Kent.
- Mehrotra, Aaron & Peltonen, Tuomas & Santos Rivera, Alvaro, 2007.
"Modelling inflation in China: a regional perspective,"
BOFIT Discussion Papers
19/2007, Bank of Finland Institute for Emerging Economies (BOFIT).
- Mehrotra, Aaron N. & Peltonen, Tuomas A. & Santos Rivera, Alvaro, 2007. "Modelling inflation in China - a regional perspective," Working Paper Series 829, European Central Bank.
- Mehrotra, Aaron & Peltonen, Tuomas & Santos Rivera, Alvaro, 2010. "Modelling inflation in China--A regional perspective," China Economic Review, Elsevier, vol. 21(2), pages 237-255, June.
- Dufour, J.M. & Khalaf, L., 2000.
"Simulation-Based Finite and Large Sample Tests in Multivariate Regressions,"
Cahiers de recherche
2000-10, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Dufour, Jean-Marie & Khalaf, Lynda, 2002. "Simulation based finite and large sample tests in multivariate regressions," Journal of Econometrics, Elsevier, vol. 111(2), pages 303-322, December.
- DUFOUR, Jean-Marie & KHALAF, Lynda, 2000. "Simulation-Based Finite and Large Sample Tests in Multivariate Regressions," Cahiers de recherche 2000-10, Universite de Montreal, Departement de sciences economiques.
- Jean-Marie Dufour & Lynda Khalaf, 2000. "Simulation Based Finite and Large Sample Tests in Multivariate Regressions," CIRANO Working Papers 2000s-15, CIRANO.
- Davide La Vecchia & Alban Moor & Olivier Scaillet, 2020.
"A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data,"
Papers
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- Davide La Vecchia & Alban Moor & O. Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series 20-01, Swiss Finance Institute.
- La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023. "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, vol. 235(1), pages 65-81.
- La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020. "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers unige:129395, University of Geneva, Geneva School of Economics and Management.
- Lorenzo Camponovo & Olivier Scaillet & Fabio Trojani, 2006.
"Robust Subsampling,"
Swiss Finance Institute Research Paper Series
06-33, Swiss Finance Institute.
- Camponovo, Lorenzo & Scaillet, Olivier & Trojani, Fabio, 2012. "Robust subsampling," Journal of Econometrics, Elsevier, vol. 167(1), pages 197-210.
- Paulo Parente & Richard J. Smith, 2019.
"Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models,"
CeMMAP working papers
CWP60/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Paulo M. D. C. Parente & Richard J. Smith, 2021. "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, vol. 42(4), pages 377-405, July.
- Paulo M.D.C. Parente & Richard J. Smith, 2018. "Quasi-Maximum Likelihood and the Kernel Block Bootstrap for Nonlinear Dynamic Models," Working Papers REM 2018/59, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Armstrong, Timothy B. & Bertanha, Marinho & Hong, Han, 2014. "A fast resample method for parametric and semiparametric models," Journal of Econometrics, Elsevier, vol. 179(2), pages 128-133.
- Hong, H. & Scaillet, O., 2006.
"A fast subsampling method for nonlinear dynamic models,"
Journal of Econometrics, Elsevier, vol. 133(2), pages 557-578, August.
- Hong, H. & Scaillet, O. & Tamer, E., 2001. "A fast Subsampling Method for Nonlinear Dynamic Models," Papers 2001.09, Ecole des Hautes Etudes Commerciales, Universite de Geneve-.
- Han Hong & Olivier Scaillet & Elie Tamer, 2001. "A Fast Subsampling Method for Nonlinear Dynamic Models," Working Papers 2001-39, Center for Research in Economics and Statistics.
- Timothy G. Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2023.
"Bootstrap inference under cross‐sectional dependence,"
Quantitative Economics, Econometric Society, vol. 14(2), pages 511-569, May.
- Timothy Conley & Sílvia Gonçalves & Min Seong Kim & Benoit Perron, 2022. "Bootstrap Inference Under Cross Sectional Dependence," Working papers 2022-14, University of Connecticut, Department of Economics.
- Forneron, Jean-Jacques, 2024. "Estimation and inference by stochastic optimization," Journal of Econometrics, Elsevier, vol. 238(2).
- Huber, Martin & Camponovo, Lorenzo & Bodory, Hugo & Lechner, Michael, 2016. "A wild bootstrap algorithm for propensity score matching estimators," FSES Working Papers 470, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.
- Yuan Liao & Xinjie Ma & Andreas Neuhierl & Linda Schilling, 2025. "The Uncertainty of Machine Learning Predictions in Asset Pricing," Papers 2503.00549, arXiv.org.
- Manuel Landajo & María José Presno, 2010. "Stationarity testing under nonlinear models. Some asymptotic results," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(5), pages 392-405, September.
- Lo Prete, Chiara & Norman, Catherine S., 2013. "Rockets and feathers in power futures markets? Evidence from the second phase of the EU ETS," Energy Economics, Elsevier, vol. 36(C), pages 312-321.
- James G. MacKinnon & Russell Davidson, 2000. "Improving The Reliability Of Bootstrap Tests," Working Paper 995, Economics Department, Queen's University.
- Yuriy Gorodnichenko, 2005. "Reduced-Rank Identification of Structural Shocks in VARs," Macroeconomics 0512011, University Library of Munich, Germany.
- Dilem Yildirim & Ralf Becker & Denise R Osborn, 2009. "Bootstrap Unit Root Tests for Nonlinear Threshold Models," Economics Discussion Paper Series 0915, Economics, The University of Manchester.
- Leslie G. Godfrey, 2005. "Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(2), pages 263-279, April.
- James G. MacKinnon & Russell Davidson, 2006.
"Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap,"
Working Paper
1044, Economics Department, Queen's University.
- Russell Davidson & James Mackinnon, 2006. "Improving the reliability of bootstrap tests with the fast double bootstrap," Working Papers halshs-00439247, HAL.
- 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.
- Sun, Yixiao & Kim, Min Seong, 2009. "k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models," University of California at San Diego, Economics Working Paper Series qt9gn6n5mr, Department of Economics, UC San Diego.
- Paulo Parente & Richard J. Smith, 2024. "Implied probability kernel block bootstrap for time series moment condition models," CeMMAP working papers 08/24, Institute for Fiscal Studies.
- Abdulrahman, Abdulallah S & Johnston, Robert J, 2016. "Systematic Non-Response in Stated Preference Choice Experiments: Implications for the Valuation of Climate Risk Reductions," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235465, Agricultural and Applied Economics Association.
- Aristide Houndetoungan & Abdoul Haki Maoude, 2024. "Inference for Two-Stage Extremum Estimators," THEMA Working Papers 2024-01, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Jean-Jacques Forneron, 2022. "Estimation and Inference by Stochastic Optimization," Papers 2205.03254, arXiv.org.
- Klein, Torsten L., 2014. "Communicating quantitative information: tables vs graphs," MPRA Paper 60514, University Library of Munich, Germany.
- Riccardo Lucchetti & Claudia Pigini, 2013. "A test for bivariate normality with applications in microeconometric models," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 22(4), pages 535-572, November.
- Kasahara, Hiroyuki & Shimotsu, Katsumi, 2008. "Pseudo-likelihood estimation and bootstrap inference for structural discrete Markov decision models," Journal of Econometrics, Elsevier, vol. 146(1), pages 92-106, September.
- Bolduc, Denis & Khalaf, Lynda & Moyneur, Érick, 2008. "Identification-robust simulation-based inference in joint discrete/continuous models for energy markets," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 3148-3161, February.
- Hirschberg, J.G. & Lye, J.N. & Slottje, D.J., 2008. "Inferential methods for elasticity estimates," Journal of Econometrics, Elsevier, vol. 147(2), pages 299-315, December.
- Bolduc, Denis & Khalaf, Lynda & Yélou, Clément, 2010. "Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models," Journal of Econometrics, Elsevier, vol. 157(2), pages 317-327, August.
- Zhang Saijuan & Krebs-Smith Susan M. & Midthune Douglas & Perez Adriana & Buckman Dennis W. & Kipnis Victor & Freedman Laurence S. & Dodd Kevin W. & Carroll Raymond J, 2011. "Fitting a Bivariate Measurement Error Model for Episodically Consumed Dietary Components," The International Journal of Biostatistics, De Gruyter, vol. 7(1), pages 1-32, January.
- Davidson, R. & Mackinnon, J.G., 1996.
"The Size and Power of Bootstrap Tests,"
G.R.E.Q.A.M.
96a03, Universite Aix-Marseille III.
- James G. MacKinnon & Russell Davidson, 1996. "The Size And Power Of Bootstrap Tests," Working Paper 932, Economics Department, Queen's University.
- Mackinnon, J-G, 1997. "The Size and Power of Bootstrap Tests," ASSET - Instituto De Economia Publica 153, ASSET (Association of Southern European Economic Theorists).
Cited by:
- Dennis Philip & Chihwa Kao & Giovanni Urga, 2007. "Testing for Instability in Factor Structure of Yield Curves," Center for Policy Research Working Papers 96, Center for Policy Research, Maxwell School, Syracuse University.
- Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Testing for sign and amplitude asymmetries using threshold autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 623-654, April.
- Martin, Michael A., 2007. "Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6321-6342, August.
- Andersson, Michael K. & Karlsson, Sune, 1999.
"Bootstrapping Error Component Models,"
SSE/EFI Working Paper Series in Economics and Finance
304, Stockholm School of Economics, revised 30 Jun 2000.
- Michael K. Andersson & Sune Karlsson, 2001. "Bootstrapping Error Component Models," Computational Statistics, Springer, vol. 16(2), pages 221-231, July.
- Ramses H. Abul Naga & Christopher Stapenhurstz & Gaston Yalonetzky, 2021.
"Inferring Inequality: Testing for Median-Preserving Spreads in Ordinal Data,"
Working Papers
2021-01, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
- Ramses H. Abul Naga & Christopher Stapenhurst & Gaston Yalonetzky, 2024. "Inferring inequality: Testing for median-preserving spreads in ordinal data," Econometric Reviews, Taylor & Francis Journals, vol. 43(2-4), pages 156-174, April.
- Pinkse, Joris & Slade, Margaret E., 1998. "Contracting in space: An application of spatial statistics to discrete-choice models," Journal of Econometrics, Elsevier, vol. 85(1), pages 125-154, July.
- Monfardini, Chiara, 2003. "An illustration of Cox's non-nested testing procedure for logit and probit models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 425-444, March.
- Russell Davidson & James G. MacKinnon, 1994.
"Graphical Methods for Investigating the Size and Power of Hypothesis Tests,"
Working Paper
903, Economics Department, Queen's University.
- 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.
- Li, Hongyi & Xiao, Zhijie, 2000. "On bootstrapping regressions with unit root processes," Statistics & Probability Letters, Elsevier, vol. 48(3), pages 261-267, July.
- 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).
- Davidson, R. & Mackinnon, J. G., 1995. "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M. 97a25, Universite Aix-Marseille III.
- 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.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," Queen's Institute for Economic Research Discussion Papers 273388, Queen's University - Department of Economics.
- Siani, Carole & de Peretti, Christian, 2007. "Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2442-2460, February.
- Beck, Tobias, 2021. "How the honesty oath works: Quick, intuitive truth telling under oath," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 94(C).
- Jeong, Jinook & Chung, Seoung, 2001. "Bootstrap tests for autocorrelation," Computational Statistics & Data Analysis, Elsevier, vol. 38(1), pages 49-69, November.
- Alessandra Canepa & Raymond O'Brien, 2000. "The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships," Econometric Society World Congress 2000 Contributed Papers 1807, Econometric Society.
- Harris, R. I. D. & Judge, G., 1998. "Small sample testing for cointegration using the bootstrap approach," Economics Letters, Elsevier, vol. 58(1), pages 31-37, January.
- L. G. Godfrey & C. D. Orme, 1999. "The robustness, reliabiligy and power of heteroskedasticity tests," Econometric Reviews, Taylor & Francis Journals, vol. 18(2), pages 169-194.
- Christian Peretti, 2007. "Long Memory and Hysteresis," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 363-389, Springer.
- Davidson, Russell & MacKinnon, James G., 1996.
"The Power of Bootstrap Tests,"
Queen's Institute for Economic Research Discussion Papers
273372, Queen's University - Department of Economics.
Cited by:
- Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne, 2002.
"Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model,"
Working Paper Series
145, Sveriges Riksbank (Central Bank of Sweden).
- Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2002. "Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D4-2, International Conferences on Panel Data.
- Tor Jacobson & Johan Lyhagen & Rolf Larsson & Marianne Nessén, 2008. "Inflation, exchange rates and PPP in a multivariate panel cointegration model," Econometrics Journal, Royal Economic Society, vol. 11(1), pages 58-79, March.
