Details about Russell Davidson

Homepage:	https://russell-davidson.research.mcgill.ca
Workplace:	Department of Economics, McGill University, (more information at EDIRC) École d'Économie d'Aix-Marseille (Aix-Marseille School of Economics (AMSE)), Aix-Marseille Université (Aix-Marseille University), (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 2025-09-07. Update your information in the RePEc Author Service.

Short-id: pda171

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Working Papers

2025

1. Empirically Implementing a Social Welfare Inference Framework
   Working Paper, Economics Department, Queen's University
2. Quantile means and quantile share standard errors and a toolbox of distributional statistics
   Post-Print, HAL View citations (1)
   See also Journal Article Quantile means and quantile share standard errors and a toolbox of distributional statistics, Econometric Reviews, Taylor & Francis Journals (2025) View citations (1) (2025)

2023

3. Bootstrap Performance with Heteroskedasticity
   DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE)

2020

4. The Bootstrap
   Post-Print, HAL
5. The fast iterated bootstrap
   Post-Print, HAL
   See also Journal Article The fast iterated bootstrap, Journal of Econometrics, Elsevier (2020) (2020)

2018

6. Improvements in Bootstrap Inference
   DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE) View citations (15)
7. Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks
   Post-Print, HAL
   See also Journal Article Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks, Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics (2018) (2018)
8. Statistical Inference on the Canadian Middle Class
   Post-Print, HAL View citations (5)
   See also Journal Article Statistical Inference on the Canadian Middle Class, Econometrics, MDPI (2018) View citations (5) (2018)
9. Time-varying parameters: New test tailored to applications in finance and macroeconomics
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University

2017

10. A discrete model for bootstrap iteration
    Post-Print, HAL
    Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (1)
    CeMMAP working papers, Institute for Fiscal Studies (2015)
    See also Journal Article A discrete model for bootstrap iteration, Journal of Econometrics, Elsevier (2017) (2017)
11. Advances in specification testing
    Post-Print, HAL
    See also Journal Article Advances in specification testing, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2017) View citations (1) (2017)
12. Diagnostics for the bootstrap and fast double bootstrap
    Post-Print, HAL View citations (1)
    See also Journal Article Diagnostics for the bootstrap and fast double bootstrap, Econometric Reviews, Taylor & Francis Journals (2017) View citations (1) (2017)

2016

13. Computing, the bootstrap and economics
    Post-Print, HAL View citations (3)
    See also Journal Article Computing, the bootstrap and economics, Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons (2015) View citations (3) (2015)

2015

14. A Parametric Bootstrap for Heavy Tailed Distributions
    Post-Print, HAL View citations (4)
    Also in Working Papers, HAL (2009) View citations (1)
    See also Journal Article A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS, Econometric Theory, Cambridge University Press (2015) View citations (6) (2015)
15. Bootstrap Tests for Overidentification in Linear Regression Models
    Post-Print, HAL View citations (5)
    Also in Working Paper, Economics Department, Queen's University (2014)
    See also Journal Article Bootstrap Tests for Overidentification in Linear Regression Models, Econometrics, MDPI (2015) View citations (7) (2015)
16. Goodness of Fit: An Axiomatic Approach
    Post-Print, HAL View citations (2)
    Also in Working Papers, HAL (2011) View citations (4)
    See also Journal Article Goodness of Fit: An Axiomatic Approach, Journal of Business & Economic Statistics, Taylor & Francis Journals (2015) View citations (2) (2015)
17. More reliable inference for the dissimilarity index of segregation
    Post-Print, HAL View citations (21)
    See also Journal Article More reliable inference for the dissimilarity index of segregation, Econometrics Journal, Royal Economic Society (2015) View citations (21) (2015)

2014

18. Bootstrap Confidence Sets with Weak Instruments
    Post-Print, HAL View citations (8)
    Also in Working Paper, Economics Department, Queen's University (2012)
    See also Journal Article Bootstrap Confidence Sets with Weak Instruments, Econometric Reviews, Taylor & Francis Journals (2014) View citations (10) (2014)
19. Confidence Sets Based on Inverting Anderson-Rubin Tests
    Post-Print, HAL View citations (9)
    Also in Working Paper, Economics Department, Queen's University (2011) View citations (2)
    See also Journal Article Confidence sets based on inverting Anderson–Rubin tests, Econometrics Journal, Royal Economic Society (2014) View citations (9) (2014)
20. 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) View citations (30)

