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 2013-06-14. Update your information in the RePEc Author Service.

Short-id: pda171

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Working Papers

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
   Also in Working Papers, HAL (2012)

2012

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

2011

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

2010

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

2009

7. A parametric bootstrap for heavytailed distributions
   Working Papers, HAL
8. Bootstrap inference in a linear equation estimated by instrumental variables
   Working Papers, HAL
   Also in Working Papers, Queen's University, Department of Economics (2008) View citations (2)
   Working Papers, Queen's University, Department of Economics (2006) View citations (2)
   Departmental Working Papers, McGill University, Department of Economics (2006) View citations (2)
   See also Journal Article in Econometrics Journal (2008)
9. Bootstraping econometric models
   Working Papers, HAL
   Also in Departmental Working Papers, McGill University, Department of Economics (2007)
10. Exploring the bootstrap discrepancy
    Working Papers, HAL
11. Moments of IV and JIVE estimators
    Working Papers, HAL
    Also in Departmental Working Papers, McGill University, Department of Economics (2006) View citations (3)
    Working Papers, Queen's University, Department of Economics (2006) View citations (2)
    See also Journal Article in Econometrics Journal (2007)
12. Reliable inference for the GINI Index
    Working Papers, HAL
    Also in Working Papers, HAL (2007) View citations (1)
    See also Journal Article in Journal of Econometrics (2009)
13. Size distortion of bootstrap tests: application to a unit root test
    Working Papers, HAL
14. Testing for restricted stochastic dominance
    Working Papers, HAL View citations (3)
    Also in Departmental Working Papers, McGill University, Department of Economics (2006) View citations (11)
    Cahiers de recherche, CIRPEE (2006) View citations (11)
    Working Papers, ECINEQ, Society for the Study of Economic Inequality (2006) View citations (10)
    IZA Discussion Papers, Institute for the Study of Labor (IZA) (2006) View citations (16)
    See also Journal Article in Econometric Reviews (2013)
15. Testing for restricted stochastic dominance: some further results
    Working Papers, HAL View citations (3)
    Also in Departmental Working Papers, McGill University, Department of Economics (2007) View citations (2)
    See also Journal Article in Review of Economic Analysis (2009)
16. Wild bootstrap tests for IV regression
    Working Papers, HAL
    Also in Working Papers, Queen's University, Department of Economics (2008) View citations (1)
    Departmental Working Papers, McGill University, Department of Economics (2007) View citations (1)
    See also Journal Article in Journal of Business & Economic Statistics (2010)

2008

17. A REFINED BOOTSTRAP FOR HEAVY TAILED DISTRIBUTIONS
    Departmental Working Papers, McGill University, Department of Economics

2007

18. Asymptotic and bootstrap inference for inequality and poverty measures
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (18)
    Also in Departmental Working Papers, McGill University, Department of Economics (2006)
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) View citations (3)
    See also Journal Article in Journal of Econometrics (2007)

2006

19. Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap
    Working Papers, Queen's University, Department of Economics View citations (5)
    Also in Working Papers, HAL (2006) View citations (3)
    See also Journal Article in Computational Statistics & Data Analysis (2007)
20. STOCHASTIC DOMINANCE
    Departmental Working Papers, McGill University, Department of Economics View citations (14)
21. THE CASE AGAINST JIVE
    Departmental Working Papers, McGill University, Department of Economics View citations (11)
    Also in Working Papers, Queen's University, Department of Economics (2004) View citations (3)
    See also Journal Article in Journal of Applied Econometrics (2006)

2004

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

2001

23. Artificial Regressions
    Working Papers, Queen's University, Department of Economics View citations (1)
    Also in Working Papers, Queen's University, Department of Economics (1999) View citations (2)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations (23)
24. Bootstrap Tests: How Many Bootstraps?
    Working Papers, Queen's University, Department of Economics View citations (15)
    See also Journal Article in Econometric Reviews (2000)
25. The Wild Bootstrap, Tamed at Last
    Working Papers, Queen's University, Department of Economics View citations (29)
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (10)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations (29)
    See also Journal Article in Journal of Econometrics (2008)

2000

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

1998

27. Efficiency and Robustness in a Geometrical Perspective
    G.R.E.Q.A.M., Universite Aix-Marseille III
28. 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) View citations (18)
    See also Journal Article in Econometrica (2000)

1997

29. 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)
30. 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

31. Survival Probabilities of Random Walks on General Lattices with Trapping Sites
    G.R.E.Q.A.M., Universite Aix-Marseille III
32. 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)
33. 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) View citations (10)
34. 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