- Andersson, Michael K. & Gredenhoff, Mikael P., 1997. "Bootstrap Testing for Fractional Integration," SSE/EFI Working Paper Series in Economics and Finance 188, Stockholm School of Economics.
- Pinkse, Joris & Slade, Margaret E., 1998. "Contracting in space: An application of spatial statistics to discrete-choice models," Journal of Econometrics, Elsevier, vol. 85(1), pages 125-154, July.
- Monfardini, Chiara, 2003. "An illustration of Cox's non-nested testing procedure for logit and probit models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 425-444, March.
- Coakley, Jerry & Fuertes, Ana-Maria, 2006. "Testing for sign and amplitude asymmetries using threshold autoregressions," Journal of Economic Dynamics and Control, Elsevier, vol. 30(4), pages 623-654, April.
- Russell Davidson & James G. MacKinnon, 1994.
"Graphical Methods for Investigating the Size and Power of Hypothesis Tests,"
Working Paper
903, Economics Department, Queen's University.
- 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.
- Dirk Hoorelbeke, 2004. "Bootstrap correcting the score test," Econometric Society 2004 North American Summer Meetings 228, Econometric Society.
- Flachaire, Emmanuel, 1999.
"A better way to bootstrap pairs,"
Economics Letters, Elsevier, vol. 64(3), pages 257-262, September.
- Emmanuel Flachaire, 1999. "A better way to bootstrap pairs," Post-Print halshs-00175892, HAL.
- FLACHAIRE, Emmanuel, 1999. "A better way to bootstrap pairs," LIDAM Discussion Papers CORE 1999024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Andersson, Michael K. & Gredenhoff, Mikael P., 1998. "Robust Testing for Fractional Integration Using the Bootstrap," SSE/EFI Working Paper Series in Economics and Finance 218, Stockholm School of Economics.
- Li, Hongyi & Xiao, Zhijie, 2000. "On bootstrapping regressions with unit root processes," Statistics & Probability Letters, Elsevier, vol. 48(3), pages 261-267, July.
- Siani, Carole & de Peretti, Christian, 2007. "Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2442-2460, February.
- Martin, Michael A., 2007. "Bootstrap hypothesis testing for some common statistical problems: A critical evaluation of size and power properties," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 6321-6342, August.
- Beck, Tobias, 2021. "How the honesty oath works: Quick, intuitive truth telling under oath," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 94(C).
- Jeong, Jinook & Chung, Seoung, 2001. "Bootstrap tests for autocorrelation," Computational Statistics & Data Analysis, Elsevier, vol. 38(1), pages 49-69, November.
- Alessandra Canepa & Raymond O'Brien, 2000. "The Size and Power of Bootstrap Tests for Linear Restrictions in Misspecified Cointegrating Relationships," Econometric Society World Congress 2000 Contributed Papers 1807, Econometric Society.
- Harris, R. I. D. & Judge, G., 1998. "Small sample testing for cointegration using the bootstrap approach," Economics Letters, Elsevier, vol. 58(1), pages 31-37, January.
- L. G. Godfrey & C. D. Orme, 1999. "The robustness, reliabiligy and power of heteroskedasticity tests," Econometric Reviews, Taylor & Francis Journals, vol. 18(2), pages 169-194.
- Christian de Peretti, 2003. "Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 187-212, October.
- Andersson, Michael K. & Karlsson, Sune, 1999.
"Bootstrapping Error Component Models,"
SSE/EFI Working Paper Series in Economics and Finance
304, Stockholm School of Economics, revised 30 Jun 2000.
- Michael K. Andersson & Sune Karlsson, 2001. "Bootstrapping Error Component Models," Computational Statistics, Springer, vol. 16(2), pages 221-231, July.
- Christian Peretti, 2007. "Long Memory and Hysteresis," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 363-389, Springer.
- Ramses H. Abul Naga & Christopher Stapenhurstz & Gaston Yalonetzky, 2021.
"Inferring Inequality: Testing for Median-Preserving Spreads in Ordinal Data,"
Working Papers
2021-01, Universidad de Málaga, Department of Economic Theory, Málaga Economic Theory Research Center.
- Ramses H. Abul Naga & Christopher Stapenhurst & Gaston Yalonetzky, 2024. "Inferring inequality: Testing for median-preserving spreads in ordinal data," Econometric Reviews, Taylor & Francis Journals, vol. 43(2-4), pages 156-174, April.
- Jacobson, Tor & Lyhagen, Johan & Larsson, Rolf & Nessén, Marianne, 2002.
"Inflation, Exchange Rates and PPP in a Multivariate Panel Cointegration Model,"
Working Paper Series
145, Sveriges Riksbank (Central Bank of Sweden).
- Davidson, Russell & MacKinnon, James G., 1996.
"The Size Distortion of Bootstrap Tests,"
Queen's Institute for Economic Research Discussion Papers
273347, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G., 1999. "The Size Distortion Of Bootstrap Tests," Econometric Theory, Cambridge University Press, vol. 15(3), pages 361-376, June.
- Davidson, R. & Mackinnon, J.G., 1996. "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M. 96a15, Universite Aix-Marseille III.
Cited by:
- Kuan-Pin Lin & Zhi-He Long & Bianling Ou, 2011. "The Size and Power of Bootstrap Tests for Spatial Dependence in a Linear Regression Model," Computational Economics, Springer;Society for Computational Economics, vol. 38(2), pages 153-171, August.
- 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).
- 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.
- Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175929, HAL.
- Russell Davidson & Emmanuel Flachaire, 2006. "Asymptotic And Bootstrap Inference For Inequality And Poverty Measures," Departmental Working Papers 2005-06, McGill University, Department of Economics.
- Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Post-Print halshs-00175929, HAL.
- Cerrato, Mario & Sarantis, Nicholas, 2007. "A bootstrap panel unit root test under cross-sectional dependence, with an application to PPP," Computational Statistics & Data Analysis, Elsevier, vol. 51(8), pages 4028-4037, May.
- Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015.
"Temporal causality between house prices and output in the US: A bootstrap rolling-window approach,"
The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 55-73.
- Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
- Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach," Working papers 2013-14, University of Connecticut, Department of Economics.
- James G. MacKinnon, 2019.
"How cluster-robust inference is changing applied econometrics,"
Working Paper
1413, Economics Department, Queen's University.
- James G. MacKinnon, 2019. "How cluster‐robust inference is changing applied econometrics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(3), pages 851-881, August.
- James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 52(3), pages 851-881, August.
- Denis Bolduc & Lynda Khalaf & Clément Yélou, 2005. "Identification Robust Confidence Sets Methods for Inference on Parameter Ratios and their Application to Estimating Value-of-Time," Computing in Economics and Finance 2005 48, Society for Computational Economics.
- Emmanuel Flachaire, 2005.
"Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue,"
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
halshs-00175905, HAL.
- Emmanuel Flachaire, 2005. "Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue," Annals of Economics and Statistics, GENES, issue 77, pages 187-199.
- Emmanuel Flachaire, 2005. "Propriétés en échantillon fini des tests robustes à l'hétéroscédasticité de forme inconnue," Post-Print halshs-00175905, HAL.
- Mikkel Bennedsen, 2016. "Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data," CREATES Research Papers 2016-21, Department of Economics and Business Economics, Aarhus University.
- Dennis Philip & Chihwa Kao & Giovanni Urga, 2007. "Testing for Instability in Factor Structure of Yield Curves," Center for Policy Research Working Papers 96, Center for Policy Research, Maxwell School, Syracuse University.
- Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008.
"Multivariate tests of asset pricing: Simulation evidence from an emerging market,"
Monash Econometrics and Business Statistics Working Papers
2/08, Monash University, Department of Econometrics and Business Statistics.
- Javed Iqbal & Robert Brooks & Don Galagedera, 2010. "Multivariate tests of asset pricing: simulation evidence from an emerging market," Applied Financial Economics, Taylor & Francis Journals, vol. 20(5), pages 381-395.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2021.
"Wild Bootstrap and Asymptotic Inference With Multiway Clustering,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 505-519, March.
- James G. MacKinnon & Morten Ørregaard Nielsen & Matthew D. Webb, 2020. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," CREATES Research Papers 2020-06, Department of Economics and Business Economics, Aarhus University.
- James G. MacKinnon & Morten Ø. Nielsen & Matthew D. Webb, 2019. "Wild Bootstrap and Asymptotic Inference with Multiway Clustering," Working Paper 1415, Economics Department, Queen's University.
- Timothy Patrick Moran, 2006. "Statistical Inference for Measures of Inequality With a Cross-National Bootstrap Application," Sociological Methods & Research, , vol. 34(3), pages 296-333, February.
- Joel L. Horowitz, 2018. "Bootstrap Methods in Econometrics," Papers 1809.04016, arXiv.org.
- Erum Toor & Tanweer Ul Islam, 2019. "Power Comparison of Autocorrelation Tests in Dynamic Models," International Econometric Review (IER), Econometric Research Association, vol. 11(2), pages 58-69, September.
- Chevillon, Guillaume, 2012. "Local-Explosive Approximations to Null Distributions of the Johansen Cointegration Test, with an Application to Cyclical Concordance in the Euro Area," ESSEC Working Papers WP1210, ESSEC Research Center, ESSEC Business School.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006.
"Nested Pseudo-likelihood Estimation And Bootstrap-based Inference For Structural Discrete Markov Decision Models,"
Working Paper
1063, Economics Department, Queen's University.
- Hiroyuki Kasahara & Katsumi Shimotsu, 2006. "Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models," University of Western Ontario, Departmental Research Report Series 20064, University of Western Ontario, Department of Economics.
- A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2007.
"Bootstrap-Based Improvements for Inference with Clustered Errors,"
NBER Technical Working Papers
0344, National Bureau of Economic Research, Inc.
- A. Colin Cameron & Jonah B. Gelbach & Douglas L. Miller, 2008. "Bootstrap-Based Improvements for Inference with Clustered Errors," The Review of Economics and Statistics, MIT Press, vol. 90(3), pages 414-427, August.
- Jonah B. Gelbach & Doug Miller & A. Colin Cameron, 2006. "Bootstrap-Based Improvements for Inference with Clustered Errors," Working Papers 128, University of California, Davis, Department of Economics.
- Russell Davidson & Emmanuel Flachaire, 2008.
"The wild bootstrap, tamed at last,"
Post-Print
hal-00649250, HAL.
- Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics 6560, London School of Economics and Political Science, LSE Library.
- Emmanuel Flachaire & Russell Davidson, 2001. "The Wild Bootstrap, Tamed At Last," Working Paper 1000, Economics Department, Queen's University.
- Davidson, Russell & Flachaire, Emmanuel, 2008. "The wild bootstrap, tamed at last," Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
- Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M. 99a32, Universite Aix-Marseille III.
- Pilar Grau-Carles, 2005. "Tests of Long Memory: A Bootstrap Approach," Computational Economics, Springer;Society for Computational Economics, vol. 25(1), pages 103-113, February.
- JAMES G. MacKINNON, 2006.
"Bootstrap Methods in Econometrics,"
The Economic Record, The Economic Society of Australia, vol. 82(s1), pages 2-18, September.
- James G. MacKinnon, 2006. "Bootstrap Methods In Econometrics," Working Paper 1028, Economics Department, Queen's University.
- Davidson, James, 2006. "Alternative bootstrap procedures for testing cointegration in fractionally integrated processes," Journal of Econometrics, Elsevier, vol. 133(2), pages 741-777, August.
- Davidson, Russell & Trokić, Mirza, 2020.
"The fast iterated bootstrap,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 451-475.
- Russell Davidson & Mirza Trokić, 2020. "The fast iterated bootstrap," Post-Print hal-02965001, HAL.
- Russell Davidson & James Mackinnon, 2009.
"Bootstrap inference in a linear equation estimated by instrumental variables,"
Working Papers
halshs-00442713, HAL.
- 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.
- Russell Davidson & James MacKinnon, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers 2006-21, McGill University, Department of Economics.
- James G. MacKinnon & Russell Davidson, 2008. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1157, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1024, Economics Department, Queen's University.
- Claude Lopez & David H. Papell, 2008.
"Testing for Group-Wise Convergence with an Application to Euro Area Inflation,"
University of Cincinnati, Economics Working Papers Series
2010-03, University of Cincinnati, Department of Economics, revised 2010.
- Lopez, Claude & Papell, David, 2010. "Testing for Group-Wise Convergence with an Application to Euro Area Inflation," MPRA Paper 20585, University Library of Munich, Germany.
- E Pavlidis & I Paya & D Peel, 2009.
"Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form,"
Working Papers
599040, Lancaster University Management School, Economics Department.
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"Spatial and Spatio-temporal Error Correction, Networks and Common Correlated Effects,"
BEMPS - Bozen Economics & Management Paper Series
BEMPS76, Faculty of Economics and Management at the Free University of Bozen.