2013

21. Analyse Contrefactuelle de l’Article 55 de la Loi SRU sur la Production de Logements Sociaux
    AMSE Working Papers, Aix-Marseille School of Economics, France View citations (3)
    Also in Working Papers, HAL (2012) View citations (3)
22. Testing for Restricted Stochastic Dominance
    Post-Print, HAL View citations (67)
    Also in LIS Working papers, LIS Cross-National Data Center in Luxembourg (2006) View citations (37)
    Working Papers, ECINEQ, Society for the Study of Economic Inequality (2006) View citations (39)
    Departmental Working Papers, McGill University, Department of Economics (2006) View citations (39)
    Cahiers de recherche, CIRPEE (2006) View citations (39)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2006) View citations (40)
    Working Papers, HAL (2009) View citations (16)
    See also Journal Article Testing for Restricted Stochastic Dominance, Econometric Reviews, Taylor & Francis Journals (2013) View citations (71) (2013)
23. Time and Causality
    Post-Print, HAL View citations (2)
    See also Journal Article Time and Causality, Annals of Economics and Statistics, GENES (2013) View citations (2) (2013)

2010

24. An Agnostic Look at Bayesian Statistics and Econometrics
    Working Papers, HAL
    See also Journal Article An Agnostic Look at Bayesian Statistics and Econometrics, Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library (2010) (2010)
25. Inference on Income Distributions
    Working Papers, HAL View citations (3)

2009

26. Bootstrap inference in a linear equation estimated by instrumental variables
    Working Papers, HAL
    Also in Working Paper, Economics Department, Queen's University (2006) View citations (2)
    Working Paper, Economics Department, Queen's University (2008) View citations (41)
    Departmental Working Papers, McGill University, Department of Economics (2006) View citations (2)
    See also Journal Article Bootstrap inference in a linear equation estimated by instrumental variables, Econometrics Journal, Royal Economic Society (2008) View citations (41) (2008)
27. Bootstraping econometric models
    Working Papers, HAL View citations (1)
    Also in Departmental Working Papers, McGill University, Department of Economics (2007) View citations (10)
28. Exploring the bootstrap discrepancy
    Working Papers, HAL
29. Moments of IV and JIVE estimators
    Working Papers, HAL
    Also in Departmental Working Papers, McGill University, Department of Economics (2006) View citations (3)
    Working Paper, Economics Department, Queen's University (2006) View citations (2)
    See also Journal Article Moments of IV and JIVE estimators, Econometrics Journal, Royal Economic Society (2007) View citations (3) (2007)
30. Reliable inference for the GINI Index
    Working Papers, HAL View citations (55)
    Also in Working Papers, HAL (2007) View citations (2)
    See also Journal Article Reliable inference for the Gini index, Journal of Econometrics, Elsevier (2009) View citations (56) (2009)
31. Size distortion of bootstrap tests: application to a unit root test
    Working Papers, HAL
32. Testing for restricted stochastic dominance: some further results
    Working Papers, HAL View citations (17)
    Also in Departmental Working Papers, McGill University, Department of Economics (2007) View citations (5)
    See also Journal Article Testing for Restricted Stochastic Dominance: Some Further Results, Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library (2009) View citations (19) (2009)
33. Wild bootstrap tests for IV regression
    Working Papers, HAL View citations (1)
    Also in Working Paper, Economics Department, Queen's University (2007) View citations (2)
    Departmental Working Papers, McGill University, Department of Economics (2007) View citations (2)
    See also Journal Article Wild Bootstrap Tests for IV Regression, Journal of Business & Economic Statistics, American Statistical Association (2010) View citations (120) (2010)

2008

34. A REFINED BOOTSTRAP FOR HEAVY TAILED DISTRIBUTIONS
    Departmental Working Papers, McGill University, Department of Economics View citations (2)
35. The wild bootstrap, tamed at last
    Post-Print, HAL View citations (211)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2001) View citations (61)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) View citations (12)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations (25)
    Working Paper, Economics Department, Queen's University (2001) View citations (63)
    See also Journal Article The wild bootstrap, tamed at last, Journal of Econometrics, Elsevier (2008) View citations (220) (2008)

2007

36. Asymptotic and bootstrap inference for inequality and poverty measures
    Post-Print, HAL View citations (87)
    Also in Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) View citations (7)
    Departmental Working Papers, McGill University, Department of Economics (2006)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) View citations (87)
    See also Journal Article Asymptotic and bootstrap inference for inequality and poverty measures, Journal of Econometrics, Elsevier (2007) View citations (91) (2007)

