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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), Aix-Marseille School of Economics (AMSE), (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 2014-11-04. Update your information in the RePEc Author Service.

Short-id: pda171


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Working Papers

2014

  1. Bootstrap tests for overidentification in linear regression models
    Working Papers, Queen's University, Department of Economics Downloads
  2. Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
    DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) Downloads

2013

  1. Analyse Contrefactuelle de l’Article 55 de la Loi SRU sur la Production de Logements Sociaux
    AMSE Working Papers, Aix-Marseille School of Economics, Marseille, France Downloads View citations (1)
    Also in Working Papers, HAL (2012) Downloads

2012

  1. Bootstrap Confidence Sets with Weak Instruments
    Working Papers, Queen's University, Department of Economics Downloads

2011

  1. Confidence Sets Based on Inverting Anderson-Rubin Tests
    Working Papers, Queen's University, Department of Economics Downloads View citations (1)
  2. Goodness of Fit: an axiomatic approach
    Working Papers, HAL Downloads

2010

  1. An Agnostic Look at Bayesian Statistics and Econometrics
    Working Papers, HAL Downloads
    See also Journal Article in Review of Economic Analysis (2010)
  2. Inference on Income Distributions
    Working Papers, HAL Downloads

2009

  1. A parametric bootstrap for heavytailed distributions
    Working Papers, HAL Downloads View citations (1)
  2. Bootstrap inference in a linear equation estimated by instrumental variables
    Working Papers, HAL Downloads
    Also in Working Papers, Queen's University, Department of Economics (2008) Downloads View citations (7)
    Working Papers, Queen's University, Department of Economics (2006) Downloads View citations (2)
    Departmental Working Papers, McGill University, Department of Economics (2006) Downloads View citations (2)

    See also Journal Article in Econometrics Journal (2008)
  3. Bootstraping econometric models
    Working Papers, HAL Downloads
    Also in Departmental Working Papers, McGill University, Department of Economics (2007) Downloads
  4. Exploring the bootstrap discrepancy
    Working Papers, HAL Downloads
  5. Moments of IV and JIVE estimators
    Working Papers, HAL Downloads
    Also in Departmental Working Papers, McGill University, Department of Economics (2006) Downloads View citations (3)
    Working Papers, Queen's University, Department of Economics (2006) Downloads View citations (2)

    See also Journal Article in Econometrics Journal (2007)
  6. Reliable inference for the GINI Index
    Working Papers, HAL Downloads View citations (3)
    Also in Working Papers, HAL (2007) Downloads View citations (1)

    See also Journal Article in Journal of Econometrics (2009)
  7. Size distortion of bootstrap tests: application to a unit root test
    Working Papers, HAL Downloads
  8. Testing for restricted stochastic dominance
    Working Papers, HAL Downloads View citations (3)
    Also in Departmental Working Papers, McGill University, Department of Economics (2006) Downloads View citations (13)
    Cahiers de recherche, CIRPEE (2006) Downloads View citations (13)
    Working Papers, ECINEQ, Society for the Study of Economic Inequality (2006) Downloads View citations (12)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2006) Downloads View citations (18)

    See also Journal Article in Econometric Reviews (2013)
  9. Testing for restricted stochastic dominance: some further results
    Working Papers, HAL Downloads View citations (3)
    Also in Departmental Working Papers, McGill University, Department of Economics (2007) Downloads View citations (2)

    See also Journal Article in Review of Economic Analysis (2009)
  10. Wild bootstrap tests for IV regression
    Working Papers, HAL Downloads
    Also in Working Papers, Queen's University, Department of Economics (2008) Downloads View citations (1)
    Departmental Working Papers, McGill University, Department of Economics (2007) Downloads View citations (1)

    See also Journal Article in Journal of Business & Economic Statistics (2010)

2008

  1. A REFINED BOOTSTRAP FOR HEAVY TAILED DISTRIBUTIONS
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (2)

2007

  1. Asymptotic and bootstrap inference for inequality and poverty measures
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (30)
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) Downloads View citations (3)
    Departmental Working Papers, McGill University, Department of Economics (2006) Downloads

    See also Journal Article in Journal of Econometrics (2007)

