Details about Russell Davidson

Homepage:	http://russell.vcharite.univ-mrs.fr
Workplace:	Department of Economics, McGill University, (more information at EDIRC) Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), (more information at EDIRC) Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (Center for Interuniversity Research in Quantitative Economics), (more information at EDIRC)

Access statistics for papers by Russell Davidson.

Last updated 2009-09-04. Update your information in the RePEc Author Service.

Short-id: pda171

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Working Papers

2008

1. A REFINED BOOTSTRAP FOR HEAVY TAILED DISTRIBUTIONS
   Departmental Working Papers, McGill University, Department of Economics
2. Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
   Working Papers, Queen's University, Department of Economics
   Also in Working Papers, Queen's University, Department of Economics (2006) View citations
   Departmental Working Papers, McGill University, Department of Economics (2006) View citations
   See also Journal Article in Econometrics Journal (2008)
3. Wild Bootstrap Tests for IV Regression
   Working Papers, Queen's University, Department of Economics View citations
   Also in Departmental Working Papers, McGill University, Department of Economics (2007) View citations

2007

4. BOOTSTRAPPING ECONOMETRIC MODELS
   Departmental Working Papers, McGill University, Department of Economics
5. RELIABLE INFERENCE FOR THE GINI INDEX
   Working Papers, HAL View citations
6. TESTING FOR RESTRICTED STOCHASTIC DOMINANCES: SOME FURTHER RESULTS
   Departmental Working Papers, McGill University, Department of Economics

2006

7. ASYMPTOTIC AND BOOTSTRAP INFERENCE FOR INEQUALITY AND POVERTY MEASURES
   Departmental Working Papers, McGill University, Department of Economics
   Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) View citations
   See also Journal Article in Journal of Econometrics (2007)
8. Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap
   Working Papers, Queen's University, Department of Economics View citations
   See also Journal Article in Computational Statistics & Data Analysis (2007)
9. MOMENTS OF IV AND JIVE ESTIMATORS
   Departmental Working Papers, McGill University, Department of Economics View citations
   Also in Working Papers, Queen's University, Department of Economics (2006) View citations
   See also Journal Article in Econometrics Journal (2007)
10. STOCHASTIC DOMINANCE
    Departmental Working Papers, McGill University, Department of Economics View citations
11. TESTING FOR RESTRICTED STOCHASTIC DOMINANCE
    Departmental Working Papers, McGill University, Department of Economics View citations
    Also in Cahiers de recherche, CIRPEE (2006) View citations
    Working Papers, ECINEQ, Society for the Study of Economic Inequality (2006)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2006) View citations
12. THE CASE AGAINST JIVE
    Departmental Working Papers, McGill University, Department of Economics View citations
    Also in Working Papers, Queen's University, Department of Economics (2004) View citations
    See also Journal Article in Journal of Applied Econometrics (2006)

2004

13. The Power of Bootstrap and Asymptotic Tests
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in Journal of Econometrics (2006)

2001

14. Artificial Regressions
    Working Papers, Queen's University, Department of Economics
    Also in Working Papers, Queen's University, Department of Economics (1999)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations
15. Bootstrap Tests: How Many Bootstraps?
    Working Papers, Queen's University, Department of Economics View citations
    Also in Working Papers, Queen's University, Department of Economics (1997) View citations
    See also Journal Article in Econometric Reviews (2000)
16. The Wild Bootstrap, Tamed at Last
    Working Papers, Queen's University, Department of Economics View citations
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations
    G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations
    See also Journal Article in Journal of Econometrics (2008)

2000

17. Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations

1998

18. Efficiency and Robustness in a Geometrical Perspective
    G.R.E.Q.A.M., Universite Aix-Marseille III
19. Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations
    Also in Cahiers de recherche, Université Laval - Département d'économique (1998) View citations
    See also Journal Article in Econometrica (2000)

1997

20. Bootstrap Testing in Nonlinear Models
    Working Papers, Queen's University, Department of Economics
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1997) View citations
    See also Journal Article in International Economic Review (1999)
21. Bootstrap Tests of Nonnested Linear Regression Models
    Working Papers, Queen's University, Department of Economics View citations
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1995) View citations
    ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists) (1997)
    See also Journal Article in Journal of Econometrics (2002)