2006

37. Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap
    Working Paper, Economics Department, Queen's University View citations (17)
    Also in Working Papers, HAL (2006) View citations (15)
    See also Journal Article Improving the reliability of bootstrap tests with the fast double bootstrap, Computational Statistics & Data Analysis, Elsevier (2007) View citations (47) (2007)
38. STOCHASTIC DOMINANCE
    Departmental Working Papers, McGill University, Department of Economics View citations (14)
39. THE CASE AGAINST JIVE
    Departmental Working Papers, McGill University, Department of Economics View citations (34)
    Also in Working Paper, Economics Department, Queen's University (2004) View citations (4)
    See also Journal Article The case against JIVE, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) View citations (34) (2006)

2004

40. The Power Of Bootstrap And Asymptotic Tests
    Working Paper, Economics Department, Queen's University View citations (2)
    See also Journal Article The power of bootstrap and asymptotic tests, Journal of Econometrics, Elsevier (2006) View citations (69) (2006)

2001

41. Artificial Regressions
    Working Paper, Economics Department, Queen's University View citations (3)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations (21)
    Working Paper, Economics Department, Queen's University (1999) View citations (2)
42. Bootstrap Tests: How Many Bootstraps?
    Working Paper, Economics Department, Queen's University View citations (17)
    See also Journal Article Bootstrap tests: how many bootstraps?, Econometric Reviews, Taylor & Francis Journals (2000) View citations (185) (2000)

2000

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

1998

44. Efficiency and Robustness in a Geometrical Perspective
    G.R.E.Q.A.M., Universite Aix-Marseille III
45. Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
    Cahiers de recherche, Université Laval - Département d'économique View citations (23)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1998) View citations (7)
    LIS Working papers, LIS Cross-National Data Center in Luxembourg (1998) View citations (13)
    See also Journal Article Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality, Econometrica, Econometric Society (2000) View citations (572) (2000)

1997

46. Bootstrap Testing How Many Bootstraps
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics
47. Bootstrap Testing in Nonlinear Models
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics View citations (1)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1997) View citations (4)
    See also Journal Article Bootstrap Testing in Nonlinear Models, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1999) View citations (59) (1999)
48. Bootstrap Tests of Nonnested Linear Regression Models
    ASSET - Instituto De Economia Publica, ASSET (Association of Southern European Economic Theorists) View citations (1)
    Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1997) View citations (1)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1995) View citations (4)
    See also Journal Article Bootstrap J tests of nonnested linear regression models, Journal of Econometrics, Elsevier (2002) View citations (36) (2002)

1996

49. Survival Probabilities of Random Walks on General Lattices with Trapping Sites
    G.R.E.Q.A.M., Universite Aix-Marseille III
50. The Power of Bootstrap Tests
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics View citations (24)
51. The Size And Power Of Bootstrap Tests
    Working Paper, Economics Department, Queen's University View citations (17)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1996) View citations (16)
52. The Size Distorsion of Bootstrap Tests
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (9)
    Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1996) View citations (16)
    See also Journal Article THE SIZE DISTORTION OF BOOTSTRAP TESTS, Econometric Theory, Cambridge University Press (1999) View citations (130) (1999)
53. Wavelet Analysis of Commodity Price Behavior
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (1)
    See also Journal Article Wavelet Analysis of Commodity Price Behavior, Computational Economics, Springer (1998) View citations (21) (1998)

1995

54. 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 Paper, Economics Department, Queen's University (1988) View citations (1)
    See also Journal Article A general equilibrium spatial model of housing quality and quantity, Regional Science and Urban Economics, Elsevier (1999) View citations (19) (1999)
55. Semiparametric Estimation of ARCH Models Using Nearest Neighbour Regression: Some Mote Carlo Results
    G.R.E.Q.A.M., Universite Aix-Marseille III
56. Statistical Inference for the Measurement of the Incidence of Taxes and Transfers
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (3)
    Also in Working Papers, Laval - Recherche en Politique Economique (1995) View citations (3)
    Cahiers de recherche, Université Laval - Département d'économique (1995) View citations (3)
    See also Journal Article Statistical Inference for the Measurement of the Incidence of Taxes and Transfers, Econometrica, Econometric Society (1997) View citations (89) (1997)

1994

57. Distribution-Free Statistical Inference for Inequality Dominance with Crossing Lorenz Curves
    Working Paper, Economics Department, Queen's University View citations (5)
58. Graphical Methods for Investigating the Size and Power of Hypothesis Tests
    Working Paper, Economics Department, Queen's University View citations (13)
    See also Journal Article Graphical Methods for Investigating the Size and Power of Hypothesis Tests, The Manchester School of Economic & Social Studies, University of Manchester (1998) View citations (152) (1998)