35. A General Equilibrium Spatial Model of Housing Quality and Quantity
    Boston College Working Papers in Economics, Boston College Department of Economics 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)
36. Semiparametric Estimation of ARCH Models Using Nearest Neighbour Regression: Some Mote Carlo Results
    G.R.E.Q.A.M., Universite Aix-Marseille III
37. 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) View citations (2)
    See also Journal Article in Econometrica (1997)

1994

38. Distribution-Free Statistical Inference for Inequality Dominance with Crossing Lorenz Curves
    Working Papers, Queen's University, Department of Economics
39. Graphical Methods for Investigating the Size and Power of Hypothesis Tests
    Working Papers, Queen's University, Department of Economics View citations (10)
    See also Journal Article in The Manchester School of Economic & Social Studies (1998)

1991

40. 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)

1990

41. ECONOMIES WITH A TWO-SECTOR REPRESENTATION
    UBC Departmental Archives, UBC Department of Economics
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1990)
    See also Journal Article in Economic Theory (1993)
42. 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
43. 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)
44. Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments
    Working Papers, Queen's University, Department of Economics View citations (1)
45. THE VALIDITY OF PIECEMEAL SECOND-BEST POLICY
    UBC Departmental Archives, UBC Department of Economics
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1990)
    See also Journal Article in Journal of Public Economics (1991)

1988

46. 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)
47. Specification Tests Based on Artificial Regressions
    Working Papers, Queen's University, Department of Economics View citations (3)

1987

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

1986

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

1985

51. Heteroskedasticity-Robust Tests in Regression Directions
    Working Papers, Queen's University, Department of Economics View citations (27)
52. 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 (2)
    See also Journal Article in Econometrica (1987)
53. The interpretation of test statistics
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (5)

1984

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

1982

55. Convenient Specification Tests for Logit and Probit Models
    Working Papers, Queen's University, Department of Economics View citations (4)
    See also Journal Article in Journal of Econometrics (1984)
56. Inflation and the Savings Rate
    Working Papers, Queen's University, Department of Economics View citations (1)
    Also in Working Papers, Queen's University, Department of Economics (1979) View citations (1)
57. Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Papers, Queen's University, Department of Economics
58. Three Notes on Money and Transaction Costs
    Working Papers, Queen's University, Department of Economics
59. 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)
60. Unrestricted Statistical Inference with Lorenz Curves and Income Shares
    Working Papers, Queen's University, Department of Economics View citations (2)

1981

61. Model Specification Tests Based on Artificial Linear Regressions
    Working Papers, Queen's University, Department of Economics View citations (2)
    Also in Working Papers, Queen's University, Department of Economics (1980) View citations (1)
    See also Journal Article in International Economic Review (1984)
62. 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)
63. Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results
    Working Papers, Queen's University, Department of Economics View citations (8)
    See also Journal Article in Journal of Econometrics (1983)

1980

64. Housing Quality and Maintenance
    Working Papers, Queen's University, Department of Economics
65. Relations Among Some Non-Nested Hypothesis Tests
    Working Papers, Queen's University, Department of Economics
66. 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)
67. 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

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

Journal Articles

2013

1. Testing for Restricted Stochastic Dominance
   Econometric Reviews, 2013, 32, (1), 84-125
   See also Working Paper (2009)

2012

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

2010

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

2009

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

2008

11. Bootstrap inference in a linear equation estimated by instrumental variables
    Econometrics Journal, 2008, 11, (3), 443-477 View citations (2)
    See also Working Paper (2009)
12. The wild bootstrap, tamed at last
    Journal of Econometrics, 2008, 146, (1), 162-169 View citations (24)
    See also Working Paper (2001)

2007

13. Asymptotic and bootstrap inference for inequality and poverty measures
    Journal of Econometrics, 2007, 141, (1), 141-166 View citations (24)
    See also Working Paper (2007)
14. Bootstrapping econometric models (in Russian)
    Quantile, 2007, (3), 13-36
15. Improving the reliability of bootstrap tests with the fast double bootstrap
    Computational Statistics & Data Analysis, 2007, 51, (7), 3259-3281 View citations (8)
    See also Working Paper (2006)
16. Moments of IV and JIVE estimators
    Econometrics Journal, 2007, 10, (3), 541-553 View citations (1)
    See also Working Paper (2009)

2006

17. Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'
    Journal of Applied Econometrics, 2006, 21, (6), 843-844 View citations (3)
18. The case against JIVE
    Journal of Applied Econometrics, 2006, 21, (6), 827-833 View citations (11)
    See also Working Paper (2006)
19. The power of bootstrap and asymptotic tests
    Journal of Econometrics, 2006, 133, (2), 421-441 View citations (19)
    See also Working Paper (2004)

2002

20. Bootstrap J tests of nonnested linear regression models
    Journal of Econometrics, 2002, 109, (1), 167-193 View citations (9)
    See also Working Paper (1997)
21. FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
    Econometric Reviews, 2002, 21, (4), 419-429 View citations (8)