1996

22. Survival Probabilities of Random Walks on General Lattices with Trapping Sites
    G.R.E.Q.A.M., Universite Aix-Marseille III
23. The Power of Bootstrap Tests
    Working Papers, Queen's University, Department of Economics View citations
24. The Size Distorsion of Bootstrap Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III
    Also in Working Papers, Queen's University, Department of Economics (1996) View citations
    See also Journal Article in Econometric Theory (1999)
25. The Size and Power of Bootstrap Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations
    Also in Working Papers, Queen's University, Department of Economics (1996) View citations
26. Wavelet Analysis of Commodity Price Behavior
    G.R.E.Q.A.M., Universite Aix-Marseille III
    See also Journal Article in Computational Economics (1998)

1995

27. A General Equilibrium Spatial Model of Housing Quality and Quantity
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
    Also in Working Papers, Queen's University, Department of Economics (1988) View citations
    See also Journal Article in Regional Science and Urban Economics (1999)
28. Semiparametric Estimation of ARCH Models Using Nearest Neighbour Regression: Some Mote Carlo Results
    G.R.E.Q.A.M., Universite Aix-Marseille III
29. Statistical Inference for the Measurement of the Incidence of Taxes and Transfers
    G.R.E.Q.A.M., Universite Aix-Marseille III
    Also in Working Papers, Laval - Recherche en Politique Economique (1995)
    Cahiers de recherche, Université Laval - Département d'économique (1995) View citations
    See also Journal Article in Econometrica (1997)

1994

30. Distribution-Free Statistical Inference for Inequality Dominance with Crossing Lorenz Curves
    Working Papers, Queen's University, Department of Economics View citations
31. Graphical Methods for Investigating the Size and Power of Hypothesis Tests
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in The Manchester School of Economic & Social Studies (1998)

1991

32. The Geometry of the Wald Test
    G.R.E.Q.A.M., Universite Aix-Marseille III
    Also in Working Papers, Queen's University, Department of Economics (1990) View citations

1990

33. ECONOMIES WITH A TWO-SECTOR REPRESENTATION
    UBC Departmental Archives, UBC Department of Economics View citations
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1990)
    See also Journal Article in Economic Theory (1993)
34. FORMATION DES PRIX ET CONCURRENCE IMPARFAITE SUR LES MARCHES AGRICOLES ET DE L'AGRO-INDUSTRIE EN EUROPE
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations
35. IMPLICIT SEPARABILITY: CHARACTERISATION AND IMPLICATIONS FOR CONSUMER DEMANDS
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations
    See also Journal Article in Journal of Economic Theory (1991)
36. Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments
    Working Papers, Queen's University, Department of Economics
37. THE VALIDITY OF PIECEMEAL SECOND-BEST POLICY
    UBC Departmental Archives, UBC Department of Economics View citations
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1990)
    See also Journal Article in Journal of Public Economics (1991)

1988

38. A New Form of the Information Matrix Test
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in Econometrica (1992)
39. Specification Tests Based on Artificial Regressions
    Working Papers, Queen's University, Department of Economics View citations

1987

40. Double-Length Artificial Regressions
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1988)
41. Testing for Consistency using Artificial Regressions
    Working Papers, Queen's University, Department of Economics View citations

1986

42. Testing the Specification of Econometric Models in Regression and Non-Regression Directions
    Working Papers, Queen's University, Department of Economics

1985

43. Heteroskedasticity-Robust Tests in Regression Directions
    Working Papers, Queen's University, Department of Economics View citations
44. Implicit alternatives and the local power of test statistics
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in Working Papers, Queen's University, Department of Economics (1984) View citations
    See also Journal Article in Econometrica (1987)
45. The interpretation of test statistics
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations

1984

46. A Simplified Version of a Differencing Specification Test
    Working Papers, Queen's University, Department of Economics

1982

47. Convenient Specification Tests for Logit and Probit Models
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in Journal of Econometrics (1984)
48. Inflation and the Savings Rate
    Working Papers, Queen's University, Department of Economics
    Also in Working Papers, Queen's University, Department of Economics (1979) View citations
    See also Journal Article in Applied Economics (1983)
49. Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Papers, Queen's University, Department of Economics
50. Three Notes on Money and Transaction Costs
    Working Papers, Queen's University, Department of Economics
51. Unanticipated Shocks and the Maintenance And Replacement of Durable Goods
    Working Papers, Queen's University, Department of Economics
    See also Journal Article in Journal of Economic Dynamics and Control (1984)
52. Unrestricted Statistical Inference with Lorenz Curves and Income Shares
    Working Papers, Queen's University, Department of Economics View citations