1991

59. Regression-Based Methods for Using Control Variates in Monte Carlo Experiments
    Working Paper, Economics Department, Queen's University View citations (2)
    See also Journal Article Regression-based methods for using control variates in Monte Carlo experiments, Journal of Econometrics, Elsevier (1992) View citations (7) (1992)
60. The Geometry of the Wald Test
    G.R.E.Q.A.M., Universite Aix-Marseille III
    Also in Working Paper, Economics Department, Queen's University (1990) View citations (4)

1990

61. ECONOMIES WITH A TWO-SECTOR REPRESENTATION
    G.R.E.Q.A.M., Universite Aix-Marseille III
    See also Journal Article Economies with a Two-Sector Representation, Economic Theory, Springer (1993) View citations (1) (1993)
62. 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
63. IMPLICIT SEPARABILITY: CHARACTERISATION AND IMPLICATIONS FOR CONSUMER DEMANDS
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (13)
    See also Journal Article Implicit separability: Characterisation and implications for consumer demands, Journal of Economic Theory, Elsevier (1991) View citations (17) (1991)
64. Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments
    Working Paper, Economics Department, Queen's University View citations (1)
65. THE VALIDITY OF PIECEMEAL SECOND-BEST POLICY
    G.R.E.Q.A.M., Universite Aix-Marseille III
    See also Journal Article The validity of piecemeal second-best policy, Journal of Public Economics, Elsevier (1991) View citations (8) (1991)

1989

66. On the welfare effects of anti-discrimination regulations in the EC car market
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (4)
    See also Journal Article On the welfare effects of anti-discrimination regulations in the EC car market, International Journal of Industrial Organization, Elsevier (1989) View citations (12) (1989)

1988

67. A New Form of the Information Matrix Test
    Working Paper, Economics Department, Queen's University View citations (2)
    See also Journal Article A New Form of the Information Matrix Test, Econometrica, Econometric Society (1992) View citations (29) (1992)
68. Specification Tests Based on Artificial Regressions
    Working Paper, Economics Department, Queen's University View citations (3)

1987

69. Double-Length Artificial Regressions
    Working Paper, Economics Department, Queen's University View citations (3)
    Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1987) View citations (2)
    See also Journal Article Double Length Artificial Regressions, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (1988) View citations (7) (1988)
70. Testing for Consistency Using Artificial Regressions
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics View citations (2)
    Also in Working Paper, Economics Department, Queen's University (1987) View citations (21)
    See also Journal Article Testing for Consistency using Artificial Regressions, Econometric Theory, Cambridge University Press (1989) View citations (93) (1989)

1986

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

1985

72. Heteroskedastcity-robust tests in regressions directions
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (13)
    Also in Working Paper, Economics Department, Queen's University (1985) View citations (56)
73. Implicit alternatives and the local power of test statistics
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)
    Also in Working Paper, Economics Department, Queen's University (1984) View citations (2)
    See also Journal Article Implicit Alternatives and the Local Power of Test Statistics, Econometrica, Econometric Society (1987) View citations (54) (1987)
74. The interpretation of test statistics
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (16)

1984

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

1982

76. Convenient Specification Tests for Logit and Probit Models
    Working Paper, Economics Department, Queen's University View citations (3)
    See also Journal Article Convenient specification tests for logit and probit models, Journal of Econometrics, Elsevier (1984) View citations (114) (1984)
77. Inflation and the Savings Rate
    Working Paper, Economics Department, Queen's University View citations (1)
    Also in Working Paper, Economics Department, Queen's University (1979) View citations (1)
78. Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Paper, Economics Department, Queen's University View citations (1)
79. Three Notes on Money and Transaction Costs
    Working Paper, Economics Department, Queen's University
80. Unanticipated Shocks and the Maintenance And Replacement of Durable Goods
    Working Paper, Economics Department, Queen's University
    See also Journal Article Unanticipated shocks and the maintenance and replacement of durable goods, Journal of Economic Dynamics and Control, Elsevier (1984) View citations (1) (1984)
81. Unrestricted Statistical Inference with Lorenz Curves and Income Shares
    Working Paper, Economics Department, Queen's University View citations (2)