2006

  1. Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap
    Working Papers, Queen's University, Department of Economics Downloads View citations (7)
    Also in Working Papers, HAL (2006) Downloads View citations (4)

    See also Journal Article in Computational Statistics & Data Analysis (2007)
  2. STOCHASTIC DOMINANCE
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (14)
  3. THE CASE AGAINST JIVE
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (14)
    Also in Working Papers, Queen's University, Department of Economics (2004) Downloads View citations (3)

    See also Journal Article in Journal of Applied Econometrics (2006)

2004

  1. The Power of Bootstrap and Asymptotic Tests
    Working Papers, Queen's University, Department of Economics Downloads View citations (2)
    See also Journal Article in Journal of Econometrics (2006)

2001

  1. Artificial Regressions
    Working Papers, Queen's University, Department of Economics Downloads View citations (2)
    Also in Working Papers, Queen's University, Department of Economics (1999) Downloads View citations (2)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations (23)
  2. Bootstrap Tests: How Many Bootstraps?
    Working Papers, Queen's University, Department of Economics Downloads View citations (15)
    See also Journal Article in Econometric Reviews (2000)
  3. The Wild Bootstrap, Tamed at Last
    Working Papers, Queen's University, Department of Economics Downloads View citations (28)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2001) Downloads View citations (3)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (11)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations (25)

    See also Journal Article in Journal of Econometrics (2008)

2000

  1. Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (2)

1998

  1. Efficiency and Robustness in a Geometrical Perspective
    G.R.E.Q.A.M., Universite Aix-Marseille III
  2. 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 (6)
    Also in Cahiers de recherche, Université Laval - Département d'économique (1998) Downloads View citations (20)

    See also Journal Article in Econometrica (2000)

1997

  1. Bootstrap Testing in Nonlinear Models
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (3)
    See also Journal Article in International Economic Review (1999)
  2. Bootstrap Tests of Nonnested Linear Regression Models
    ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1995) View citations (4)

    See also Journal Article in Journal of Econometrics (2002)

1996

  1. Survival Probabilities of Random Walks on General Lattices with Trapping Sites
    G.R.E.Q.A.M., Universite Aix-Marseille III
  2. The Size Distorsion of Bootstrap Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (3)
    See also Journal Article in Econometric Theory (1999)
  3. The Size and Power of Bootstrap Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (9)
    Also in Working Papers, Queen's University, Department of Economics (1996) Downloads View citations (10)
  4. 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

  1. A General Equilibrium Spatial Model of Housing Quality and Quantity
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    Also in Working Papers, Queen's University, Department of Economics (1988) View citations (1)

    See also Journal Article in Regional Science and Urban Economics (1999)
  2. Semiparametric Estimation of ARCH Models Using Nearest Neighbour Regression: Some Mote Carlo Results
    G.R.E.Q.A.M., Universite Aix-Marseille III
  3. Statistical Inference for the Measurement of the Incidence of Taxes and Transfers
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (1)
    Also in Working Papers, Laval - Recherche en Politique Economique (1995) View citations (1)
    Cahiers de recherche, Université Laval - Département d'économique (1995) Downloads View citations (2)

    See also Journal Article in Econometrica (1997)

1994

  1. Distribution-Free Statistical Inference for Inequality Dominance with Crossing Lorenz Curves
    Working Papers, Queen's University, Department of Economics Downloads
  2. Graphical Methods for Investigating the Size and Power of Hypothesis Tests
    Working Papers, Queen's University, Department of Economics Downloads View citations (11)
    See also Journal Article in The Manchester School of Economic & Social Studies (1998)

1991

  1. 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) Downloads

1990

  1. ECONOMIES WITH A TWO-SECTOR REPRESENTATION
    G.R.E.Q.A.M., Universite Aix-Marseille III
    See also Journal Article in Economic Theory (1993)
  2. 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
  3. IMPLICIT SEPARABILITY: CHARACTERISATION AND IMPLICATIONS FOR CONSUMER DEMANDS
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (10)
    See also Journal Article in Journal of Economic Theory (1991)
  4. Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments
    Working Papers, Queen's University, Department of Economics Downloads View citations (1)
  5. THE VALIDITY OF PIECEMEAL SECOND-BEST POLICY
    G.R.E.Q.A.M., Universite Aix-Marseille III
    See also Journal Article in Journal of Public Economics (1991)