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- Chunyan He & Ding Li & Qiong Ma & Daichun Yi, 2022. "City Bias: Affordable Housing Accessibility Assessment—Evidence From 153 Prefectural Cities in China," SAGE Open, , vol. 12(4), pages 21582440221, December.
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LSE Research Online Documents on Economics
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"Statistical Inference on the Canadian Middle Class,"
Econometrics, MDPI, vol. 6(1), pages 1-18, March.
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- Sean Higgins & Nora Lustig & Whitney Ruble & Timothy Smeeding, 2013.
"Comparing the incidence of taxes and social spending in Brazil and the United States,"
Commitment to Equity (CEQ) Working Paper Series
16, Tulane University, Department of Economics.
- Sean Higgins & Nora Lustig & Whitney Ruble & Timothy Smeeding, 2013. "Comparing the Incidence of Taxes and Social Spending in Brazil and the United States," Working Papers 1317, Tulane University, Department of Economics.
- Sean Higgins & Nora Lustig & Whitney Ruble & Timothy M. Smeeding, 2016. "Comparing the Incidence of Taxes and Social Spending in Brazil and the United States," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62(S1), pages 22-46, August.
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- Branko Milanovic & Sean Higgins & Nora Lustig & Whitney Ruble & Timothy M. Smeeding, 2016. "Comparing the Incidence of Taxes and Social Spending in Brazil and the United States," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 62, pages 22-46, August.
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- Russell Davidson & Emmanuel Flachaire, 2006. "Asymptotic And Bootstrap Inference For Inequality And Poverty Measures," Departmental Working Papers 2005-06, McGill University, Department of Economics.
- 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).
- Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Post-Print halshs-00175929, HAL.
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"Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality,"
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9821, Université Laval - Département d'économique.
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- Ajitava Raychaudhuri & Sudip Kumar Sinha & Poulomi Roy, 2007. "Is the Value Added Tax Reform in India Poverty-Improving? An Analysis of Data from Two Major States," Working Papers PMMA 2007-18, PEP-PMMA.
- Gordon Anderson, 2008. "The empirical assessment of multidimensional welfare, inequality and poverty: Sample weighted multivariate generalizations of the Kolmogorov–Smirnov two sample tests for stochastic dominance," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 6(1), pages 73-87, March.
- Klavus, Jan, 2001. "Statistical inference of progressivity dominance: an application to health care financing distributions," Journal of Health Economics, Elsevier, vol. 20(3), pages 363-377, May.
- Luis Huesca & Linda Llamas, 2016.
"Testing for Pro-Poorness of Growth through the Tax System: The Mexican Case,"
Journal of Reviews on Global Economics, Lifescience Global, vol. 5, pages 101-115.
- Luis Huesca & Linda Llamas, 2016. "Testing for pro-poorness of growth through the tax system: The Mexican case," Cahiers de recherche 1603, CIRPEE.
- Stephen D. Younger, 1999. "The Relative Progressivity of Social Services in Ecuador," Public Finance Review, , vol. 27(3), pages 310-352, May.
- Schluter, Christian & Trede, Mark, 2002. "Tails of Lorenz curves," Journal of Econometrics, Elsevier, vol. 109(1), pages 151-166, July.
- Valentino Dardoni & Peter Lambert,, 2000. "Progressivity comparisons," IFS Working Papers W00/18, Institute for Fiscal Studies.
- Jean-Yves Duclos, 2000. "Gini Indices and the Redistribution of Income," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 7(2), pages 141-162, March.
- Cosme Vodounou, 2004. "Pauvreté, croissance et ciblage : propriétés asymptotiques des estimateurs des élasticités avec application au Bénin," Revue d’économie du développement, De Boeck Université, vol. 12(2), pages 65-84.
- Shlomo Yitzhaki, 2003. "Gini’s Mean difference: a superior measure of variability for non-normal distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 285-316.
- Duangkamon Chotikapanich & William E. Griffiths, 2006. "Bayesian Assessment of Lorenz and Stochastic Dominance in Income Distributions," Department of Economics - Working Papers Series 960, The University of Melbourne.
- Raquel Andres & Samuel Calonge, 2005. "Inference on Income Inequality and Tax Progressivity Indices: U-Statistics and Bootstrap Methods," Working Papers 09, ECINEQ, Society for the Study of Economic Inequality.
- Biewen, Martin, 2002. "Bootstrap inference for inequality, mobility and poverty measurement," Journal of Econometrics, Elsevier, vol. 108(2), pages 317-342, June.
- Magnus Lindelow, 2006. "Sometimes more equal than others: how health inequalities depend on the choice of welfare indicator," Health Economics, John Wiley & Sons, Ltd., vol. 15(3), pages 263-279, March.
- Gabriel M. Leung & Keith Y. K. Tin & Owen O'Donnell, 2009. "Redistribution or horizontal equity in Hong Kong's mixed public–private health system: a policy conundrum," Health Economics, John Wiley & Sons, Ltd., vol. 18(1), pages 37-54, January.
- Zhuo Chen & Kakoli Roy & Carol A. Gotway Crawford, 2012. "Evaluation Of Variance Estimators For The Concentration And Health Achievement Indices: A Monte Carlo Simulation," Health Economics, John Wiley & Sons, Ltd., vol. 21(11), pages 1375-1381, November.
- Buhong Zheng, 1999. "Statistical Inferences for Testing Marginal Rank and (Generalized) Lorenz Dominances," Southern Economic Journal, John Wiley & Sons, vol. 65(3), pages 557-570, January.
- Abdelkrim Araar & Luis Huesca, 2014. "Comparison of the Tax System Progressivity Over Time: Theory and Application with Mexican Data," Cahiers de recherche 1419, CIRPEE.
- Lindelow, Magnus, 2004. "Sometimes more equal than others : how health inequalities depend on the choice of welfare indicator," Policy Research Working Paper Series 3329, The World Bank.
- Dardanoni, Valentino & Lambert, Peter J., 2002. "Progressivity comparisons," Journal of Public Economics, Elsevier, vol. 86(1), pages 99-122, October.
- David E. Sahn & Stephen D. Younger, 2000. "Expenditure incidence in Africa: microeconomic evidence," Fiscal Studies, Institute for Fiscal Studies, vol. 21(3), pages 329-347, September.
- Charles M. Beach & Russell Davidson & George A. Slotsve, 1994.
"Distribution-Free Statistical Inference for Inequality Dominance with Crossing Lorenz Curves,"
Working Paper
912, Economics Department, Queen's University.
- Beach, C.M. & Dividson, R. & Slotsve, G.A., 1995. "Distribution Free Statistical Inference for Inequality Dominance with Crossing Lorenx Curves," G.R.E.Q.A.M. 95a03, Universite Aix-Marseille III.
Cited by:
- 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.
- 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.
- Davidson, R. & Duclos, J.Y., 1995. "Statistical Inference for the Measurement of the Incidence of Taxes and Transfers," Papers 9521, Laval - Recherche en Politique Economique.
- Davidson, R. & Duclos, J.Y., 1995. "Statistical Inference for the Measurement of the Incidence of Taxes and Transfers," G.R.E.Q.A.M. 95a30, Universite Aix-Marseille III.
- Beach, Charles M. & Chaykowski, Richard P. & Slotsve, George A., 1997. "Inequality and polarization of male earnings in the United States, 1968-1990," The North American Journal of Economics and Finance, Elsevier, vol. 8(2), pages 135-151.
- Charles Beach, 2023. "Quantile Tool Box Measures for Empirical Analysis and for Testing Distributional Comparisons in Direct Distribution-Free Fashion," Working Paper 1508, Economics Department, Queen's University.
- Charles Beach, 2022. "Better Off or More Apart? Empirically Testing Welfare and Inequality Dominance Criteria," Working Paper 1484, Economics Department, Queen's University.
- Rebecca Valenzuela & Hooi Hooi Lean, 2007. "Stochastic Dominance Analysis Of Australian Income Distributions," Monash Economics Working Papers 21-07, Monash University, Department of Economics.
- Ian Rongve, 1997. "Statistical inference for poverty indices with fixed poverty lines," Applied Economics, Taylor & Francis Journals, vol. 29(3), pages 387-392.
- Russell Davidson & James G. MacKinnon, 1994.
"Graphical Methods for Investigating the Size and Power of Hypothesis Tests,"
Working Paper
903, Economics Department, Queen's University.
- 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.
Cited by:
- Mario Cerrato & Christian de Peretti & Rolf Larsson & Nicholas Sarantis, 2011.
"A nonlinear panel unit root test under cross section dependence,"
Working Papers
2011_08, Business School - Economics, University of Glasgow.
- Cerrato, Mario & de Peretti, Christian & Larsson, Rolf & Sarantis, Nicholas, 2011. "A Nonlinear Panel Unit Root Test under Cross Section Dependence," SIRE Discussion Papers 2011-30, Scottish Institute for Research in Economics (SIRE).
- Mario Cerrato & Christian De Peretti & Nick Sarantis, 2007. "A nonlinear panel unit root test under cross section dependence," Documents de recherche 07-12, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Mario Cerrato & Christian de Peretti & Nick Sarantis, 2008. "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers 2008_08, Business School - Economics, University of Glasgow.
- Mario Cerrato & Christian de Peretti & Rolf Larsson & Nick Sarantis, 2009. "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers 2009_28, Business School - Economics, University of Glasgow.
- Amengual, Dante & Sentana, Enrique, 2010.
"A comparison of mean-variance efficiency tests,"
Journal of Econometrics, Elsevier, vol. 154(1), pages 16-34, January.
- Dante Amengual & Enrique Sentana, 2008. "A Comparison of Mean-Variance Efficiency Tests," Working Papers wp2008_0806, CEMFI.
- J. Hoyo & G. Llorente & C. Rivero, 2019. "Testing for Constant Parameters in Nonlinear Models: A Quick Procedure with an Empirical Illustration," Computational Economics, Springer;Society for Computational Economics, vol. 54(1), pages 113-137, June.
- Francesco Bravo & Federico Crudu, 2012.
"Efficient bootstrap with weakly dependent processes,"
Discussion Papers
12/08, Department of Economics, University of York.
- Bravo, Francesco & Crudu, Federico, 2012. "Efficient bootstrap with weakly dependent processes," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3444-3458.
- Emanuele Bacchiocchi & Andrea Bastianin & Alessandro Missale & Eduardo Rossi, 2018.
"Structural analysis with mixed-frequency data: A MIDAS-SVAR model of US capital flows,"
Papers
1802.00793, arXiv.org.
- Emanuele BACCHIOCCHI & Andrea BASTIANIN & Alessandro MISSALE & Eduardo ROSSI, 2016. "Structural Analysis With Mixed Frequency: Monetary Policy, Uncertainty And Gross Capital Flows," Departmental Working Papers 2016-11, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
- Bacchiocchi, Emanuele & Bastianin, Andrea & Missale, Alessandro & Rossi, Eduardo, 2016. "Structural analysis with mixed frequencies: monetary policy, uncertainty and gross capital flows," JRC Working Papers in Economics and Finance 2016-04, Joint Research Centre, European Commission.
- Gabriele Fiorentini & Enrique Sentana, 2009.
"Dynamic Specification Tests for Static Factor Models,"
Working Papers
wp2009_0912, CEMFI.
- Gabriele Fiorentini & Enrique Sentana, 2010. "Dynamic Specification Tests for Static Factor Models," Working Paper series 04_10, Rimini Centre for Economic Analysis.
- Yukitoshi Matsushita & Taisuke Otsu & Ke-Li Xu, 2014.
"Empirical Likelihood for Regression Discontinuity Design,"
STICERD - Econometrics Paper Series
573, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2015. "Empirical likelihood for regression discontinuity design," LSE Research Online Documents on Economics 58513, London School of Economics and Political Science, LSE Library.
- Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2015. "Empirical likelihood for regression discontinuity design," Journal of Econometrics, Elsevier, vol. 186(1), pages 94-112.
- Otsu, Taisuke & Matsushita, Yukitoshi & Xu, Ke-Li, 2014. "Empirical likelihood for regression discontinuity design," LSE Research Online Documents on Economics 58065, London School of Economics and Political Science, LSE Library.
- Taisuke Otsu & Ke-Li Xu, 2011. "Empirical Likelihood for Regression Discontinuity Design," Cowles Foundation Discussion Papers 1799, Cowles Foundation for Research in Economics, Yale University.
- Douglas J. Hodgson & Keith Vorkink, 2001.
"Efficient Estimation of Conditional Asset Pricing Models,"
Cahiers de recherche CREFE / CREFE Working Papers
144, CREFE, Université du Québec à Montréal.
- Hodgson, Douglas J & Vorkink, Keith P, 2003. "Efficient Estimation of Conditional Asset-Pricing Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(2), pages 269-283, April.