1981

82. Model Specification Tests Based on Artificial Linear Regressions
    Working Paper, Economics Department, Queen's University View citations (1)
    Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1980)
    Working Paper, Economics Department, Queen's University (1980)
    See also Journal Article Model Specification Tests Based on Artificial Linear Regressions, International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association (1984) View citations (40) (1984)
83. Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test
    Working Paper, Economics Department, Queen's University
    See also Journal Article Small sample properties of alternative forms of the Lagrange Multiplier test, Economics Letters, Elsevier (1983) View citations (35) (1983)
84. Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results
    Working Paper, Economics Department, Queen's University View citations (58)
    See also Journal Article Tests for model specification in the presence of alternative hypotheses: Some further results, Journal of Econometrics, Elsevier (1983) View citations (157) (1983)

1980

85. Housing Quality and Maintenance
    Working Paper, Economics Department, Queen's University
86. Relations Among Some Non-Nested Hypothesis Tests
    Working Paper, Economics Department, Queen's University
87. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics View citations (4)
    Also in Working Paper, Economics Department, Queen's University (1980) View citations (10)
    See also Journal Article Several Tests for Model Specification in the Presence of Alternative Hypotheses, Econometrica, Econometric Society (1981) View citations (683) (1981)
88. Some Non-Nested Hypothesis Tests and the Relations Among Them
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics
    Also in Working Paper, Economics Department, Queen's University (1980) View citations (2)
    See also Journal Article Some Non-Nested Hypothesis Tests and the Relations Among Them, The Review of Economic Studies, Review of Economic Studies Ltd (1982) View citations (46) (1982)

1979

89. Non-Convexities in a Continuous-Time Capital Theory Problem
    Working Paper, Economics Department, Queen's University View citations (1)

Journal Articles

2025

1. A Statistical Characterization of Median-Based Inequality Measures
   Econometrics, 2025, 13, (3), 1-33
2. Quantile means and quantile share standard errors and a toolbox of distributional statistics
   Econometric Reviews, 2025, 44, (8), 1166-1185 View citations (1)
   See also Working Paper Quantile means and quantile share standard errors and a toolbox of distributional statistics, Post-Print (2025) View citations (1) (2025)

2020

3. The fast iterated bootstrap
   Journal of Econometrics, 2020, 218, (2), 451-475
   See also Working Paper The fast iterated bootstrap, Post-Print (2020) (2020)

2018

4. Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks
   Central European Journal of Economic Modelling and Econometrics, 2018, 10, (1), 1-25
   See also Working Paper Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks, Post-Print (2018) (2018)
5. Statistical Inference on the Canadian Middle Class
   Econometrics, 2018, 6, (1), 1-18 View citations (5)
   See also Working Paper Statistical Inference on the Canadian Middle Class, Post-Print (2018) View citations (5) (2018)

2017

6. A discrete model for bootstrap iteration
   Journal of Econometrics, 2017, 201, (2), 228-236
   See also Working Paper A discrete model for bootstrap iteration, Post-Print (2017) (2017)
7. Advances in specification testing
   Canadian Journal of Economics/Revue canadienne d'économique, 2017, 50, (5), 1595-1631 View citations (1)
   Also in Canadian Journal of Economics, 2017, 50, (5), 1595-1631 (2017) View citations (1)
   See also Working Paper Advances in specification testing, Post-Print (2017) (2017)
8. Diagnostics for the bootstrap and fast double bootstrap
   Econometric Reviews, 2017, 36, (6-9), 1021-1038 View citations (1)
   See also Working Paper Diagnostics for the bootstrap and fast double bootstrap, Post-Print (2017) View citations (1) (2017)

2015

9. A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS
   Econometric Theory, 2015, 31, (3), 449-470 View citations (6)
   See also Working Paper A Parametric Bootstrap for Heavy Tailed Distributions, Post-Print (2015) View citations (4) (2015)
10. Bootstrap Tests for Overidentification in Linear Regression Models
    Econometrics, 2015, 3, (4), 1-39 View citations (7)
    See also Working Paper Bootstrap Tests for Overidentification in Linear Regression Models, Post-Print (2015) View citations (5) (2015)
11. Computing, the bootstrap and economics
    Canadian Journal of Economics/Revue canadienne d'économique, 2015, 48, (4), 1195-1214 View citations (3)
    Also in Canadian Journal of Economics, 2015, 48, (4), 1195-1214 (2015) View citations (3)
    See also Working Paper Computing, the bootstrap and economics, Post-Print (2016) View citations (3) (2016)
12. Goodness of Fit: An Axiomatic Approach
    Journal of Business & Economic Statistics, 2015, 33, (1), 54-67 View citations (2)
    See also Working Paper Goodness of Fit: An Axiomatic Approach, Post-Print (2015) View citations (2) (2015)
13. More reliable inference for the dissimilarity index of segregation
    Econometrics Journal, 2015, 18, (1), 40-66 View citations (21)
    See also Working Paper More reliable inference for the dissimilarity index of segregation, Post-Print (2015) View citations (21) (2015)