1981

53. Model Specification Tests Based on Artificial Linear Regressions
    Working Papers, Queen's University, Department of Economics View citations
    Also in Working Papers, Queen's University, Department of Economics (1980) View citations
    See also Journal Article in International Economic Review (1984)
54. Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test
    Working Papers, Queen's University, Department of Economics
    See also Journal Article in Economics Letters (1983)
55. Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in Journal of Econometrics (1983)

1980

56. Housing Quality and Maintenance
    Working Papers, Queen's University, Department of Economics
57. Relations Among Some Non-Nested Hypothesis Tests
    Working Papers, Queen's University, Department of Economics
58. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in Econometrica (1981)
59. Some Non-Nested Hypothesis Tests and the Relations Among Them
    Working Papers, Queen's University, Department of Economics View citations
    See also Journal Article in Review of Economic Studies (1982)

1979

60. Non-Convexities in a Continuous-Time Capital Theory Problem
    Working Papers, Queen's University, Department of Economics

Journal Articles

2009

1. The fourth special issue on Computational Econometrics
   Computational Statistics & Data Analysis, 2009, 53, (6), 1923-1924

2008

2. Bootstrap inference in a linear equation estimated by instrumental variables
   Econometrics Journal, 2008, 11, (3), 443-477
   See also Working Paper (2008)
3. The wild bootstrap, tamed at last
   Journal of Econometrics, 2008, 146, (1), 162-169 View citations
   See also Working Paper (2001)

2007

4. Asymptotic and bootstrap inference for inequality and poverty measures
   Journal of Econometrics, 2007, 141, (1), 141-166 View citations
   See also Working Paper (2006)
5. Bootstrapping econometric models (in Russian)
   Quantile, 2007, (3), 13-36
6. Improving the reliability of bootstrap tests with the fast double bootstrap
   Computational Statistics & Data Analysis, 2007, 51, (7), 3259-3281 View citations
   See also Working Paper (2006)
7. Moments of IV and JIVE estimators
   Econometrics Journal, 2007, 10, (3), 541-553 View citations
   See also Working Paper (2006)

2006

8. Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'
   Journal of Applied Econometrics, 2006, 21, (6), 843-844
9. The case against JIVE
   Journal of Applied Econometrics, 2006, 21, (6), 827-833 View citations
   See also Working Paper (2006)
10. The power of bootstrap and asymptotic tests
    Journal of Econometrics, 2006, 133, (2), 421-441 View citations
    See also Working Paper (2004)

2002

11. Bootstrap J tests of nonnested linear regression models
    Journal of Econometrics, 2002, 109, (1), 167-193 View citations
    See also Working Paper (1997)
12. FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
    Econometric Reviews, 2002, 21, (4), 419-429 View citations

2000

13. Bootstrap tests: how many bootstraps?
    Econometric Reviews, 2000, 19, (1), 55-68 View citations
    See also Working Paper (2001)
14. Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
    Econometrica, 2000, 68, (6), 1435-1464 View citations
    See also Working Paper (1998)

1999

15. A general equilibrium spatial model of housing quality and quantity
    Regional Science and Urban Economics, 1999, 29, (3), 283-316
    See also Working Paper (1995)
16. Bootstrap Testing in Nonlinear Models
    International Economic Review, 1999, 40, (2), 487-508 View citations
    See also Working Paper (1997)
17. THE SIZE DISTORTION OF BOOTSTRAP TESTS
    Econometric Theory, 1999, 15, (03), 361-376 View citations
    See also Working Paper (1996)

1998

18. Graphical Methods for Investigating the Size and Power of Hypothesis Tests
    The Manchester School of Economic & Social Studies, 1998, 66, (1), 1-26 View citations
    See also Working Paper (1994)
19. Wavelet Analysis of Commodity Price Behavior
    Computational Economics, 1998, 11, (1-2), 103-28 View citations
    See also Working Paper (1996)

1997

20. Statistical Inference for the Measurement of the Incidence of Taxes and Transfers
    Econometrica, 1997, 65, (6), 1453-1466 View citations
    See also Working Paper (1995)