- Escribano, A. & Franses, Ph.H.B.F. & van Dijk, D.J.C., 1998. "Nonlinearities and outliers: robust specification of STAR models," Econometric Institute Research Papers EI 9832, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Crudu, Federico & Mellace, Giovanni & Sándor, Zsolt, 2021.
"Inference In Instrumental Variable Models With Heteroskedasticity And Many Instruments,"
Econometric Theory, Cambridge University Press, vol. 37(2), pages 281-310, April.
- Federico Crudu & Giovanni Mellace & Zsolt Sandor, 2017. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 761, Department of Economics, University of Siena.
- Federico Crudu & Giovanni Mellace & Zsolt Sándor, 2020. "Inference in instrumental variables models with heteroskedasticity and many instruments," Department of Economics University of Siena 821, Department of Economics, University of Siena.
- Gabriele Fiorentini & Enrique Sentana, 2019.
"Dynamic specification tests for dynamic factor models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(3), pages 325-346, April.
- Gabriele Fiorentini & Enrique Sentana, 2013. "Dynamic Specification Tests for Dynamic Factor Models," Working Papers wp2013_1306, CEMFI.
- Gabriele Fiorentini & Enrique Sentana, 2019. "Dynamic specification tests for dynamic factor models," Econometrics Working Papers Archive 2018_07, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Matteo Mogliani, 2010.
"Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study,"
PSE Working Papers
halshs-00564897, HAL.
- Matteo Mogliani, 2010. "Residual-based tests for cointegration and multiple deterministic structural breaks: A Monte Carlo study," Working Papers halshs-00564897, HAL.
- Russell Davidson & Emmanuel Flachaire, 2008.
"The wild bootstrap, tamed at last,"
Post-Print
hal-00649250, HAL.
- Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics 6560, London School of Economics and Political Science, LSE Library.
- Emmanuel Flachaire & Russell Davidson, 2001. "The Wild Bootstrap, Tamed At Last," Working Paper 1000, Economics Department, Queen's University.
- Davidson, Russell & Flachaire, Emmanuel, 2008. "The wild bootstrap, tamed at last," Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
- Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M. 99a32, Universite Aix-Marseille III.
- Roy Cerqueti & C Lupi, 2021.
"Some New Tests of Conformity with Benford’s Laws,"
Post-Print
hal-03789183, HAL.
- Roy Cerqueti & Claudio Lupi, 2021. "Some New Tests of Conformity with Benford’s Law," Stats, MDPI, vol. 4(3), pages 1-17, September.
- Russell Davidson & Jean-Yves Duclos, 2006.
"Testing For Restricted Stochastic Dominance,"
Departmental Working Papers
2006-20, McGill University, Department of Economics.
- Russell Davidson & Jean-Yves Duclos, 2013. "Testing for Restricted Stochastic Dominance," Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 84-125, January.
- Russell Davidson & Jean-Yves Duclos, 2009. "Testing for restricted stochastic dominance," Working Papers halshs-00443560, HAL.
- Russell Davidson & Jean-Yves Duclos, 2013. "Testing for Restricted Stochastic Dominance," Post-Print hal-01499628, HAL.
- Davidson, Russell & Duclos, Jean-Yves, 2006. "Testing for Restricted Stochastic Dominance," IZA Discussion Papers 2047, Institute of Labor Economics (IZA).
- Russell Davidson & Jean-Yves Duclos, 2006. "Testing for Restricted Stochastic Dominance," Cahiers de recherche 0609, CIRPEE.
- Russell Davidson & Jean-Yves Duclos, 2006. "Testing for Restricted Stochastic Dominance," Working Papers 36, ECINEQ, Society for the Study of Economic Inequality.
- Jean-Yves Duclos & Russell Davidson, 2006. "Testing for Restricted Stochastic Dominance," LIS Working papers 430, LIS Cross-National Data Center in Luxembourg.
- Mantalos, Panagiotis, 2012.
"Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation,"
Working Papers
2012:2, Örebro University, School of Business.
- Panagiotis Mantalos, 2017. "Robust critical values for unit root tests for series with conditional heteroscedasticity errors: An application of the simple NoVaS transformation," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1274282-127, January.
- Sentana, Enrique & Amengual, Dante & Bei, Xinyue, 2020.
"Hypothesis tests with a repeatedly singular information matrix,"
CEPR Discussion Papers
14415, C.E.P.R. Discussion Papers.
- Dante Amengual & Xinyue Bei & Enrique Sentana, 2020. "Hypothesis Tests with a Repeatedly Singular Information Matrix," Working Papers wp2020_2002, CEMFI.
- Enrique Sentana, 2015.
"Finite Underidentification,"
Working Papers
wp2015_1508, CEMFI.
- Sentana, Enrique, 2024. "Finite underidentification," Journal of Econometrics, Elsevier, vol. 240(1).
- Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade, 2022.
"A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model,"
Econometrics, MDPI, vol. 10(3), pages 1-41, August.
- Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade, 2022. "A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model," CREATES Research Papers 2022-01, Department of Economics and Business Economics, Aarhus University.
- Peter Egger & Mario Larch & Michael Pfaffermayr & Janette Walde, 2005.
"Small Sample Properties of Maximum Likelihood Versus Generalized Method of Moments Based Tests for Spatially Autocorrelated Errors,"
CESifo Working Paper Series
1558, CESifo.
- Egger, Peter & Larch, Mario & Pfaffermayr, Michael & Walde, Janette, 2009. "Small sample properties of maximum likelihood versus generalized method of moments based tests for spatially autocorrelated errors," Regional Science and Urban Economics, Elsevier, vol. 39(6), pages 670-678, November.
- Sentana, Enrique & Diez de los Rios, Antonio, 2007.
"Testing Uncovered Interest Parity: A Continuous-Time Approach,"
CEPR Discussion Papers
6516, C.E.P.R. Discussion Papers.
- Antonio Diez de los Rios & Enrique Sentana, 2011. "Testing Uncovered Interest Parity: A Continuous‐Time Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 1215-1251, November.
- Antonio Diez de los Rios & Enrique Sentana, 2007. "Testing Uncovered Interest Parity: A Continuous-Time Approach," Staff Working Papers 07-53, Bank of Canada.
- Antonio Diez de los Ríos & Enrique Sentana, 2007. "Testing Uncovered Interest Parity: A Continuous-Time Approach," Working Papers wp2007_0714, CEMFI.
- Geert Dhaene & Dirk Hoorelbeke, 2002.
"The Information Matrix Test with Bootstrap-Based Covariance Matrix Estimation,"
Working Papers of Department of Economics, Leuven
ces0211, KU Leuven, Faculty of Economics and Business (FEB), Department of Economics, Leuven.
- Dhaene, Geert & Hoorelbeke, Dirk, 2004. "The information matrix test with bootstrap-based covariance matrix estimation," Economics Letters, Elsevier, vol. 82(3), pages 341-347, March.
- Antonis Demos & George Vasillelis, 2007. "U.K. Stock Market Inefficiencies and the Risk Premium," Multinational Finance Journal, Multinational Finance Journal, vol. 11(1-2), pages 97-122, March-Jun.
- KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002.
"Microeconomic models for long memory in the volatility of financial time series,"
LIDAM Reprints CORE
1593, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Kirman Alan & Teyssière Gilles, 2002. "Microeconomic Models for Long Memory in the Volatility of Financial Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(4), pages 1-23, January.
- Gilles Teyssière & Alan Kirman, 2001. "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," CeNDEF Workshop Papers, January 2001 5A.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- KIRMAN, Alan & TEYSSIÈRE, Gilles, 2002. "Microeconomic models for long-memory in the volatility of financial time series," LIDAM Discussion Papers CORE 2002056, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Alan P. Kirman, Gilles Teyssiere, 2001. "Microeconomic Models for Long-Memory in the Volatility of Financial Time Series," Computing in Economics and Finance 2001 221, Society for Computational Economics.
- Fernandes, Marcelo & Grammig, Joachim, 2003.
"Nonparametric specification tests for conditional duration models,"
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE)
502, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Marcelo Fernandes & Joachim Grammig, 2000. "Non-Parametric Specification Tests For Conditional Duration Models," Computing in Economics and Finance 2000 40, Society for Computational Economics.
- Fernandes, M. & Grammig, J., 2000. "Non-Parametric Specification Tests for Conditional Duration Models," Economics Working Papers eco2000/4, European University Institute.
- Fernandes, Marcelo & Grammig, Joachim, 2005. "Nonparametric specification tests for conditional duration models," Journal of Econometrics, Elsevier, vol. 127(1), pages 35-68, July.
- Allan Gregory & Jean-Francois Lamarche & Gregor W. Smith, 2001.
"Information-theoretic Estimation Of Preference Parameters: Macroeconomic Applications And Simulation Evidence,"
Working Paper
1249, Economics Department, Queen's University.
- Gregory, Allan W. & Lamarche, Jean-Francois & Smith, Gregor W., 2002. "Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 213-233, March.
- Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019.
"Bootstrapping structural change tests,"
Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2017. "Bootstrapping Structural Change Tests," Economics Discussion Paper Series 1704, Economics, The University of Manchester.
- Otilia Boldea & Adriana Cornea-Madeira & Alastair R. Hall, 2018. "Bootstrapping Structural Change Tests," Papers 1811.04125, arXiv.org.
- Kim, Jong-Min & Lee, Namgil & Hwang, Sun Young, 2020. "A Copula Nonlinear Granger Causality," Economic Modelling, Elsevier, vol. 88(C), pages 420-430.
- Guy Brys & Mia Hubert & Anja Struyf, 2008. "Goodness-of-fit tests based on a robust measure of skewness," Computational Statistics, Springer, vol. 23(3), pages 429-442, July.
- Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssiere, Gilles, 2005.
"Corrigendum to "Rescaled variance and related tests for long memory in volatility and levels": [J. Econom. 112 (2003) 265-294],"
Journal of Econometrics, Elsevier, vol. 126(2), pages 571-572, June.
- Giraitis, Liudas & Kokoszka, Piotr & Leipus, Remigijus & Teyssiere, Gilles, 2003. "Rescaled variance and related tests for long memory in volatility and levels," Journal of Econometrics, Elsevier, vol. 112(2), pages 265-294, February.
- Torben Klarl, 2013.
"Is Spatial Bootstrapping a Panacea for Valid Inference?,"
Discussion Paper Series
322, Universitaet Augsburg, Institute for Economics.
- Torben Klarl, 2014. "Is Spatial Bootstrapping A Panacea For Valid Inference?," Journal of Regional Science, Wiley Blackwell, vol. 54(2), pages 304-312, March.
- Prokhorov, Artem, 2008.
"A goodness-of-fit test for copulas,"
MPRA Paper
9998, University Library of Munich, Germany.
- Wanling Huang & Artem Prokhorov, 2014. "A Goodness-of-fit Test for Copulas," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 751-771, October.
- Wanling Huang & Artem Prokhorov, 2010. "A Goodness-of-fit Test for Copulas," Working Papers 10002, Concordia University, Department of Economics, revised Apr 2010.
- Ibrahim Ahamada & Philippe Jolivaldt, 2008.
"Wavelets unit root test vs DF test: A further investigation based on monte carlo experiments,"
Documents de travail du Centre d'Economie de la Sorbonne
v08032, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Ibrahim Ahamada & Philippe Jolivaldt, 2008. "Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments," Post-Print halshs-00275767, HAL.
- Ibrahim Ahamada & Philippe Jolivaldt, 2008. "Wavelets unit root test vs DF test : A further investigation based on monte carlo experiments," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00275767, HAL.
- Steven Cook, 2001. "Asymmetric unit root tests in the presence of structural breaks under the null," Economics Bulletin, AccessEcon, vol. 3(6), pages 1-10.
- Michael Creel, 2007. "I ran four million probits last night: HPC clustering with ParallelKnoppix," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 215-223.
- Gelper, Sarah & Croux, Christophe, 2007. "Multivariate out-of-sample tests for Granger causality," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3319-3329, April.
- Shinn-Juh Lin & Jian Yang, 2000. "Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach," Econometric Society World Congress 2000 Contributed Papers 0063, Econometric Society.
- Bryan Campbell & Eric Ghysels, 1995.
"An Empirical Analysis of the Canadian Budget Process,"
CIRANO Working Papers
95s-08, CIRANO.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Universite de Montreal, Departement de sciences economiques.
- Campbell, B. & Ghysels, E., 1995. "An Empirical Analysis of the Canadian Budget Process," Cahiers de recherche 9523, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Bryan Campbell & Eric Ghysels, 1997. "An Empirical Analysis of the Canadian Budget Process," Canadian Journal of Economics, Canadian Economics Association, vol. 30(3), pages 553-576, August.