2014

14. Bootstrap Confidence Sets with Weak Instruments
    Econometric Reviews, 2014, 33, (5-6), 651-675 View citations (10)
    See also Working Paper Bootstrap Confidence Sets with Weak Instruments, Post-Print (2014) View citations (8) (2014)
15. Confidence sets based on inverting Anderson–Rubin tests
    Econometrics Journal, 2014, 17, (2), S39-S58 View citations (9)
    See also Working Paper Confidence Sets Based on Inverting Anderson-Rubin Tests, Post-Print (2014) View citations (9) (2014)

2013

16. Testing for Restricted Stochastic Dominance
    Econometric Reviews, 2013, 32, (1), 84-125 View citations (71)
    See also Working Paper Testing for Restricted Stochastic Dominance, Post-Print (2013) View citations (67) (2013)
17. Time and Causality
    Annals of Economics and Statistics, 2013, (109-110), 7-22 View citations (2)
    See also Working Paper Time and Causality, Post-Print (2013) View citations (2) (2013)

2012

18. Statistical inference in the presence of heavy tails
    Econometrics Journal, 2012, 15, (1), C31-C53 View citations (21)

2010

19. 'The 21st Century Belongs to Bayes' Debate: Introduction
    Review of Economic Analysis, 2010, 2, (2), 137-138
20. An Agnostic Look at Bayesian Statistics and Econometrics
    Review of Economic Analysis, 2010, 2, (2), 153-168
    See also Working Paper An Agnostic Look at Bayesian Statistics and Econometrics, Working Papers (2010) (2010)
21. Innis Lecture: Inference on income distributions
    Canadian Journal of Economics, 2010, 43, (4), 1122-1148 View citations (3)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2010, 43, (4), 1122-1148 (2010) View citations (3)
22. Size Distortion of Bootstrap Tests: an Example from Unit Root Testing
    Review of Economic Analysis, 2010, 2, (2), 169-193 View citations (3)
23. Wild Bootstrap Tests for IV Regression
    Journal of Business & Economic Statistics, 2010, 28, (1), 128-144 View citations (120)
    See also Working Paper Wild bootstrap tests for IV regression, Working Papers (2009) View citations (1) (2009)

2009

24. Reliable inference for the Gini index
    Journal of Econometrics, 2009, 150, (1), 30-40 View citations (56)
    See also Working Paper Reliable inference for the GINI Index, Working Papers (2009) View citations (55) (2009)
25. Testing for Restricted Stochastic Dominance: Some Further Results
    Review of Economic Analysis, 2009, 1, (1), 34-59 View citations (19)
    See also Working Paper Testing for restricted stochastic dominance: some further results, Working Papers (2009) View citations (17) (2009)
26. The fourth special issue on Computational Econometrics
    Computational Statistics & Data Analysis, 2009, 53, (6), 1923-1924

2008

27. Bootstrap inference in a linear equation estimated by instrumental variables
    Econometrics Journal, 2008, 11, (3), 443-477 View citations (41)
    See also Working Paper Bootstrap inference in a linear equation estimated by instrumental variables, Working Papers (2009) (2009)
28. The wild bootstrap, tamed at last
    Journal of Econometrics, 2008, 146, (1), 162-169 View citations (220)
    See also Working Paper The wild bootstrap, tamed at last, Post-Print (2008) View citations (211) (2008)

2007

29. Asymptotic and bootstrap inference for inequality and poverty measures
    Journal of Econometrics, 2007, 141, (1), 141-166 View citations (91)
    See also Working Paper Asymptotic and bootstrap inference for inequality and poverty measures, Post-Print (2007) View citations (87) (2007)
30. Bootstrapping econometric models (in Russian)
    Quantile, 2007, (3), 13-36 View citations (7)
31. Improving the reliability of bootstrap tests with the fast double bootstrap
    Computational Statistics & Data Analysis, 2007, 51, (7), 3259-3281 View citations (47)
    See also Working Paper Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap, Working Paper (2006) View citations (17) (2006)
32. Moments of IV and JIVE estimators
    Econometrics Journal, 2007, 10, (3), 541-553 View citations (3)
    See also Working Paper Moments of IV and JIVE estimators, Working Papers (2009) (2009)