1993

21. Economies with a Two-Sector Representation
    Economic Theory, 1993, 3, (4), 717-34 View citations
    See also Working Paper (1990)

1992

22. A New Form of the Information Matrix Test
    Econometrica, 1992, 60, (1), 145-57 View citations
    See also Working Paper (1988)
23. Regression-based methods for using control variates in Monte Carlo experiments
    Journal of Econometrics, 1992, 54, (1-3), 203-222 View citations

1991

24. Artificial regressions and C ([alpha]) tests
    Economics Letters, 1991, 35, (2), 149-153
25. Implicit separability: Characterisation and implications for consumer demands
    Journal of Economic Theory, 1991, 55, (2), 364-399 View citations
    See also Working Paper (1990)
26. The validity of piecemeal second-best policy
    Journal of Public Economics, 1991, 46, (3), 267-290 View citations
    See also Working Paper (1990)
27. Une nouvelle forme du test de la matrice d'information
    Annales d'Economie et de Statistique, 1991, (20-21), 09

1989

28. On the welfare effects of anti-discrimination regulations in the EC car market
    International Journal of Industrial Organization, 1989, 7, (2), 205-230 View citations

1988

29. Double Length Artificial Regressions
    Oxford Bulletin of Economics and Statistics, 1988, 50, (2), 203-17 View citations
    See also Working Paper (1987)

1987

30. Implicit Alternatives and the Local Power of Test Statistics
    Econometrica, 1987, 55, (6), 1305-29 View citations
    See also Working Paper (1985)

1986

31. Spatial aspects of housing quality, density, and maintenance
    Journal of Urban Economics, 1986, 19, (2), 190-217 View citations

1985

32. A Simplified Version of the Differencing Test
    International Economic Review, 1985, 26, (3), 639-47 View citations
33. Testing Linear and Loglinear Regressions against Box-Cox Alternatives
    Canadian Journal of Economics, 1985, 18, (3), 499-517 View citations

1984

34. Convenient specification tests for logit and probit models
    Journal of Econometrics, 1984, 25, (3), 241-262 View citations
    See also Working Paper (1982)
35. Model Specification Tests Based on Artificial Linear Regressions
    International Economic Review, 1984, 25, (2), 485-502 View citations
    See also Working Paper (1981)
36. Unanticipated shocks and the maintenance and replacement of durable goods
    Journal of Economic Dynamics and Control, 1984, 8, (1), 99-115
    See also Working Paper (1982)

1983

37. Distribution-Free Statistical Inference with Lorenz Curves and Income Shares
    Review of Economic Studies, 1983, 50, (4), 723-35 View citations
38. Housing Quality, Maintenance and Rehabilitation
    Review of Economic Studies, 1983, 50, (3), 467-94 View citations
39. Inflation and the Savings Rate
    Applied Economics, 1983, 15, (6), 731-43
    See also Working Paper (1982)
40. Small sample properties of alternative forms of the Lagrange Multiplier test
    Economics Letters, 1983, 12, (3-4), 269-275 View citations
    See also Working Paper (1981)
41. Testing the specification of multivariate models in the presence of alternative hypotheses
    Journal of Econometrics, 1983, 23, (3), 301-313 View citations
42. Tests for model specification in the presence of alternative hypotheses: Some further results
    Journal of Econometrics, 1983, 21, (1), 53-70 View citations
    See also Working Paper (1981)

1982

43. Some Non-Nested Hypothesis Tests and the Relations among Them
    Review of Economic Studies, 1982, 49, (4), 551-65 View citations
    See also Working Paper (1980)

1981

44. Efficient estimation of tail-area probabilities in sampling experiments
    Economics Letters, 1981, 8, (1), 73-77 View citations
45. Non-Convexities in Continuous-Time Investment Theory
    Review of Economic Studies, 1981, 48, (2), 235-53 View citations
46. On the Intertemporal Incidence of Externalities
    Economica, 1981, 48, (191), 267-77
47. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Econometrica, 1981, 49, (3), 781-93 View citations
    See also Working Paper (1980)

1980

48. Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables
    Economics Letters, 1980, 6, (2), 119-123
49. On a simple procedure for testing non-nested regression models
    Economics Letters, 1980, 5, (1), 45-48

1977

50. A Homiletic Exposition of the Expected Utility Hypothesis
    Economica, 1977, 44, (176), 351-58 View citations