1988

  1. A New Form of the Information Matrix Test
    Working Papers, Queen's University, Department of Economics View citations (2)
    See also Journal Article in Econometrica (1992)
  2. Specification Tests Based on Artificial Regressions
    Working Papers, Queen's University, Department of Economics Downloads View citations (3)

1987

  1. Double-Length Artificial Regressions
    Working Papers, Queen's University, Department of Economics Downloads View citations (2)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (1988)
  2. Testing for Consistency using Artificial Regressions
    Working Papers, Queen's University, Department of Economics Downloads View citations (20)
    See also Journal Article in Econometric Theory (1989)

1986

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

1985

  1. Heteroskedasticity-Robust Tests in Regression Directions
    Working Papers, Queen's University, Department of Economics Downloads View citations (37)
    Also in CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
  2. 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 (1)

    See also Journal Article in Econometrica (1987)
  3. The interpretation of test statistics
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (7)

1984

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

1982

  1. Convenient Specification Tests for Logit and Probit Models
    Working Papers, Queen's University, Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of Econometrics (1984)
  2. Inflation and the Savings Rate
    Working Papers, Queen's University, Department of Economics Downloads View citations (1)
    Also in Working Papers, Queen's University, Department of Economics (1979) View citations (1)
  3. Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Papers, Queen's University, Department of Economics
  4. Three Notes on Money and Transaction Costs
    Working Papers, Queen's University, Department of Economics
  5. 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)
  6. Unrestricted Statistical Inference with Lorenz Curves and Income Shares
    Working Papers, Queen's University, Department of Economics View citations (2)

1981

  1. Model Specification Tests Based on Artificial Linear Regressions
    Working Papers, Queen's University, Department of Economics View citations (1)
    Also in Working Papers, Queen's University, Department of Economics (1980)

    See also Journal Article in International Economic Review (1984)
  2. 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)
  3. Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results
    Working Papers, Queen's University, Department of Economics View citations (15)
    See also Journal Article in Journal of Econometrics (1983)

1980

  1. Housing Quality and Maintenance
    Working Papers, Queen's University, Department of Economics
  2. Relations Among Some Non-Nested Hypothesis Tests
    Working Papers, Queen's University, Department of Economics
  3. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Papers, Queen's University, Department of Economics View citations (4)
    See also Journal Article in Econometrica (1981)
  4. Some Non-Nested Hypothesis Tests and the Relations Among Them
    Working Papers, Queen's University, Department of Economics View citations (3)
    See also Journal Article in Review of Economic Studies (1982)

1979

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

Undated

  1. On the welfare effects of anti-discrimination regulations in the EC car market
    CORE Discussion Papers RP, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in International Journal of Industrial Organization (1989)

Journal Articles

2013

  1. Testing for Restricted Stochastic Dominance
    Econometric Reviews, 2013, 32, (1), 84-125 Downloads View citations (4)
    See also Working Paper (2009)
  2. Times and Causality
    Annales d'Economie et de Statistique, 2013, (109-110), 1 Downloads

2012

  1. Statistical inference in the presence of heavy tails
    Econometrics Journal, 2012, 15, (1), C31-C53 Downloads View citations (5)

2010

  1. 'The 21st Century Belongs to Bayes' Debate: Introduction
    Review of Economic Analysis, 2010, 2, (2), 137-138 Downloads
  2. An Agnostic Look at Bayesian Statistics and Econometrics
    Review of Economic Analysis, 2010, 2, (2), 153-168 Downloads
    See also Working Paper (2010)
  3. Innis Lecture: Inference on income distributions
    Canadian Journal of Economics, 2010, 43, (4), 1122-1148 Downloads
  4. Size Distortion of Bootstrap Tests: an Example from Unit Root Testing
    Review of Economic Analysis, 2010, 2, (2), 169-193 Downloads
  5. Wild Bootstrap Tests for IV Regression
    Journal of Business & Economic Statistics, 2010, 28, (1), 128-144 Downloads View citations (10)
    See also Working Paper (2009)

