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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 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pda171


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Working Papers

2023

  1. 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) Downloads

2020

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

2018

  1. 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) Downloads View citations (12)
  2. Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks
    Post-Print, HAL Downloads
    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) Downloads (2018)
  3. Statistical Inference on the Canadian Middle Class
    Post-Print, HAL Downloads View citations (5)
    See also Journal Article Statistical Inference on the Canadian Middle Class, Econometrics, MDPI (2018) Downloads View citations (5) (2018)
  4. Time-varying parameters: New test tailored to applications in finance and macroeconomics
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads

2017

  1. A discrete model for bootstrap iteration
    Post-Print, HAL
    Also in CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (1)

    See also Journal Article A discrete model for bootstrap iteration, Journal of Econometrics, Elsevier (2017) Downloads (2017)
  2. Advances in specification testing
    Post-Print, HAL Downloads
    See also Journal Article Advances in specification testing, Canadian Journal of Economics, Canadian Economics Association (2017) Downloads (2017)
  3. 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) Downloads View citations (1) (2017)

2016

  1. Computing, the bootstrap and economics
    Post-Print, HAL Downloads View citations (3)
    See also Journal Article Computing, the bootstrap and economics, Canadian Journal of Economics, Canadian Economics Association (2015) Downloads View citations (3) (2015)

2015

  1. A Parametric Bootstrap for Heavy Tailed Distributions
    Post-Print, HAL View citations (4)
    Also in Working Papers, HAL (2009) Downloads View citations (1)

    See also Journal Article A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS, Econometric Theory, Cambridge University Press (2015) Downloads View citations (6) (2015)
  2. Bootstrap Tests for Overidentification in Linear Regression Models
    Post-Print, HAL Downloads View citations (5)
    Also in Working Paper, Economics Department, Queen's University (2014) Downloads

    See also Journal Article Bootstrap Tests for Overidentification in Linear Regression Models, Econometrics, MDPI (2015) Downloads View citations (7) (2015)
  3. Goodness of Fit: An Axiomatic Approach
    Post-Print, HAL View citations (2)
    Also in Working Papers, HAL (2011) Downloads View citations (4)

    See also Journal Article Goodness of Fit: An Axiomatic Approach, Journal of Business & Economic Statistics, Taylor & Francis Journals (2015) Downloads View citations (2) (2015)
  4. 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) Downloads View citations (20) (2015)

2014

  1. Bootstrap Confidence Sets with Weak Instruments
    Post-Print, HAL View citations (7)
    Also in Working Paper, Economics Department, Queen's University (2012) Downloads

    See also Journal Article Bootstrap Confidence Sets with Weak Instruments, Econometric Reviews, Taylor & Francis Journals (2014) Downloads View citations (8) (2014)
  2. Confidence Sets Based on Inverting Anderson-Rubin Tests
    Post-Print, HAL View citations (9)
    Also in Working Paper, Economics Department, Queen's University (2011) Downloads View citations (2)

    See also Journal Article Confidence sets based on inverting Anderson–Rubin tests, Econometrics Journal, Royal Economic Society (2014) Downloads View citations (9) (2014)
  3. 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 View citations (27)

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, France Downloads View citations (2)
    Also in Working Papers, HAL (2012) Downloads View citations (3)
  2. Testing for Restricted Stochastic Dominance
    Post-Print, HAL View citations (66)
    Also in Cahiers de recherche, CIRPEE (2006) Downloads View citations (39)
    Working Papers, HAL (2009) Downloads View citations (16)
    Working Papers, ECINEQ, Society for the Study of Economic Inequality (2006) Downloads View citations (39)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2006) Downloads View citations (40)
    Departmental Working Papers, McGill University, Department of Economics (2006) Downloads View citations (39)
    LIS Working papers, LIS Cross-National Data Center in Luxembourg (2006) Downloads View citations (37)

    See also Journal Article Testing for Restricted Stochastic Dominance, Econometric Reviews, Taylor & Francis Journals (2013) Downloads View citations (67) (2013)
  3. Time and Causality
    Post-Print, HAL View citations (2)
    See also Journal Article Time and Causality, Annals of Economics and Statistics, GENES (2013) Downloads View citations (2) (2013)

2010

  1. An Agnostic Look at Bayesian Statistics and Econometrics
    Working Papers, HAL Downloads
    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) Downloads (2010)
  2. Inference on Income Distributions
    Working Papers, HAL Downloads View citations (3)