2006

33. 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 (4)
    Also in Journal of Applied Econometrics, 2006, 21, (6), 843-844 (2006)
34. The case against JIVE
    Journal of Applied Econometrics, 2006, 21, (6), 827-833 View citations (34)
    Also in Journal of Applied Econometrics, 2006, 21, (6), 827-833 (2006) View citations (4)
    See also Working Paper THE CASE AGAINST JIVE, Departmental Working Papers (2006) View citations (34) (2006)
35. The power of bootstrap and asymptotic tests
    Journal of Econometrics, 2006, 133, (2), 421-441 View citations (69)
    See also Working Paper The Power Of Bootstrap And Asymptotic Tests, Working Paper (2004) View citations (2) (2004)

2002

36. Bootstrap J tests of nonnested linear regression models
    Journal of Econometrics, 2002, 109, (1), 167-193 View citations (36)
    See also Working Paper Bootstrap Tests of Nonnested Linear Regression Models, ASSET - Instituto De Economia Publica (1997) View citations (1) (1997)
37. FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
    Econometric Reviews, 2002, 21, (4), 419-429 View citations (28)

2000

38. Bootstrap tests: how many bootstraps?
    Econometric Reviews, 2000, 19, (1), 55-68 View citations (185)
    See also Working Paper Bootstrap Tests: How Many Bootstraps?, Working Paper (2001) View citations (17) (2001)
39. Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
    Econometrica, 2000, 68, (6), 1435-1464 View citations (572)
    See also Working Paper Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality, Cahiers de recherche (1998) View citations (23) (1998)

1999

40. A general equilibrium spatial model of housing quality and quantity
    Regional Science and Urban Economics, 1999, 29, (3), 283-316 View citations (19)
    See also Working Paper A General Equilibrium Spatial Model of Housing Quality and Quantity, Boston College Working Papers in Economics (1995) View citations (1) (1995)
41. Bootstrap Testing in Nonlinear Models
    International Economic Review, 1999, 40, (2), 487-508 View citations (59)
    See also Working Paper Bootstrap Testing in Nonlinear Models, Queen's Institute for Economic Research Discussion Papers (1997) View citations (1) (1997)
42. THE SIZE DISTORTION OF BOOTSTRAP TESTS
    Econometric Theory, 1999, 15, (3), 361-376 View citations (130)
    See also Working Paper The Size Distorsion of Bootstrap Tests, G.R.E.Q.A.M. (1996) View citations (9) (1996)

1998

43. 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 (152)
    See also Working Paper Graphical Methods for Investigating the Size and Power of Hypothesis Tests, Working Paper (1994) View citations (13) (1994)
44. Wavelet Analysis of Commodity Price Behavior
    Computational Economics, 1998, 11, (1-2), 103-28 View citations (21)
    See also Working Paper Wavelet Analysis of Commodity Price Behavior, G.R.E.Q.A.M. (1996) View citations (1) (1996)

1997

45. Statistical Inference for the Measurement of the Incidence of Taxes and Transfers
    Econometrica, 1997, 65, (6), 1453-1466 View citations (89)
    See also Working Paper Statistical Inference for the Measurement of the Incidence of Taxes and Transfers, G.R.E.Q.A.M. (1995) View citations (3) (1995)

1993

46. Economies with a Two-Sector Representation
    Economic Theory, 1993, 3, (4), 717-34 View citations (1)
    See also Working Paper ECONOMIES WITH A TWO-SECTOR REPRESENTATION, G.R.E.Q.A.M. (1990) (1990)

1992

47. A New Form of the Information Matrix Test
    Econometrica, 1992, 60, (1), 145-57 View citations (29)
    See also Working Paper A New Form of the Information Matrix Test, Working Paper (1988) View citations (2) (1988)
48. L'intégration des marchés de l'agro-industrie en Europe et la PAC
    Cahiers d'Economie et Sociologie Rurales, 1992, 22, 53-64
    Also in Cahiers d'Economie et de Sociologie Rurales (CESR), 1992, 22 (1992)
49. Regression-based methods for using control variates in Monte Carlo experiments
    Journal of Econometrics, 1992, 54, (1-3), 203-222 View citations (7)
    See also Working Paper Regression-Based Methods for Using Control Variates in Monte Carlo Experiments, Working Paper (1991) View citations (2) (1991)

1991

50. Artificial regressions and C ([alpha]) tests
    Economics Letters, 1991, 35, (2), 149-153
51. Implicit separability: Characterisation and implications for consumer demands
    Journal of Economic Theory, 1991, 55, (2), 364-399 View citations (17)
    See also Working Paper IMPLICIT SEPARABILITY: CHARACTERISATION AND IMPLICATIONS FOR CONSUMER DEMANDS, G.R.E.Q.A.M. (1990) View citations (13) (1990)
52. The validity of piecemeal second-best policy
    Journal of Public Economics, 1991, 46, (3), 267-290 View citations (8)
    See also Working Paper THE VALIDITY OF PIECEMEAL SECOND-BEST POLICY, G.R.E.Q.A.M. (1990) (1990)
53. Une nouvelle forme du test de la matrice d'information
    Annals of Economics and Statistics, 1991, (20-21), 171-192 View citations (1)