- Caio Vigo Pereira & Marcio Laurini, 2020. "Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202014, University of Kansas, Department of Economics, revised Sep 2020.
- Otsu, Taisuke & Xu, Ke-Li & Matsushita, Yukitoshi, 2013.
"Estimation and inference of discontinuity in density,"
LSE Research Online Documents on Economics
85878, London School of Economics and Political Science, LSE Library.
- Taisuke Otsu & Ke-Li Xu & Yukitoshi Matsushita, 2013. "Estimation and Inference of Discontinuity in Density," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(4), pages 507-524, October.
- Chiu, Sung Nok & Liu, Kwong Ip, 2009. "Generalized Cramér-von Mises goodness-of-fit tests for multivariate distributions," Computational Statistics & Data Analysis, Elsevier, vol. 53(11), pages 3817-3834, September.
- 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.
- Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175929, HAL.
- Russell Davidson & Emmanuel Flachaire, 2006. "Asymptotic And Bootstrap Inference For Inequality And Poverty Measures," Departmental Working Papers 2005-06, McGill University, Department of Economics.
- 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).
- Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Post-Print halshs-00175929, HAL.
- Luc Anselin & Rosina Moreno, 2001.
"Properties of tests for spatial error components,"
ERSA conference papers
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Cited by:
- Davidson, R. & Mackinnon, J.G., 1996.
"The Size and Power of Bootstrap Tests,"
G.R.E.Q.A.M.
96a03, Universite Aix-Marseille III.
- James G. MacKinnon & Russell Davidson, 1996. "The Size And Power Of Bootstrap Tests," Working Paper 932, Economics Department, Queen's University.
- Mackinnon, J-G, 1997. "The Size and Power of Bootstrap Tests," ASSET - Instituto De Economia Publica 153, ASSET (Association of Southern European Economic Theorists).
- Arnold de Silva, 1999. "Wage Discrimination Against Natives," Canadian Public Policy, University of Toronto Press, vol. 25(1), pages 65-85, March.
- Davidson, Russell & MacKinnon, James G., 1999.
"The Size Distortion Of Bootstrap Tests,"
Econometric Theory, Cambridge University Press, vol. 15(3), pages 361-376, June.
- Davidson, Russell & MacKinnon, James G., 1996. "The Size Distortion of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers 273347, Queen's University - Department of Economics.
- Davidson, R. & Mackinnon, J.G., 1996. "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M. 96a15, Universite Aix-Marseille III.
- Sadraoui, Tarek & Ben Zina, Naceur, 2007. "Coopération en R&D et croissance économique : Une analyse par les données de panel dynamique [R&D Cooperation and economic growth: A dynamic panel data analysis]," MPRA Paper 3415, University Library of Munich, Germany.
- Mackinnon, J.G. & Smith, A.A., 1996.
"Approximate Bias Correction in Econometrics,"
G.R.E.Q.A.M.
96a14, Universite Aix-Marseille III.
- MacKinnon, James G. & Smith Jr., Anthony A., 1998. "Approximate bias correction in econometrics," Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
- James G. MacKinnon & Anthony A. Smith, Jr., "undated". "Approximate Bias Correction in Econometrics," GSIA Working Papers 1997-36, Carnegie Mellon University, Tepper School of Business.
- James G. MacKinnon & P. Smith, 1995. "Approximate Bias Correction In Econometrics," Working Paper 919, Economics Department, Queen's University.
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"Gender Wage Differentials in Private and Public Sector Jobs,"
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"Artificial Regressions,"
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99a04, Universite Aix-Marseille III.
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- James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb, 2023.
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Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1595-1631, December.
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"Heteroskedasticity-Robust Tests in Regression Directions,"
Working Paper
616, Economics Department, Queen's University.
- DAVIDSON, Russel & MACKINNON, James G., 1985. "Heteroskedastcity-robust tests in regressions directions," LIDAM Reprints CORE 678, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Russell Davidson & James G. MacKinnon, 1986. "Testing the Specification of Econometric Models in Regression and Non-Regression Directions," Working Paper 642, Economics Department, Queen's University.
- Rodriguez, Divina Gracia P. & Bullock, David S., 2015. "Testing the Validity of Stanford's 1.2 Rule for N Fertilizer Recommendation," 2015 Conference, August 9-14, 2015, Milan, Italy 212289, International Association of Agricultural Economists.
- Matteo Manera & Michael McAleer, 2001.
"Testing Multiple Non-nested Factor Demand Systems,"
ISER Discussion Paper
0543, Institute of Social and Economic Research, The University of Osaka.
- Matteo Manera & Michael McAleer, 2005. "Testing Multiple Non‐Nested Factor Demand Systems," Bulletin of Economic Research, Wiley Blackwell, vol. 57(1), pages 37-66, January.
- McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
- Maria-Isabel Ayuda & Antonio Aznar, 2000. "Power in non-nested models: a comparative study," Applied Economics Letters, Taylor & Francis Journals, vol. 7(7), pages 483-486.
- Aleksandra A. Maslowska, 2011. "Quest for the Best: How to Measure Central Bank Independence and Show its Relationship with Inflation," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(2), pages 132-161, August.
- Brunner, Eric J. & Ross, Stephen L., 2010. "Is the median voter decisive? Evidence from referenda voting patterns," Journal of Public Economics, Elsevier, vol. 94(11-12), pages 898-910, December.
- Magdalena Osińska & Aleksandra Matuszewska, 2006. "Detecting Some Dynamic Properties of the Euro/Dollar Exchange Rate," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 12(3), pages 327-341, August.
- Rodriguez, Divina Gracia P. & Bullock, David S., 2015. "An Empirical Investigation of the Stanford’s “1.2 Rule” for Nitrogen Fertilizer Recommendation," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205314, Agricultural and Applied Economics Association.
- Panos Pashardes & Nicoletta Pashourtidou, 2011.
"Consumer welfare from publicly supplemented private goods: age and income effects on demand for health care,"
Empirical Economics, Springer, vol. 41(3), pages 865-885, December.
- Panos Pashardes & Nicoletta Pashourtidou, 2007. "Consumer Welfare for Publicly Supplemented Private Goods: Age and Income Effects on Demand for Health Care," University of Cyprus Working Papers in Economics 6-2007, University of Cyprus Department of Economics.
- Bughin, Jacques, 2024. "What drives the corporate payoffs of using generative artificial intelligence?," Structural Change and Economic Dynamics, Elsevier, vol. 71(C), pages 658-668.
- Rao, Surekha & Ghali, Moheb & Krieg, John, 2008. "On the J-test for nonnested hypotheses and Bayesian extension," MPRA Paper 14637, University Library of Munich, Germany.
- Mizon, Grayham E & Richard, Jean-Francois, 1986. "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses," Econometrica, Econometric Society, vol. 54(3), pages 657-678, May.
- Delgado, Miguel A. & Li, Qi & Stengos, Thanasis, 1994. "Non-parametric specification testing of non-nested econometric models," DES - Working Papers. Statistics and Econometrics. WS 3961, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Giancarlo Moschini, 1988.
"A Model of Production with Supply Management for the Canadian Agricultural Sector,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 70(2), pages 318-329.
- Moschini, Giancarlo, 1987. "A Model of Production with Supply Management for the Canadian Agricultural Sector," Working Papers 244830, University of Guelph, Department of Food, Agricultural and Resource Economics.
- Moschini, GianCarlo, 1988. "Model of Production with Supply Management for the Canadian Agricultural Sector, A," Staff General Research Papers Archive 11269, Iowa State University, Department of Economics.
- Booij, Adam S. & Leuven, Edwin & Oosterbeek, Hessel, 2015.
"Ability Peer Effects in University: Evidence from a Randomized Experiment,"
IZA Discussion Papers
8769, Institute of Labor Economics (IZA).
- Adam S. Booij & Edwin Leuven & Hessel Oosterbeek, 2017. "Ability Peer Effects in University: Evidence from a Randomized Experiment," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(2), pages 547-578.
- Ichimura, Hidehiko & Todd, Petra E., 2007.
"Implementing Nonparametric and Semiparametric Estimators,"
Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 74,
Elsevier.
- Hidehiko Ichimura & Petra E. Todd, 2006. "Implementing Nonparametric and Semiparametric Estimators," CIRJE F-Series CIRJE-F-452, CIRJE, Faculty of Economics, University of Tokyo.
- Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
- Bernard FINGLETON & Silvia PALOMBI, 2013. "The Wage Curve Reconsidered: Is It Truly An 'Empirical Law Of Economics'?," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 38, pages 49-92.
- Mohammadou Nourou, 2014. "Foreign Aid And Development: Looking Beyond The Growth Effect," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 39(4), pages 99-115, December.
- Yanqin Fan & Qi Li, 1995. "Bootstrapping J-type tests for non-nested regression models," Economics Letters, Elsevier, vol. 48(2), pages 107-112, May.
- Moheb Ghali & John M. Krieg & K. Surekha Rao, 2011. "A Bayesian Extension of the J-Test for Non-Nested Hypotheses," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(1), pages 53-72.
- MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
- Adrian Lüthge & Ulrich Pidun & Dodo zu Knyphausen-Aufseß, 2021. "Approximating relatedness from a business model perspective: towards a taxonomic approach," Review of Managerial Science, Springer, vol. 15(3), pages 813-846, April.
- Han, Xiaoyi & Lee, Lung-fei, 2013. "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 250-271.
- Peijie Wang & Trefor Jones, 2010.
"A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output,"
Papers
1001.4762, arXiv.org.
- Peijie Wang, 2008. "A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output," Working Papers 2008-FIN-02, IESEG School of Management.
- Dufwenberg, Martin & Koskenkylä, Heikki & Södersten, Jan, 1994. "Manufacturing investment and taxation in the Nordic countries," Bank of Finland Research Discussion Papers 8/1994, Bank of Finland.
- 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).
- Davidson, R. & Mackinnon, J. G., 1995. "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M. 97a25, Universite Aix-Marseille III.
- 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.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," Queen's Institute for Economic Research Discussion Papers 273388, Queen's University - Department of Economics.
- Viviana Fernandez, 2006. "Specification tests for a parsimonious random-effects model," Applied Economics Letters, Taylor & Francis Journals, vol. 13(15), pages 1009-1012.
- Nicholas Apergis & John Sorros, 2010. "Disaggregated Earnings and Stock Prices: Evidence from International Listed Shipping Firms," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 16(3), pages 269-281, August.
- M.A.Hossain, 2001. "On Export-Led Growth: Is Manufacturing Exports a New Engine of Growth for Bangladesh?," Discussion Papers Series 297, School of Economics, University of Queensland, Australia.
- Apergis, Nicholas & Payne, James E., 2012. "Renewable and non-renewable energy consumption-growth nexus: Evidence from a panel error correction model," Energy Economics, Elsevier, vol. 34(3), pages 733-738.
- Ghali, Moheb, 2007. "Comparison of two empirical cost functions," International Journal of Production Economics, Elsevier, vol. 108(1-2), pages 15-21, July.
- Prof. Neil D. Karunaratne, 1999. "Rival Macroeconomic Models And Australian Stylised Facts," Discussion Papers Series 261, School of Economics, University of Queensland, Australia.
- Russell Davidson & James G. MacKinnon, 1979.
"Inflation and the Saving Rate,"
Working Paper
351, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 1982. "Inflation and the Savings Rate," Working Paper 493, Economics Department, Queen's University.
Cited by:
- Henri-Paul Rousseau, 1983. "The Dome Syndrome: The Debt Overhanging Canadian Government and Business," Canadian Public Policy, University of Toronto Press, vol. 9(1), pages 37-52, March.
- Russell Davidson & Richard Harris, 1979.
"Non-Convexities in a Continuous-Time Capital Theory Problem,"
Working Paper
326, Economics Department, Queen's University.
Cited by:
- Harris, Richard & Wiens, Elmer, 1979. "Investment in Capacity and a Normative Theory of the Dominant Public Firm," Queen's Institute for Economic Research Discussion Papers 275152, Queen's University - Department of Economics.
Articles
- Russell Davidson, 2018.
"Statistical Inference on the Canadian Middle Class,"
Econometrics, MDPI, vol. 6(1), pages 1-18, March.
See citations under working paper version above.
- Russell Davidson, 2018. "Statistical Inference on the Canadian Middle Class," Post-Print hal-01793196, HAL.
- Russell Davidson, 2017.
"Diagnostics for the bootstrap and fast double bootstrap,"
Econometric Reviews, Taylor & Francis Journals, vol. 36(6-9), pages 1021-1038, October.
See citations under working paper version above.
- Russell Davidson, 2017. "Diagnostics for the bootstrap and fast double bootstrap," Post-Print hal-01684674, HAL.
- Russell Davidson & Victoria Zinde-Walsh, 2017.
"Advances in specification testing,"
Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde‐Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1595-1631, December.