2009

  1. Bootstrap inference in a linear equation estimated by instrumental variables
    Working Papers, HAL Downloads
    Also in Departmental Working Papers, McGill University, Department of Economics (2006) Downloads View citations (2)
    Working Paper, Economics Department, Queen's University (2008) Downloads View citations (36)
    Working Paper, Economics Department, Queen's University (2006) Downloads 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 (36) (2008)
  2. Bootstraping econometric models
    Working Papers, HAL Downloads View citations (1)
    Also in Departmental Working Papers, McGill University, Department of Economics (2007) Downloads View citations (10)
  3. Exploring the bootstrap discrepancy
    Working Papers, HAL Downloads
  4. Moments of IV and JIVE estimators
    Working Papers, HAL Downloads
    Also in Working Paper, Economics Department, Queen's University (2006) Downloads View citations (2)
    Departmental Working Papers, McGill University, Department of Economics (2006) Downloads View citations (3)

    See also Journal Article Moments of IV and JIVE estimators, Econometrics Journal, Royal Economic Society (2007) View citations (3) (2007)
  5. Reliable inference for the GINI Index
    Working Papers, HAL Downloads View citations (54)
    Also in Working Papers, HAL (2007) Downloads View citations (1)

    See also Journal Article Reliable inference for the Gini index, Journal of Econometrics, Elsevier (2009) Downloads View citations (54) (2009)
  6. Size distortion of bootstrap tests: application to a unit root test
    Working Papers, HAL Downloads
  7. Testing for restricted stochastic dominance: some further results
    Working Papers, HAL Downloads View citations (17)
    Also in Departmental Working Papers, McGill University, Department of Economics (2007) Downloads 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) Downloads View citations (18) (2009)
  8. Wild bootstrap tests for IV regression
    Working Papers, HAL Downloads View citations (1)
    Also in Working Paper, Economics Department, Queen's University (2007) Downloads View citations (2)
    Departmental Working Papers, McGill University, Department of Economics (2007) Downloads View citations (2)

    See also Journal Article Wild Bootstrap Tests for IV Regression, Journal of Business & Economic Statistics, American Statistical Association (2010) Downloads View citations (104) (2010)

2008

  1. A REFINED BOOTSTRAP FOR HEAVY TAILED DISTRIBUTIONS
    Departmental Working Papers, McGill University, Department of Economics Downloads View citations (2)
  2. The wild bootstrap, tamed at last
    Post-Print, HAL Downloads View citations (200)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2001) Downloads View citations (61)
    Working Paper, Economics Department, Queen's University (2001) Downloads View citations (63)
    G.R.E.Q.A.M., Universite Aix-Marseille III (1999) View citations (25)
    Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads View citations (13)

    See also Journal Article The wild bootstrap, tamed at last, Journal of Econometrics, Elsevier (2008) Downloads View citations (204) (2008)

2007

  1. Asymptotic and bootstrap inference for inequality and poverty measures
    Post-Print, HAL Downloads View citations (79)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) Downloads View citations (79)
    Cahiers de la Maison des Sciences Economiques, Université Panthéon-Sorbonne (Paris 1) (2004) Downloads View citations (7)
    Departmental Working Papers, McGill University, Department of Economics (2006) Downloads

    See also Journal Article Asymptotic and bootstrap inference for inequality and poverty measures, Journal of Econometrics, Elsevier (2007) Downloads View citations (82) (2007)

2006

  1. Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap
    Working Paper, Economics Department, Queen's University Downloads View citations (17)
    Also in Working Papers, HAL (2006) Downloads View citations (15)

    See also Journal Article Improving the reliability of bootstrap tests with the fast double bootstrap, Computational Statistics & Data Analysis, Elsevier (2007) Downloads View citations (46) (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 (33)
    Also in Working Paper, Economics Department, Queen's University (2004) Downloads View citations (4)

    See also Journal Article The case against JIVE, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2006) Downloads View citations (33) (2006)

2004

  1. The Power Of Bootstrap And Asymptotic Tests
    Working Paper, Economics Department, Queen's University Downloads View citations (2)
    See also Journal Article The power of bootstrap and asymptotic tests, Journal of Econometrics, Elsevier (2006) Downloads View citations (67) (2006)

2001

  1. Artificial Regressions
    Working Paper, Economics Department, Queen's University Downloads 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) Downloads View citations (2)
  2. Bootstrap Tests: How Many Bootstraps?
    Working Paper, Economics Department, Queen's University Downloads View citations (17)
    See also Journal Article Bootstrap tests: how many bootstraps?, Econometric Reviews, Taylor & Francis Journals (2000) Downloads View citations (176) (2000)