2009

  1. Reliable inference for the Gini index
    Journal of Econometrics, 2009, 150, (1), 30-40 Downloads View citations (9)
    See also Working Paper (2009)
  2. Testing for Restricted Stochastic Dominance: Some Further Results
    Review of Economic Analysis, 2009, 1, (1), 34-59 Downloads View citations (3)
    See also Working Paper (2009)
  3. The fourth special issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2009, 53, (6), 1923-1924 Downloads

2008

  1. Bootstrap inference in a linear equation estimated by instrumental variables
    Econometrics Journal, 2008, 11, (3), 443-477 Downloads View citations (7)
    See also Working Paper (2009)
  2. The wild bootstrap, tamed at last
    Journal of Econometrics, 2008, 146, (1), 162-169 Downloads View citations (44)
    See also Working Paper (2001)

2007

  1. Asymptotic and bootstrap inference for inequality and poverty measures
    Journal of Econometrics, 2007, 141, (1), 141-166 Downloads View citations (35)
    See also Working Paper (2007)
  2. Bootstrapping econometric models (in Russian)
    Quantile, 2007, (3), 13-36 Downloads
  3. Improving the reliability of bootstrap tests with the fast double bootstrap
    Computational Statistics & Data Analysis, 2007, 51, (7), 3259-3281 Downloads View citations (15)
    See also Working Paper (2006)
  4. Moments of IV and JIVE estimators
    Econometrics Journal, 2007, 10, (3), 541-553 Downloads View citations (1)
    See also Working Paper (2009)

2006

  1. Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'
    Journal of Applied Econometrics, 2006, 21, (6), 843-844 Downloads View citations (3)
  2. The case against JIVE
    Journal of Applied Econometrics, 2006, 21, (6), 827-833 Downloads View citations (14)
    See also Working Paper (2006)
  3. The power of bootstrap and asymptotic tests
    Journal of Econometrics, 2006, 133, (2), 421-441 Downloads View citations (24)
    See also Working Paper (2004)

2002

  1. Bootstrap J tests of nonnested linear regression models
    Journal of Econometrics, 2002, 109, (1), 167-193 Downloads View citations (12)
    See also Working Paper (1997)
  2. FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
    Econometric Reviews, 2002, 21, (4), 419-429 Downloads View citations (13)

2000

  1. Bootstrap tests: how many bootstraps?
    Econometric Reviews, 2000, 19, (1), 55-68 Downloads View citations (51)
    See also Working Paper (2001)
  2. Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
    Econometrica, 2000, 68, (6), 1435-1464 View citations (227)
    See also Working Paper (1998)

1999

  1. A general equilibrium spatial model of housing quality and quantity
    Regional Science and Urban Economics, 1999, 29, (3), 283-316 Downloads View citations (5)
    See also Working Paper (1995)
  2. Bootstrap Testing in Nonlinear Models
    International Economic Review, 1999, 40, (2), 487-508 View citations (33)
    See also Working Paper (1997)
  3. THE SIZE DISTORTION OF BOOTSTRAP TESTS
    Econometric Theory, 1999, 15, (03), 361-376 Downloads View citations (74)
    See also Working Paper (1996)

1998

  1. 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 (78)
    See also Working Paper (1994)
  2. Wavelet Analysis of Commodity Price Behavior
    Computational Economics, 1998, 11, (1-2), 103-28 Downloads View citations (11)
    See also Working Paper (1996)

1997

  1. Statistical Inference for the Measurement of the Incidence of Taxes and Transfers
    Econometrica, 1997, 65, (6), 1453-1466 View citations (53)
    See also Working Paper (1995)

1993

  1. Economies with a Two-Sector Representation
    Economic Theory, 1993, 3, (4), 717-34 View citations (1)
    See also Working Paper (1990)

1992

  1. A New Form of the Information Matrix Test
    Econometrica, 1992, 60, (1), 145-57 Downloads View citations (14)
    See also Working Paper (1988)
  2. Regression-based methods for using control variates in Monte Carlo experiments
    Journal of Econometrics, 1992, 54, (1-3), 203-222 Downloads View citations (4)