See citations under working paper version above.- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Post-Print hal-01684821, HAL.
- Davidson, Russell, 2017.
"A discrete model for bootstrap iteration,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 228-236.
See citations under working paper version above.
- Russell Davidson, 2015. "A discrete model for bootstrap iteration," CeMMAP working papers 38/15, Institute for Fiscal Studies.
- Russell Davidson, 2017. "A discrete model for bootstrap iteration," Post-Print hal-01658497, HAL.
- Russell Davidson, 2015. "A discrete model for bootstrap iteration," CeMMAP working papers CWP38/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Russell Davidson & James G. MacKinnon, 2015.
"Bootstrap Tests for Overidentification in Linear Regression Models,"
Econometrics, MDPI, vol. 3(4), pages 1-39, December.
See citations under working paper version above.
- Russell Davidson & James G. Mackinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print hal-01456100, HAL.
- James G. MacKinnon & Russell Davidson, 2014. "Bootstrap Tests For Overidentification In Linear Regression Models," Working Paper 1318, Economics Department, Queen's University.
- Russell Davidson, 2015.
"Computing, the bootstrap and economics,"
Canadian Journal of Economics, Canadian Economics Association, vol. 48(4), pages 1195-1214, November.
- Russell Davidson, 2015. "Computing, the bootstrap and economics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 48(4), pages 1195-1214, November.
See citations under working paper version above.- Russell Davidson, 2016. "Computing, the bootstrap and economics," Post-Print hal-01448239, HAL.
- Rebecca Allen & Simon Burgess & Russell Davidson & Frank Windmeijer, 2015.
"More reliable inference for the dissimilarity index of segregation,"
Econometrics Journal, Royal Economic Society, vol. 18(1), pages 40-66, February.
See citations under working paper version above.
- Rebecca Allen & Simon Burgess & Russell Davidson & Frank Windmeijer, 2015. "More reliable inference for the dissimilarity index of segregation," Post-Print hal-01457316, HAL.
- Frank A. Cowell & Russell Davidson & Emmanuel Flachaire, 2015.
"Goodness of Fit: An Axiomatic Approach,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 33(1), pages 54-67, January.
See citations under working paper version above.
- Frank A. Cowell & Russell Davidson & Emmanuel Flachaire, 2015. "Goodness of Fit: An Axiomatic Approach," Post-Print hal-01456107, HAL.
- Frank A. Cowell & Russell Davidson & Emmanuel Flachaire, 2011. "Goodness of Fit: an axiomatic approach," Working Papers halshs-00639075, HAL.
- Cornea-Madeira, Adriana & Davidson, Russell, 2015.
"A Parametric Bootstrap For Heavy-Tailed Distributions,"
Econometric Theory, Cambridge University Press, vol. 31(3), pages 449-470, June.
See citations under working paper version above.
- Adriana Cornea-Madeira & Russell Davidson, 2015. "A Parametric Bootstrap for Heavy Tailed Distributions," Post-Print hal-01456116, HAL.
- Adriana Cornea & Russell Davidson, 2009. "A parametric bootstrap for heavytailed distributions," Working Papers halshs-00443564, HAL.
- Russell Davidson & James G. MacKinnon, 2014.
"Bootstrap Confidence Sets with Weak Instruments,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 651-675, August.
See citations under working paper version above.
- James G. MacKinnon & Russell Davidson, 2012. "Bootstrap Confidence Sets With Weak Instruments," Working Paper 1278, Economics Department, Queen's University.
- Russell Davidson & James G. Mackinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Post-Print hal-01463109, HAL.
- Russell Davidson & James G. MacKinnon, 2014.
"Confidence sets based on inverting Anderson–Rubin tests,"
Econometrics Journal, Royal Economic Society, vol. 17(2), pages 39-58, June.
See citations under working paper version above.
- Russell Davidson & James G. Mackinnon, 2014. "Confidence Sets Based on Inverting Anderson-Rubin Tests," Post-Print hal-01463107, HAL.
- James G. MacKinnon & Russell Davidson, 2011. "Confidence Sets Based On Inverting Anderson-rubin Tests," Working Paper 1257, Economics Department, Queen's University.
- Russell Davidson & Jean-Yves Duclos, 2013.
"Testing for Restricted Stochastic Dominance,"
Econometric Reviews, Taylor & Francis Journals, vol. 32(1), pages 84-125, January.
See citations under working paper version above.
- Russell Davidson & Jean-Yves Duclos, 2006. "Testing For Restricted Stochastic Dominance," Departmental Working Papers 2006-20, McGill University, Department of Economics.
- Russell Davidson & Jean-Yves Duclos, 2006. "Testing for Restricted Stochastic Dominance," Cahiers de recherche 0609, CIRPEE.
- Russell Davidson & Jean-Yves Duclos, 2006. "Testing for Restricted Stochastic Dominance," Working Papers 36, ECINEQ, Society for the Study of Economic Inequality.
- Jean-Yves Duclos & Russell Davidson, 2006. "Testing for Restricted Stochastic Dominance," LIS Working papers 430, LIS Cross-National Data Center in Luxembourg.
- Russell Davidson & Jean-Yves Duclos, 2009. "Testing for restricted stochastic dominance," Working Papers halshs-00443560, HAL.
- Russell Davidson & Jean-Yves Duclos, 2013. "Testing for Restricted Stochastic Dominance," Post-Print hal-01499628, HAL.
- Davidson, Russell & Duclos, Jean-Yves, 2006. "Testing for Restricted Stochastic Dominance," IZA Discussion Papers 2047, Institute of Labor Economics (IZA).
- Russell Davidson, 2013.
"Time and Causality,"
Annals of Economics and Statistics, GENES, issue 109-110, pages 7-22.
See citations under working paper version above.
- Russell Davidson, 2013. "Time and Causality," Post-Print hal-01499633, HAL.
- Russell Davidson, 2012.
"Statistical inference in the presence of heavy tails,"
Econometrics Journal, Royal Economic Society, vol. 15(1), pages 31-53, February.
Cited by:
- Arthur Charpentier & Emmanuel Flachaire, 2015.
"Log-Transform Kernel Density Estimation Of Income Distribution,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 141-159.
- Arthur Charpentier & Emmanuel Flachaire, 2015. "Log-Transform Kernel Density Estimation of Income Distribution," AMSE Working Papers 1506, Aix-Marseille School of Economics, France.
- Arthur Charpentier & Emmanuel Flachaire, 2015. "Log-Transform Kernel Density Estimation of Income Distribution," Post-Print hal-01457340, HAL.
- Arthur Charpentier & Emmanuel Flachaire, 2014. "Log-Transform Kernel Density Estimation of Income Distribution," Working Papers halshs-01115988, HAL.
- Frank A. Cowell & Emmanuel Flachaire, 2015.
"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
- Franck A. Cowell & Emmanuel Flachaire, 2015. "Statistical Methods for Distributional Analysis," AMSE Working Papers 1507, Aix-Marseille School of Economics, France.
- Frank A. Cowell & Emmanuel Flachaire, 2014. "Statistical Methods for Distributional Analysis," Working Papers halshs-01115996, HAL.
- Djennad, Abdelmajid & Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios & Eilers, Paul, 2015. "Beyond location and dispersion models: The Generalized Structural Time Series Model with Applications," MPRA Paper 62807, University Library of Munich, Germany.
- Russell Davidson, 2018.
"Statistical Inference on the Canadian Middle Class,"
Econometrics, MDPI, vol. 6(1), pages 1-18, March.
- Russell Davidson, 2018. "Statistical Inference on the Canadian Middle Class," Post-Print hal-01793196, HAL.
- El Moctar Laghlal & Abdoul Aziz Junior Ndoye, 2018. "A Hybrid MCMC Sampler for Unconditional Quantile Based on Influence Function," Econometrics, MDPI, vol. 6(2), pages 1-11, May.
- Andreas Hagemann, 2017. "Cluster-Robust Bootstrap Inference in Quantile Regression Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(517), pages 446-456, January.
- Michał Brzeziński, 2013.
"Asymptotic and bootstrap inference for top income shares,"
Working Papers
2013-01, Faculty of Economic Sciences, University of Warsaw.
- Brzezinski, Michal, 2013. "Asymptotic and bootstrap inference for top income shares," Economics Letters, Elsevier, vol. 120(1), pages 10-13.
- Gong, Yuting & He, Zhongzhi & Xue, Wenjun, 2022. "EPU spillovers and stock return predictability: A cross-country study," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
- Rigby, Robert & Stasinopoulos, Dimitrios & Voudouris, Vlasios, 2015. "Flexible statistical models: Methods for the ordering and comparison of theoretical distributions," MPRA Paper 63620, University Library of Munich, Germany.
- Voudouris, Vlasios & Matsumoto, Ken'ichi & Sedgwick, John & Rigby, Robert & Stasinopoulos, Dimitrios & Jefferson, Michael, 2014. "Exploring the production of natural gas through the lenses of the ACEGES model," Energy Policy, Elsevier, vol. 64(C), pages 124-133.
- Stéphane Guerrier & Samuel Orso & Maria-Pia Victoria-Feser, 2018. "Parametric Inference for Index Functionals," Econometrics, MDPI, vol. 6(2), pages 1-11, April.
- Frank A. Cowell & Emmanuel Flachaire & Sanghamitra Bandyopadhyay, 2013.
"Reference distributions and inequality measurement,"
Post-Print
hal-01499629, HAL.
- Frank Cowell & Emmanuel Flachaire & Sanghamitra Bandyopadhyay, 2013. "Reference distributions and inequality measurement," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 11(4), pages 421-437, December.
- Wendy Shinyie & Noriszura Ismail & Abdul Jemain, 2013. "Semi-parametric Estimation for Selecting Optimal Threshold of Extreme Rainfall Events," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 27(7), pages 2325-2352, May.
- Yuting Gong & Zhongzhi He & Wenjun Xue, 2023. "EPU spillovers and sovereign CDS spreads: A cross‐country study," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(12), pages 1770-1806, December.
- Gong, Yuting & He, Zhongzhi & Xue, Wenjun, 2025. "EPU spillovers and exchange rate volatility," International Review of Financial Analysis, Elsevier, vol. 97(C).
- Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf, 2019.
"Permutation Tests for Comparing Inequality Measures,"
Post-Print
hal-02172793, HAL.
- Jean-Marie Dufour & Emmanuel Flachaire & Lynda Khalaf, 2019. "Permutation Tests for Comparing Inequality Measures," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(3), pages 457-470, July.
- Dewitte, Ruben, 2020. "From Heavy-Tailed Micro to Macro: on the characterization of firm-level heterogeneity and its aggregation properties," MPRA Paper 103170, University Library of Munich, Germany.
- Arthur Charpentier & Emmanuel Flachaire, 2015.
"Log-Transform Kernel Density Estimation Of Income Distribution,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 141-159.
- Russell Davidson, 2010.
"Innis Lecture: Inference on income distributions,"
Canadian Journal of Economics, Canadian Economics Association, vol. 43(4), pages 1122-1148, November.
- Russell Davidson, 2010. "Innis Lecture: Inference on income distributions," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 43(4), pages 1122-1148, November.
Cited by:
- Frank A. Cowell & Emmanuel Flachaire, 2015.
"Statistical Methods for Distributional Analysis,"
Post-Print
hal-01457398, HAL.
- Franck A. Cowell & Emmanuel Flachaire, 2015. "Statistical Methods for Distributional Analysis," AMSE Working Papers 1507, Aix-Marseille School of Economics, France.
- Frank A. Cowell & Emmanuel Flachaire, 2014. "Statistical Methods for Distributional Analysis," Working Papers halshs-01115996, HAL.
- Stéphane Guerrier & Samuel Orso & Maria-Pia Victoria-Feser, 2018. "Parametric Inference for Index Functionals," Econometrics, MDPI, vol. 6(2), pages 1-11, April.
- Russell Davidson, 2010.
"Size Distortion of Bootstrap Tests: an Example from Unit Root Testing,"
Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(2), pages 169-193, June.
Cited by:
- Russell Davidson, 2015.
"A discrete model for bootstrap iteration,"
CeMMAP working papers
CWP38/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Russell Davidson, 2017. "A discrete model for bootstrap iteration," Post-Print hal-01658497, HAL.
- Russell Davidson, 2015. "A discrete model for bootstrap iteration," CeMMAP working papers 38/15, Institute for Fiscal Studies.
- Davidson, Russell, 2017. "A discrete model for bootstrap iteration," Journal of Econometrics, Elsevier, vol. 201(2), pages 228-236.
- Kung-Sik Chan & Simone Giannerini & Greta Goracci & Howell Tong, 2020. "Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis," Papers 2002.09968, arXiv.org, revised Nov 2021.
- Russell Davidson, 2015.