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
    LIS Working papers, LIS Cross-National Data Center in Luxembourg Downloads View citations (13)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1998) View citations (7)
    Cahiers de recherche, Université Laval - Département d'économique (1998) Downloads View citations (23)

    See also Journal Article Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality, Econometrica, Econometric Society (2000) View citations (559) (2000)

1997

  1. Bootstrap Testing How Many Bootstraps
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics Downloads
  2. Bootstrap Testing in Nonlinear Models
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (4)
    Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1997) Downloads View citations (1)

    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 (56) (1999)
  3. 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) Downloads 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) Downloads View citations (36) (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 Power of Bootstrap Tests
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics Downloads View citations (23)
  3. The Size And Power Of Bootstrap Tests
    Working Paper, Economics Department, Queen's University Downloads View citations (16)
    Also in G.R.E.Q.A.M., Universite Aix-Marseille III (1996) View citations (15)
  4. 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) Downloads View citations (16)

    See also Journal Article THE SIZE DISTORTION OF BOOTSTRAP TESTS, Econometric Theory, Cambridge University Press (1999) Downloads View citations (127) (1999)
  5. 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) Downloads View citations (20) (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 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) Downloads View citations (19) (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 (3)
    Also in Cahiers de recherche, Université Laval - Département d'économique (1995) Downloads View citations (3)
    Working Papers, Laval - Recherche en Politique Economique (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

  1. Distribution-Free Statistical Inference for Inequality Dominance with Crossing Lorenz Curves
    Working Paper, Economics Department, Queen's University Downloads View citations (5)
  2. Graphical Methods for Investigating the Size and Power of Hypothesis Tests
    Working Paper, Economics Department, Queen's University Downloads 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 (148) (1998)

1991

  1. Regression-Based Methods for Using Control Variates in Monte Carlo Experiments
    Working Paper, Economics Department, Queen's University Downloads View citations (2)
    See also Journal Article Regression-based methods for using control variates in Monte Carlo experiments, Journal of Econometrics, Elsevier (1992) Downloads View citations (7) (1992)
  2. 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) Downloads View citations (4)

1990

  1. 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)
  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 (13)
    See also Journal Article Implicit separability: Characterisation and implications for consumer demands, Journal of Economic Theory, Elsevier (1991) Downloads View citations (17) (1991)
  4. Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments
    Working Paper, Economics Department, Queen's University 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 The validity of piecemeal second-best policy, Journal of Public Economics, Elsevier (1991) Downloads View citations (8) (1991)

1989

  1. 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) Downloads 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) Downloads View citations (12) (1989)

1988

  1. 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) Downloads View citations (29) (1992)
  2. Specification Tests Based on Artificial Regressions
    Working Paper, Economics Department, Queen's University Downloads View citations (3)

1987

  1. Double-Length Artificial Regressions
    Working Paper, Economics Department, Queen's University Downloads View citations (3)
    Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1987) Downloads 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)
  2. Testing for Consistency Using Artificial Regressions
    Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics Downloads View citations (2)
    Also in Working Paper, Economics Department, Queen's University (1987) Downloads View citations (21)

    See also Journal Article Testing for Consistency using Artificial Regressions, Econometric Theory, Cambridge University Press (1989) Downloads View citations (90) (1989)

1986

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

1985

  1. Heteroskedastcity-robust tests in regressions directions
    LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (10)
    Also in Working Paper, Economics Department, Queen's University (1985) Downloads View citations (53)
  2. 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) Downloads View citations (51) (1987)
  3. The interpretation of test statistics
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (16)

1984

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

1982

  1. Convenient Specification Tests for Logit and Probit Models
    Working Paper, Economics Department, Queen's University Downloads View citations (3)
    See also Journal Article Convenient specification tests for logit and probit models, Journal of Econometrics, Elsevier (1984) Downloads View citations (109) (1984)
  2. Inflation and the Savings Rate
    Working Paper, Economics Department, Queen's University Downloads View citations (1)
    Also in Working Paper, Economics Department, Queen's University (1979) View citations (1)
  3. Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses
    Working Paper, Economics Department, Queen's University View citations (1)
  4. Three Notes on Money and Transaction Costs
    Working Paper, Economics Department, Queen's University
  5. 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) Downloads View citations (1) (1984)
  6. Unrestricted Statistical Inference with Lorenz Curves and Income Shares
    Working Paper, Economics Department, Queen's University View citations (2)