1991

  1. Artificial regressions and C ([alpha]) tests
    Economics Letters, 1991, 35, (2), 149-153 Downloads
  2. Implicit separability: Characterisation and implications for consumer demands
    Journal of Economic Theory, 1991, 55, (2), 364-399 Downloads View citations (6)
    See also Working Paper (1990)
  3. The validity of piecemeal second-best policy
    Journal of Public Economics, 1991, 46, (3), 267-290 Downloads View citations (4)
    See also Working Paper (1990)
  4. Une nouvelle forme du test de la matrice d'information
    Annales d'Economie et de Statistique, 1991, (20-21), 171-192 Downloads View citations (1)

1989

  1. On the welfare effects of anti-discrimination regulations in the EC car market
    International Journal of Industrial Organization, 1989, 7, (2), 205-230 Downloads View citations (7)
    See also Working Paper
  2. Testing for Consistency using Artificial Regressions
    Econometric Theory, 1989, 5, (03), 363-384 Downloads View citations (57)
    See also Working Paper (1987)

1988

  1. Double Length Artificial Regressions
    Oxford Bulletin of Economics and Statistics, 1988, 50, (2), 203-17 View citations (3)
    See also Working Paper (1987)

1987

  1. Implicit Alternatives and the Local Power of Test Statistics
    Econometrica, 1987, 55, (6), 1305-29 Downloads View citations (26)
    See also Working Paper (1985)

1986

  1. Spatial aspects of housing quality, density, and maintenance
    Journal of Urban Economics, 1986, 19, (2), 190-217 Downloads View citations (10)

1985

  1. A Simplified Version of the Differencing Test
    International Economic Review, 1985, 26, (3), 639-47 Downloads View citations (5)
  2. Testing Linear and Loglinear Regressions against Box-Cox Alternatives
    Canadian Journal of Economics, 1985, 18, (3), 499-517 Downloads View citations (27)

1984

  1. Convenient specification tests for logit and probit models
    Journal of Econometrics, 1984, 25, (3), 241-262 Downloads View citations (67)
    See also Working Paper (1982)
  2. Model Specification Tests Based on Artificial Linear Regressions
    International Economic Review, 1984, 25, (2), 485-502 Downloads View citations (22)
    See also Working Paper (1981)
  3. Unanticipated shocks and the maintenance and replacement of durable goods
    Journal of Economic Dynamics and Control, 1984, 8, (1), 99-115 Downloads View citations (1)
    See also Working Paper (1982)

1983

  1. Distribution-Free Statistical Inference with Lorenz Curves and Income Shares
    Review of Economic Studies, 1983, 50, (4), 723-35 Downloads View citations (91)
  2. Housing Quality, Maintenance and Rehabilitation
    Review of Economic Studies, 1983, 50, (3), 467-94 Downloads View citations (26)
  3. Small sample properties of alternative forms of the Lagrange Multiplier test
    Economics Letters, 1983, 12, (3-4), 269-275 Downloads View citations (20)
    See also Working Paper (1981)
  4. Testing the specification of multivariate models in the presence of alternative hypotheses
    Journal of Econometrics, 1983, 23, (3), 301-313 Downloads View citations (9)
  5. Tests for model specification in the presence of alternative hypotheses: Some further results
    Journal of Econometrics, 1983, 21, (1), 53-70 Downloads View citations (94)
    See also Working Paper (1981)

1982

  1. Some Non-Nested Hypothesis Tests and the Relations among Them
    Review of Economic Studies, 1982, 49, (4), 551-65 Downloads View citations (18)
    See also Working Paper (1980)

1981

  1. Efficient estimation of tail-area probabilities in sampling experiments
    Economics Letters, 1981, 8, (1), 73-77 Downloads View citations (5)
  2. Non-Convexities in Continuous-Time Investment Theory
    Review of Economic Studies, 1981, 48, (2), 235-53 Downloads View citations (20)
  3. On the Intertemporal Incidence of Externalities
    Economica, 1981, 48, (191), 267-77 Downloads
  4. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Econometrica, 1981, 49, (3), 781-93 Downloads View citations (337)
    See also Working Paper (1980)

1980

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

1977

  1. A Homiletic Exposition of the Expected Utility Hypothesis
    Economica, 1977, 44, (176), 351-58 Downloads View citations (5)

Books

2009

  1. Econometric Theory and Methods: International Edition
    OUP Catalogue, Oxford University Press View citations (5)

1993

  1. Estimation and Inference in Econometrics
    OUP Catalogue, Oxford University Press View citations (923)
 
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