"A discrete model for bootstrap iteration,"
CeMMAP working papers
CWP38/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- 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.
See citations under working paper version above.
- James G. MacKinnon & Russell Davidson, 2007. "Wild Bootstrap Tests For Iv Regression," Working Paper 1135, Economics Department, Queen's University.
- Russell Davidson & James G. MacKinnon, 2007. "Wild Bootstrap Tests For Iv Regression," Departmental Working Papers 2007-14, McGill University, Department of Economics.
- Russell Davidson & James Mackinnon, 2009. "Wild bootstrap tests for IV regression," Working Papers halshs-00443550, HAL.
- Russell Davidson, 2009.
"Testing for Restricted Stochastic Dominance: Some Further Results,"
Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 1(1), pages 34-59, September.
See citations under working paper version above.
- Russell Davidson, 2007. "Testing For Restricted Stochastic Dominances: Some Further Results," Departmental Working Papers 2007-15, McGill University, Department of Economics.
- Russell Davidson, 2009. "Testing for restricted stochastic dominance: some further results," Working Papers halshs-00443556, HAL.
- Davidson, Russell, 2009.
"Reliable inference for the Gini index,"
Journal of Econometrics, Elsevier, vol. 150(1), pages 30-40, May.
See citations under working paper version above.
- Russell Davidson, 2009. "Reliable inference for the GINI Index," Working Papers halshs-00443553, HAL.
- Russell Davidson, 2007. "Reliable Inference For The Gini Index," Working Papers halshs-00353856, HAL.
- Davidson, Russell & Flachaire, Emmanuel, 2008.
"The wild bootstrap, tamed at last,"
Journal of Econometrics, Elsevier, vol. 146(1), pages 162-169, September.
See citations under working paper version above.
- Davidson, Russell & Flachaire, Emmanuel, 2001. "The wild bootstrap, tamed at last," LSE Research Online Documents on Economics 6560, London School of Economics and Political Science, LSE Library.
- Emmanuel Flachaire & Russell Davidson, 2001. "The Wild Bootstrap, Tamed At Last," Working Paper 1000, Economics Department, Queen's University.
- Russell Davidson & Emmanuel Flachaire, 2008. "The wild bootstrap, tamed at last," Post-Print hal-00649250, HAL.
- Emmanuel Flachaire, 2001. "The Wild Bootstrap, Tamed at Last," STICERD - Distributional Analysis Research Programme Papers 58, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Russell Davidson & Emmanuel Flachaire, 2000. "The Wild Bootstrap, Tamed at Last," Econometric Society World Congress 2000 Contributed Papers 1413, Econometric Society.
- Davidson, R. & Flachaire, E., 1999. "The Wild Bootstrap, Tamed at Last," G.R.E.Q.A.M. 99a32, Universite Aix-Marseille III.
- 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.
See citations under working paper version above.
- James G. MacKinnon & Russell Davidson, 2008. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1157, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1024, Economics Department, Queen's University.
- Russell Davidson & James MacKinnon, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers 2006-21, McGill University, Department of Economics.
- Russell Davidson & James Mackinnon, 2009. "Bootstrap inference in a linear equation estimated by instrumental variables," Working Papers halshs-00442713, HAL.
- 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.
See citations under working paper version above.
- James G. MacKinnon & Russell Davidson, 2006. "Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap," Working Paper 1044, Economics Department, Queen's University.
- Russell Davidson & James Mackinnon, 2006. "Improving the reliability of bootstrap tests with the fast double bootstrap," Working Papers halshs-00439247, HAL.
- 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.
See citations under working paper version above.
- Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00175929, HAL.
- Russell Davidson & Emmanuel Flachaire, 2006. "Asymptotic And Bootstrap Inference For Inequality And Poverty Measures," Departmental Working Papers 2005-06, McGill University, Department of Economics.
- 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).
- Russell Davidson & Emmanuel Flachaire, 2007. "Asymptotic and bootstrap inference for inequality and poverty measures," Post-Print halshs-00175929, HAL.
- Russell Davidson, 2007.
"Bootstrapping econometric models (in Russian),"
Quantile, Quantile, issue 3, pages 13-36, September.
Cited by:
- Yang, Zhenlin, 2015. "LM tests of spatial dependence based on bootstrap critical values," Journal of Econometrics, Elsevier, vol. 185(1), pages 33-59.
- Russell Davidson & Victoria Zinde‐Walsh, 2017.
"Advances in specification testing,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Post-Print hal-01684821, HAL.
- Hounyo, Ulrich & Varneskov, Rasmus T., 2017. "A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation," Journal of Econometrics, Elsevier, vol. 198(1), pages 10-28.
- Russell Davidson, 2015.
"A discrete model for bootstrap iteration,"
CeMMAP working papers
CWP38/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Russell Davidson, 2017. "A discrete model for bootstrap iteration," Post-Print hal-01658497, HAL.
- Russell Davidson, 2015. "A discrete model for bootstrap iteration," CeMMAP working papers 38/15, Institute for Fiscal Studies.
- Davidson, Russell, 2017. "A discrete model for bootstrap iteration," Journal of Econometrics, Elsevier, vol. 201(2), pages 228-236.
- Mazzutti, Caio Cícero Toledo Piza da Costa, 2016. "Three essays on the causal impacts of child labour laws in Brazil," Economics PhD Theses 0616, Department of Economics, University of Sussex Business School.
- Russell Davidson, 2010.
"Innis Lecture: Inference on income distributions,"
Canadian Journal of Economics, Canadian Economics Association, vol. 43(4), pages 1122-1148, November.
- Russell Davidson, 2010. "Innis Lecture: Inference on income distributions," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 43(4), pages 1122-1148, November.
- Barbara Hutniczak & Niels Vestergaard & Dale Squires, 2019. "Policy Change Anticipation in the Buyback Context," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(1), pages 111-132, May.
- Russell Davidson & James G. MacKinnon, 2007.
"Moments of IV and JIVE estimators,"
Econometrics Journal, Royal Economic Society, vol. 10(3), pages 541-553, November.
See citations under working paper version above.
- Russell Davidson & James MacKinnon, 2006. "Moments Of Iv And Jive Estimators," Departmental Working Papers 2006-22, McGill University, Department of Economics.
- James G. MacKinnon & Russell Davidson, 2006. "Moments Of Iv And Jive Estimators," Working Paper 1085, Economics Department, Queen's University.
- Russell Davidson & James Mackinnon, 2009. "Moments of IV and JIVE estimators," Working Papers halshs-00442692, HAL.
- 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.
- Russell Davidson & James G. MacKinnon, 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, September.
Cited by:
- Emma M. Iglesias & Garry D. A. Phillips, 2012.
"Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 505-520, June.
- Iglesias, Emma M. & Phillips, Garry D.A., 2011. "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section.
- Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011.
"Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments,"
Departmental Working Papers
201110, Rutgers University, Department of Economics.
- Chao, John C. & Swanson, Norman R. & Hausman, Jerry A. & Newey, Whitney K. & Woutersen, Tiemen, 2012. "Asymptotic Distribution Of Jive In A Heteroskedastic Iv Regression With Many Instruments," Econometric Theory, Cambridge University Press, vol. 28(1), pages 42-86, February.
- Chao & Swanson & Hausman & Newey & Woutersen, 2010. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Economics Working Paper Archive 567, The Johns Hopkins University,Department of Economics.
- Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
- Kirill S. Evdokimov & Michal Kolesár, 2018. "Inference in Instrumental Variable Regression Analysis with Heterogeneous Treatment Effects," Working Papers 2018-16, Princeton University. Economics Department..
- Davidson, Russell & MacKinnon, James G., 2006.
"The power of bootstrap and asymptotic tests,"
Journal of Econometrics, Elsevier, vol. 133(2), pages 421-441, August.
See citations under working paper version above.
- James G. MacKinnon & Russell Davidson, 2004. "The Power Of Bootstrap And Asymptotic Tests," Working Paper 1035, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 2006.
"The case against JIVE,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833.
- Russell Davidson & James G. MacKinnon, 2006. "The case against JIVE," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(6), pages 827-833, September.
See citations under working paper version above.- James G. MacKinnon & Russell Davidson, 2004. "The Case Against Jive," Working Paper 1031, Economics Department, Queen's University.
- Russell Davidson & James MacKinnon, 2006. "The Case Against Jive," Departmental Working Papers 2004-02, McGill University, Department of Economics.
- 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.
See citations under working paper version above.
- Davidson, R. & Mackinnon, J. G., 1995. "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M. 97a25, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," Queen's Institute for Economic Research Discussion Papers 273388, Queen's University - Department of Economics.
- 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).
- 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.
Cited by:
- Seojeong Lee, 2014.
"Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators,"
Discussion Papers
2014-02, School of Economics, The University of New South Wales.
- Lee, Seojeong, 2016. "Asymptotic refinements of a misspecification-robust bootstrap for GEL estimators," Journal of Econometrics, Elsevier, vol. 192(1), pages 86-104.
- Lenard Lieb & Stephan Smeekes, 2017.
"Inference for Impulse Responses under Model Uncertainty,"
Papers
1709.09583, arXiv.org, revised Oct 2019.
- Lieb, Lenard & Smeekes, Stephan, 2017. "Inference for Impulse Responses under Model Uncertainty," Research Memorandum 022, Maastricht University, Graduate School of Business and Economics (GSBE).
- Bernard Fingleton & Simonetta Longhi, 2011.
"The effects of agglomeration on wages: evidence from the micro-level,"
Working Papers
1124, University of Strathclyde Business School, Department of Economics.
- Bernard Fingleton & Simonetta Longhi, 2013. "The Effects Of Agglomeration On Wages: Evidence From The Micro-Level," Journal of Regional Science, Wiley Blackwell, vol. 53(3), pages 443-463, August.
- Fingleton, Bernard & Longhi, Simonetta, 2011. "The effects of agglomeration on wages: evidence from the micro-level," SIRE Discussion Papers 2011-35, Scottish Institute for Research in Economics (SIRE).
- Fingleton, Bernard & Longhi, Simonetta, 2011. "The effects of agglomeration on wages: evidence from the micro-level," LSE Research Online Documents on Economics 58608, London School of Economics and Political Science, LSE Library.
- Bernard Fingleton & Simonetta Longhi, 2011. "The Effects of Agglomeration on Wages: Evidence from the Micro-Level," SERC Discussion Papers 0081, Centre for Economic Performance, LSE.
- Giacomini, Raffaella & Politis, Dimitris N. & White, Halbert, 2013.
"A Warp-Speed Method For Conducting Monte Carlo Experiments Involving Bootstrap Estimators,"
Econometric Theory, Cambridge University Press, vol. 29(3), pages 567-589, June.
- Raffaella Giacomini & Dimitris N. Politis & Halbert White, 2012. "A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators," CeMMAP working papers 11/12, Institute for Fiscal Studies.
- Raffaella Giacomini & Dimitris N. Politis & Halbert White, 2012. "A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators," CeMMAP working papers CWP11/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Rachida Ouysse, 2014. "On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models," Computational Statistics, Springer, vol. 29(1), pages 233-261, February.
- Qian, Hang, 2012. "Essays on statistical inference with imperfectly observed data," ISU General Staff Papers 201201010800003618, Iowa State University, Department of Economics.
- Sun, Yixiao & Kim, Min Seong, 2009. "k-step Bootstrap Bias Correction for Fixed Effects Estimators in Nonlinear Panel Models," University of California at San Diego, Economics Working Paper Series qt9gn6n5mr, Department of Economics, UC San Diego.
- 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.
- Russell Davidson & James Mackinnon, 2006. "Improving the reliability of bootstrap tests with the fast double bootstrap," Working Papers halshs-00439247, HAL.
- James G. MacKinnon & Russell Davidson, 2006. "Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap," Working Paper 1044, Economics Department, Queen's University.
- Yazid Dissou & Reza Ghazal, 2010.
"Energy Substitutability in Canadian Manufacturing Econometric Estimation with Bootstrap Confidence Intervals,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 121-148.
- Yazid DISSOU & Reza GHAZAL, 2009. "Energy Substitutability in Canadian Manufacturing: Econometric Estimation with Bootstrap Confidence Intervals," EcoMod2009 21500025, EcoMod.
- Yazid Dissou & Reza Ghazal, 2010. "Energy Substitutability in Canadian Manufacturing Econometric Estimation with Bootstrap Confidence Intervals," The Energy Journal, , vol. 31(1), pages 121-148, January.
- Yazid Dissou & Reza Ghazal, 2008. "Energy Substitutability in Canadian Manufacturing: Econometric Estimation with Bootstrap Confidence Intervals," Working Papers 0809E, University of Ottawa, Department of Economics.
- Leonardo Becchetti & Stefania Di Giacomo, 2007. "The Unequalizing Effects Of Ict On Economic Growth," Metroeconomica, Wiley Blackwell, vol. 58(1), pages 155-194, February.