1981

  1. 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) Downloads
    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) Downloads View citations (40) (1984)
  2. 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) Downloads View citations (35) (1983)
  3. Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results
    Working Paper, Economics Department, Queen's University View citations (55)
    See also Journal Article Tests for model specification in the presence of alternative hypotheses: Some further results, Journal of Econometrics, Elsevier (1983) Downloads View citations (156) (1983)

1980

  1. Housing Quality and Maintenance
    Working Paper, Economics Department, Queen's University
  2. Relations Among Some Non-Nested Hypothesis Tests
    Working Paper, Economics Department, Queen's University
  3. 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 Downloads 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) Downloads View citations (665) (1981)
  4. Some Non-Nested Hypothesis Tests and the Relations Among Them
    Working Paper, Economics Department, Queen's University View citations (2)
    Also in Queen's Institute for Economic Research Discussion Papers, Queen's University - Department of Economics (1980) Downloads

    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) Downloads View citations (45) (1982)

1979

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

Journal Articles

2020

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

2018

  1. 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 Downloads
    See also Working Paper Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks, Post-Print (2018) Downloads (2018)
  2. Statistical Inference on the Canadian Middle Class
    Econometrics, 2018, 6, (1), 1-18 Downloads View citations (5)
    See also Working Paper Statistical Inference on the Canadian Middle Class, Post-Print (2018) Downloads View citations (5) (2018)

2017

  1. A discrete model for bootstrap iteration
    Journal of Econometrics, 2017, 201, (2), 228-236 Downloads
    See also Working Paper A discrete model for bootstrap iteration, Post-Print (2017) (2017)
  2. Advances in specification testing
    Canadian Journal of Economics, 2017, 50, (5), 1595-1631 Downloads
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2017, 50, (5), 1595-1631 (2017) Downloads

    See also Working Paper Advances in specification testing, Post-Print (2017) Downloads (2017)
  3. Diagnostics for the bootstrap and fast double bootstrap
    Econometric Reviews, 2017, 36, (6-9), 1021-1038 Downloads View citations (1)
    See also Working Paper Diagnostics for the bootstrap and fast double bootstrap, Post-Print (2017) View citations (1) (2017)

2015

  1. A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS
    Econometric Theory, 2015, 31, (3), 449-470 Downloads View citations (6)
    See also Working Paper A Parametric Bootstrap for Heavy Tailed Distributions, Post-Print (2015) View citations (4) (2015)
  2. Bootstrap Tests for Overidentification in Linear Regression Models
    Econometrics, 2015, 3, (4), 1-39 Downloads View citations (7)
    See also Working Paper Bootstrap Tests for Overidentification in Linear Regression Models, Post-Print (2015) Downloads View citations (5) (2015)
  3. Computing, the bootstrap and economics
    Canadian Journal of Economics, 2015, 48, (4), 1195-1214 Downloads View citations (3)
    Also in Canadian Journal of Economics/Revue canadienne d'économique, 2015, 48, (4), 1195-1214 (2015) Downloads View citations (3)

    See also Working Paper Computing, the bootstrap and economics, Post-Print (2016) Downloads View citations (3) (2016)
  4. Goodness of Fit: An Axiomatic Approach
    Journal of Business & Economic Statistics, 2015, 33, (1), 54-67 Downloads View citations (2)
    See also Working Paper Goodness of Fit: An Axiomatic Approach, Post-Print (2015) View citations (2) (2015)
  5. More reliable inference for the dissimilarity index of segregation
    Econometrics Journal, 2015, 18, (1), 40-66 Downloads View citations (20)
    See also Working Paper More reliable inference for the dissimilarity index of segregation, Post-Print (2015) View citations (21) (2015)

2014

  1. Bootstrap Confidence Sets with Weak Instruments
    Econometric Reviews, 2014, 33, (5-6), 651-675 Downloads View citations (8)
    See also Working Paper Bootstrap Confidence Sets with Weak Instruments, Post-Print (2014) View citations (7) (2014)
  2. Confidence sets based on inverting Anderson–Rubin tests
    Econometrics Journal, 2014, 17, (2), S39-S58 Downloads View citations (9)
    See also Working Paper Confidence Sets Based on Inverting Anderson-Rubin Tests, Post-Print (2014) View citations (9) (2014)