2000

22. Bootstrap tests: how many bootstraps?
    Econometric Reviews, 2000, 19, (1), 55-68 View citations (26)
    See also Working Paper (2001)
23. Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
    Econometrica, 2000, 68, (6), 1435-1464 View citations (163)
    See also Working Paper (1998)

1999

24. A general equilibrium spatial model of housing quality and quantity
    Regional Science and Urban Economics, 1999, 29, (3), 283-316 View citations (5)
    See also Working Paper (1995)
25. Bootstrap Testing in Nonlinear Models
    International Economic Review, 1999, 40, (2), 487-508 View citations (28)
    See also Working Paper (1997)
26. THE SIZE DISTORTION OF BOOTSTRAP TESTS
    Econometric Theory, 1999, 15, (03), 361-376 View citations (67)
    See also Working Paper (1996)

1998

27. 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 (76)
    See also Working Paper (1994)
28. Wavelet Analysis of Commodity Price Behavior
    Computational Economics, 1998, 11, (1-2), 103-28 View citations (5)
    See also Working Paper (1996)

1997

29. Statistical Inference for the Measurement of the Incidence of Taxes and Transfers
    Econometrica, 1997, 65, (6), 1453-1466 View citations (50)
    See also Working Paper (1995)

1993

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

1992

31. A New Form of the Information Matrix Test
    Econometrica, 1992, 60, (1), 145-57 View citations (15)
    See also Working Paper (1988)
32. Regression-based methods for using control variates in Monte Carlo experiments
    Journal of Econometrics, 1992, 54, (1-3), 203-222 View citations (4)

1991

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

1989

37. 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 (6)
38. Testing for Consistency using Artificial Regressions
    Econometric Theory, 1989, 5, (03), 363-384 View citations (47)
    See also Working Paper (1987)

1988

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

1987

40. Implicit Alternatives and the Local Power of Test Statistics
    Econometrica, 1987, 55, (6), 1305-29 View citations (23)
    See also Working Paper (1985)

1986

41. Spatial aspects of housing quality, density, and maintenance
    Journal of Urban Economics, 1986, 19, (2), 190-217 View citations (8)

1985

42. A Simplified Version of the Differencing Test
    International Economic Review, 1985, 26, (3), 639-47 View citations (3)
43. Testing Linear and Loglinear Regressions against Box-Cox Alternatives
    Canadian Journal of Economics, 1985, 18, (3), 499-517 View citations (24)

1984

44. Convenient specification tests for logit and probit models
    Journal of Econometrics, 1984, 25, (3), 241-262 View citations (65)
    See also Working Paper (1982)
45. Model Specification Tests Based on Artificial Linear Regressions
    International Economic Review, 1984, 25, (2), 485-502 View citations (17)
    See also Working Paper (1981)
46. Unanticipated shocks and the maintenance and replacement of durable goods
    Journal of Economic Dynamics and Control, 1984, 8, (1), 99-115 View citations (1)
    See also Working Paper (1982)

1983

47. Distribution-Free Statistical Inference with Lorenz Curves and Income Shares
    Review of Economic Studies, 1983, 50, (4), 723-35 View citations (68)
48. Housing Quality, Maintenance and Rehabilitation
    Review of Economic Studies, 1983, 50, (3), 467-94 View citations (20)
49. Small sample properties of alternative forms of the Lagrange Multiplier test
    Economics Letters, 1983, 12, (3-4), 269-275 View citations (18)
    See also Working Paper (1981)
50. Testing the specification of multivariate models in the presence of alternative hypotheses
    Journal of Econometrics, 1983, 23, (3), 301-313 View citations (7)
51. Tests for model specification in the presence of alternative hypotheses: Some further results
    Journal of Econometrics, 1983, 21, (1), 53-70 View citations (78)
    See also Working Paper (1981)

1982

52. Some Non-Nested Hypothesis Tests and the Relations among Them
    Review of Economic Studies, 1982, 49, (4), 551-65 View citations (13)
    See also Working Paper (1980)

1981

53. Efficient estimation of tail-area probabilities in sampling experiments
    Economics Letters, 1981, 8, (1), 73-77 View citations (5)
54. Non-Convexities in Continuous-Time Investment Theory
    Review of Economic Studies, 1981, 48, (2), 235-53 View citations (13)
55. On the Intertemporal Incidence of Externalities
    Economica, 1981, 48, (191), 267-77
56. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Econometrica, 1981, 49, (3), 781-93 View citations (262)
    See also Working Paper (1980)

1980

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

1977

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

Books

2009

1. Econometric Theory and Methods: International Edition
   OUP Catalogue, Oxford University Press View citations (2)

1993

2. Estimation and Inference in Econometrics
   OUP Catalogue, Oxford University Press View citations (643)