- James G. MacKinnon, 2006. "Applications Of The Fast Double Bootstrap," Working Paper 1023, Economics Department, Queen's University.
- Bernard FINGLETON & Silvia PALOMBI, 2013. "The Wage Curve Reconsidered: Is It Truly An 'Empirical Law Of Economics'?," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 38, pages 49-92.
- Seojeong Lee, 2018. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Empirical Likelihood Estimators," Papers 1806.00953, arXiv.org, revised Jun 2018.
- Davidson, Russell & Trokić, Mirza, 2020.
"The fast iterated bootstrap,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 451-475.
- Russell Davidson & Mirza Trokić, 2020. "The fast iterated bootstrap," Post-Print hal-02965001, HAL.
- Moheb Ghali & John M. Krieg & K. Surekha Rao, 2011. "A Bayesian Extension of the J-Test for Non-Nested Hypotheses," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(1), pages 53-72.
- Han, Xiaoyi & Lee, Lung-fei, 2013. "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 250-271.
- James G. MacKinnon, 2007. "Bootstrap Hypothesis Testing," Working Paper 1127, Economics Department, Queen's University.
- Burridge, Peter & Robert Taylor, A. M., 2004.
"Bootstrapping the HEGY seasonal unit root tests,"
Journal of Econometrics, Elsevier, vol. 123(1), pages 67-87, November.
- Robert Taylor & Peter Burridge, 2004. "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings 125, Econometric Society.
- Ou Bianling & Long Zhihe & Li Wenqian, 2019. "Bootstrap LM Tests for Spatial Dependence in Panel Data Models with Fixed Effects," Journal of Systems Science and Information, De Gruyter, vol. 7(4), pages 330-343, August.
- Qian, Hang, 2011. "Sampling Variation, Monotone Instrumental Variables and the Bootstrap Bias Correction," MPRA Paper 32634, University Library of Munich, Germany.
- Patrick Richard, 2014. "Bootstrap tests in linear models with many regressors," Cahiers de recherche 14-06, Departement d'économique de l'École de gestion à l'Université de Sherbrooke.
- James G. MacKinnon, 1983. "Model Specification Tests Against Non-Nested Alternatives," Working Paper 573, Economics Department, Queen's University.
- Seojeong Lee, 2014.
"Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators,"
Discussion Papers
2014-02, School of Economics, The University of New South Wales.
- Russell Davidson & James MacKinnon, 2000.
"Bootstrap tests: how many bootstraps?,"
Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 55-68.
See citations under working paper version above.
- James G. MacKinnon & Russell Davidson, 2001. "Bootstrap Tests: How Many Bootstraps?," Working Paper 1036, Economics Department, Queen's University.
- 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.
See citations under working paper version above.
- Russell Davidson & Jean-Yves Duclos, 1998. "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," LIS Working papers 181, LIS Cross-National Data Center in Luxembourg.
- 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.
- Davidson, R. & Duclos, J.-Y., 1998. "Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality," G.R.E.Q.A.M. 98a14, Universite Aix-Marseille III.
- 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.
See citations under working paper version above.
- Richard Arnott & Ralph Braid & Russell Davidson & David Pines, 1988. "A General Equilibrium Spatial Model of Housing Quality and Quantity," Working Paper 739, Economics Department, Queen's University.
- 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.
- Davidson, Russell & MacKinnon, James G., 1999.
"The Size Distortion Of Bootstrap Tests,"
Econometric Theory, Cambridge University Press, vol. 15(3), pages 361-376, June.
See citations under working paper version above.
- Davidson, Russell & MacKinnon, James G., 1996. "The Size Distortion of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers 273347, Queen's University - Department of Economics.
- Davidson, R. & Mackinnon, J.G., 1996. "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M. 96a15, Universite Aix-Marseille III.
- 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.
See citations under working paper version above.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Testing in Nonlinear Models," Queen's Institute for Economic Research Discussion Papers 273378, Queen's University - Department of Economics.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Testing in Nonlinear Models," G.R.E.Q.A.M. 97a39, Universite Aix-Marseille III.
- Davidson, Russell & Labys, Walter C & Lesourd, Jean-Baptiste, 1998.
"Wavelet Analysis of Commodity Price Behavior,"
Computational Economics, Springer;Society for Computational Economics, vol. 11(1-2), pages 103-128, April.
See citations under working paper version above.
- 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.
- 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.
See citations under working paper version above.
- Russell Davidson & James G. MacKinnon, 1994. "Graphical Methods for Investigating the Size and Power of Hypothesis Tests," Working Paper 903, Economics Department, Queen's University.
- 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.
See citations under working paper version above.
- Davidson, R. & Duclos, J.Y., 1995. "Statistical Inference for the Measurement of the Incidence of Taxes and Transfers," Papers 9521, Laval - Recherche en Politique Economique.
- 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.
- Davidson, R. & Duclos, J.Y., 1995. "Statistical Inference for the Measurement of the Incidence of Taxes and Transfers," G.R.E.Q.A.M. 95a30, Universite Aix-Marseille III.
- Blackorby, Charles & Davidson, Russell & Schworm, William, 1993.
"Economies with a Two-Sector Representation,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(4), pages 717-734, October.
See citations under working paper version above.
- Blackorby, C. & Davidson, R. & Schworm, W., 1990. "Economies With A Two-Sector Representation," G.R.E.Q.A.M. 90a17, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G, 1992.
"A New Form of the Information Matrix Test,"
Econometrica, Econometric Society, vol. 60(1), pages 145-157, January.
See citations under working paper version above.
- Russell Davidson & James G. MacKinnon, 1988. "A New Form of the Information Matrix Test," Working Paper 724, Economics Department, Queen's University.
- 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.
See citations under working paper version above.
- Russell Davidson & James G. Mackinnon, 1991. "Regression-Based Methods for Using Control Variates in Monte Carlo Experiments," Working Paper 803, Economics Department, Queen's University.
- 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.
See citations under working paper version above.
- 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.
- 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.
See citations under working paper version above.
- 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.
- Russell Davidson & James Mackinnon, 1991.
"Une nouvelle forme du test de la matrice d'information,"
Annals of Economics and Statistics, GENES, issue 20-21, pages 171-192.
Cited by:
- Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2015.
"Explaining adoption and use of payment instruments by U.S. consumers,"
Boston University - Department of Economics - Working Papers Series
wp2015-004, Boston University - Department of Economics.
- Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2016. "Explaining adoption and use of payment instruments by US consumers," RAND Journal of Economics, RAND Corporation, vol. 47(2), pages 293-325, May.
- Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2012. "Explaining adoption and use of payment instruments by U. S. consumers," Working Papers 12-14, Federal Reserve Bank of Boston.
- Sergei Koulayev & Marc Rysman & Scott Schuh & Joanna Stavins, 2015.
"Explaining adoption and use of payment instruments by U.S. consumers,"
Boston University - Department of Economics - Working Papers Series
wp2015-004, Boston University - Department of Economics.
- Davidson, Russell & MacKinnon, James G., 1989.
"Testing for Consistency using Artificial Regressions,"
Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
See citations under working paper version above.
- Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Paper 687, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1987. "Testing for Consistency Using Artificial Regressions," Queen's Institute for Economic Research Discussion Papers 275208, Queen's University - Department of Economics.
- 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.
See citations under working paper version above.
- DAVIDSON, Russell & DEWATRIPONT, Mathias & GINSBURGH, Victor & LABBE, Martine, 1989. "On the welfare effects of anti-discrimination regulations in the EC car market," LIDAM Reprints CORE 848, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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 203-217, May.
See citations under working paper version above.
- Russell Davidson & James G. MacKinnon, 1987. "Double-Length Artificial Regressions," Working Paper 691, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 1987. "Double-Length Artificial Regressions," Queen's Institute for Economic Research Discussion Papers 275209, Queen's University - Department of Economics.
- Davidson, Russell & MacKinnon, James G, 1987.
"Implicit Alternatives and the Local Power of Test Statistics,"
Econometrica, Econometric Society, vol. 55(6), pages 1305-1329, November.
See citations under working paper version above.
- Davidson , R. & Mackinnon, J.G., 1985. "Implicit alternatives and the local power of test statistics," LIDAM Discussion Papers CORE 1985025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Russell Davidson & James G. MacKinnon, 1984. "Implicit Alternatives and the Local Power of Test Statistics," Working Paper 556, Economics Department, Queen's University.
- 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.
Cited by:
- Kristof Dascher, 2014. "Federal coordination of local housing demolition in the presence of filtering and migration," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 21(3), pages 375-396, June.
- Bitros, George C., 2016. "A theory of maintenance expenditures tested on automobile data from Greece," MPRA Paper 70820, University Library of Munich, Germany.
- Helsley, Robert, 2001. "An Essay on Urban Economic Theory: Yorgos Y. Papageorgiou and David Pines, Kluwer Academic Publishers, Norwell, Massachusetts, 1999, ISBN 0-7923-8343-5," Regional Science and Urban Economics, Elsevier, vol. 31(5), pages 626-630, September.
- Alex Anas & Richard Arnott, 1989. "Dynamic Housing Market Equilibrium with Taste Heterogeneity," Discussion Papers 834, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Richard J. Arnott & Elizaveta Shevyakhova, 2014.
"Tenancy Rent Control and Credible Commitment in Maintenance,"
CESifo Working Paper Series
4608, CESifo.
- Richard Arnott & Elizaveta Shevyakhova, 2008. "Tenancy Rent Control And Credible Commitment In Maintenance," Working Papers 200812, University of California at Riverside, Department of Economics, revised Sep 2008.
- Richard Arnott & Elizaveta Shevyakhova, 2007. "Tenancy Rent Control and Credible Commitment in Maintenance," Boston College Working Papers in Economics 661, Boston College Department of Economics.
- Arnott, Richard & Shevyakhova, Elizaveta, 2014. "Tenancy rent control and credible commitment in maintenance," Regional Science and Urban Economics, Elsevier, vol. 47(C), pages 72-85.
- 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.
- 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.
- Richard Arnott & Ralph Braid & Russell Davidson & David Pines, 1988. "A General Equilibrium Spatial Model of Housing Quality and Quantity," Working Paper 739, Economics Department, Queen's University.
- Arnott, Richard J. & Braid, Ralph M., 1997.
"A filtering model with steady-state housing,"
Regional Science and Urban Economics, Elsevier, vol. 27(4-5), pages 515-546, August.
- Richard J. Arnott & Ralph M. Braid, 1995. "A Filtering Model with Steady-State Housing," CESifo Working Paper Series 79, CESifo.
- Richard Arnott & Ralph Braid, 1995. "A Filtering Model with Steady-State Housing," Boston College Working Papers in Economics 301., Boston College Department of Economics.
- Kaneko, Mamoru & Ito, Tamon & Osawa, Yu-ichi, 2006. "Duality in comparative statics in rental housing markets with indivisibilities," Journal of Urban Economics, Elsevier, vol. 59(1), pages 142-170, January.
- Braid, Ralph M., 2001. "Spatial Growth and Redevelopment with Perfect Foresight and Durable Housing," Journal of Urban Economics, Elsevier, vol. 49(3), pages 425-452, May.
- Helms, Andrew C., 2003. "Understanding gentrification: an empirical analysis of the determinants of urban housing renovation," Journal of Urban Economics, Elsevier, vol. 54(3), pages 474-498, November.
- Bailey, N. & Ditzen, J. & Holly, S., 2025. "My neighbour's neighbour is not my neighbour: Instrumentation and causality in spatial models," Cambridge Working Papers in Economics 2501, Faculty of Economics, University of Cambridge.
- Zhao, Weihua, 2022. "The long-run effects of minimum lot size zoning on housing redevelopment," Journal of Housing Economics, Elsevier, vol. 55(C).
- 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.
Cited by:
- Kiviet, Jan F. & Dufour, Jean-Marie, 1997.
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"How Good is Growth for the Poor? The Role of Initial Income Distribution in Regional Diversity in Poverty Trends,"
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"Openness and human capital as sources of productivity growth: An empirical investigation,"
CSAE Working Paper Series
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"Revenue Targeting in Fisheries: The Case of Hawaii Longline Fishery,"
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"Membership has its privileges: the effect of social capital and neighbourhood characteristics on the earnings of microfinance borrowers,"
Canadian Journal of Economics, Canadian Economics Association, vol. 34(4), pages 943-966, November.
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"Assessing the strength and effectiveness of renewable electricity feed-in tariffs in European Union countries,"
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"A Simple Panel-CADF Test for Unit Roots,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(2), pages 276-296, April.
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"A Model for Pricing the Italian Contemporary Art Paintings at Auction,"
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"The 60s Turnaround as a Test on the Causal Relationship between Sociability and Happiness,"
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