1989

54. 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 (12)
    See also Working Paper On the welfare effects of anti-discrimination regulations in the EC car market, LIDAM Reprints CORE (1989) View citations (4) (1989)
55. Testing for Consistency using Artificial Regressions
    Econometric Theory, 1989, 5, (3), 363-384 View citations (93)
    See also Working Paper Testing for Consistency Using Artificial Regressions, Queen's Institute for Economic Research Discussion Papers (1987) View citations (2) (1987)

1988

56. Double Length Artificial Regressions
    Oxford Bulletin of Economics and Statistics, 1988, 50, (2), 203-17 View citations (7)
    See also Working Paper Double-Length Artificial Regressions, Working Paper (1987) View citations (3) (1987)

1987

57. Implicit Alternatives and the Local Power of Test Statistics
    Econometrica, 1987, 55, (6), 1305-29 View citations (54)
    See also Working Paper Implicit alternatives and the local power of test statistics, LIDAM Discussion Papers CORE (1985) (1985)

1986

58. Spatial aspects of housing quality, density, and maintenance
    Journal of Urban Economics, 1986, 19, (2), 190-217 View citations (14)

1985

59. A Simplified Version of the Differencing Test
    International Economic Review, 1985, 26, (3), 639-47 View citations (15)
60. Testing Linear and Loglinear Regressions against Box-Cox Alternatives
    Canadian Journal of Economics, 1985, 18, (3), 499-517 View citations (50)

1984

61. Convenient specification tests for logit and probit models
    Journal of Econometrics, 1984, 25, (3), 241-262 View citations (114)
    See also Working Paper Convenient Specification Tests for Logit and Probit Models, Working Paper (1982) View citations (3) (1982)
62. Model Specification Tests Based on Artificial Linear Regressions
    International Economic Review, 1984, 25, (2), 485-502 View citations (40)
    See also Working Paper Model Specification Tests Based on Artificial Linear Regressions, Working Paper (1981) View citations (1) (1981)
63. 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 Unanticipated Shocks and the Maintenance And Replacement of Durable Goods, Working Paper (1982) (1982)

1983

64. Distribution-Free Statistical Inference with Lorenz Curves and Income Shares
    The Review of Economic Studies, 1983, 50, (4), 723-735 View citations (166)
65. Housing Quality, Maintenance and Rehabilitation
    The Review of Economic Studies, 1983, 50, (3), 467-494 View citations (55)
66. Small sample properties of alternative forms of the Lagrange Multiplier test
    Economics Letters, 1983, 12, (3-4), 269-275 View citations (35)
    See also Working Paper Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test, Working Paper (1981) (1981)
67. Testing the specification of multivariate models in the presence of alternative hypotheses
    Journal of Econometrics, 1983, 23, (3), 301-313 View citations (22)
68. Tests for model specification in the presence of alternative hypotheses: Some further results
    Journal of Econometrics, 1983, 21, (1), 53-70 View citations (157)
    See also Working Paper Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results, Working Paper (1981) View citations (58) (1981)

1982

69. Some Non-Nested Hypothesis Tests and the Relations Among Them
    The Review of Economic Studies, 1982, 49, (4), 551-565 View citations (46)
    See also Working Paper Some Non-Nested Hypothesis Tests and the Relations Among Them, Queen's Institute for Economic Research Discussion Papers (1980) (1980)

1981

70. Efficient estimation of tail-area probabilities in sampling experiments
    Economics Letters, 1981, 8, (1), 73-77 View citations (7)
71. Non-Convexities in Continuous Time Investment Theory
    The Review of Economic Studies, 1981, 48, (2), 235-253 View citations (41)
72. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Econometrica, 1981, 49, (3), 781-93 View citations (683)
    See also Working Paper Several Tests for Model Specification in the Presence of Alternative Hypotheses, Queen's Institute for Economic Research Discussion Papers (1980) View citations (4) (1980)

1980

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

Books

2009

1. Econometric Theory and Methods: International Edition
   OUP Catalogue, Oxford University Press View citations (22)

1993

2. Estimation and Inference in Econometrics
   OUP Catalogue, Oxford University Press View citations (3080)