2013

  1. Testing for Restricted Stochastic Dominance
    Econometric Reviews, 2013, 32, (1), 84-125 Downloads View citations (67)
    See also Working Paper Testing for Restricted Stochastic Dominance, Post-Print (2013) View citations (66) (2013)
  2. Time and Causality
    Annals of Economics and Statistics, 2013, (109-110), 7-22 Downloads View citations (2)
    See also Working Paper Time and Causality, Post-Print (2013) View citations (2) (2013)

2012

  1. Statistical inference in the presence of heavy tails
    Econometrics Journal, 2012, 15, (1), C31-C53 Downloads View citations (20)

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 An Agnostic Look at Bayesian Statistics and Econometrics, Working Papers (2010) Downloads (2010)
  3. Innis Lecture: Inference on income distributions
    Canadian Journal of Economics/Revue canadienne d'économique, 2010, 43, (4), 1122-1148 Downloads View citations (3)
    Also in Canadian Journal of Economics, 2010, 43, (4), 1122-1148 (2010) Downloads View citations (3)
  4. Size Distortion of Bootstrap Tests: an Example from Unit Root Testing
    Review of Economic Analysis, 2010, 2, (2), 169-193 Downloads View citations (3)
  5. Wild Bootstrap Tests for IV Regression
    Journal of Business & Economic Statistics, 2010, 28, (1), 128-144 Downloads View citations (104)
    See also Working Paper Wild bootstrap tests for IV regression, Working Papers (2009) Downloads View citations (1) (2009)

2009

  1. Reliable inference for the Gini index
    Journal of Econometrics, 2009, 150, (1), 30-40 Downloads View citations (54)
    See also Working Paper Reliable inference for the GINI Index, Working Papers (2009) Downloads View citations (54) (2009)
  2. Testing for Restricted Stochastic Dominance: Some Further Results
    Review of Economic Analysis, 2009, 1, (1), 34-59 Downloads View citations (18)
    See also Working Paper Testing for restricted stochastic dominance: some further results, Working Papers (2009) Downloads View citations (17) (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 View citations (36)
    See also Working Paper Bootstrap inference in a linear equation estimated by instrumental variables, Working Papers (2009) Downloads (2009)
  2. The wild bootstrap, tamed at last
    Journal of Econometrics, 2008, 146, (1), 162-169 Downloads View citations (204)
    See also Working Paper The wild bootstrap, tamed at last, Post-Print (2008) Downloads View citations (200) (2008)

2007

  1. Asymptotic and bootstrap inference for inequality and poverty measures
    Journal of Econometrics, 2007, 141, (1), 141-166 Downloads View citations (82)
    See also Working Paper Asymptotic and bootstrap inference for inequality and poverty measures, Post-Print (2007) Downloads View citations (79) (2007)
  2. Bootstrapping econometric models (in Russian)
    Quantile, 2007, (3), 13-36 Downloads View citations (7)
  3. Improving the reliability of bootstrap tests with the fast double bootstrap
    Computational Statistics & Data Analysis, 2007, 51, (7), 3259-3281 Downloads View citations (46)
    See also Working Paper Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap, Working Paper (2006) Downloads View citations (17) (2006)
  4. 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) Downloads (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 (4)
    Also in Journal of Applied Econometrics, 2006, 21, (6), 843-844 (2006) Downloads
  2. The case against JIVE
    Journal of Applied Econometrics, 2006, 21, (6), 827-833 Downloads View citations (33)
    Also in Journal of Applied Econometrics, 2006, 21, (6), 827-833 (2006) Downloads View citations (3)

    See also Working Paper THE CASE AGAINST JIVE, Departmental Working Papers (2006) Downloads View citations (33) (2006)
  3. The power of bootstrap and asymptotic tests
    Journal of Econometrics, 2006, 133, (2), 421-441 Downloads View citations (67)
    See also Working Paper The Power Of Bootstrap And Asymptotic Tests, Working Paper (2004) Downloads View citations (2) (2004)

2002

  1. Bootstrap J tests of nonnested linear regression models
    Journal of Econometrics, 2002, 109, (1), 167-193 Downloads View citations (36)
    See also Working Paper Bootstrap Tests of Nonnested Linear Regression Models, ASSET - Instituto De Economia Publica (1997) View citations (1) (1997)
  2. FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
    Econometric Reviews, 2002, 21, (4), 419-429 Downloads View citations (27)

2000

  1. Bootstrap tests: how many bootstraps?
    Econometric Reviews, 2000, 19, (1), 55-68 Downloads View citations (176)
    See also Working Paper Bootstrap Tests: How Many Bootstraps?, Working Paper (2001) Downloads View citations (17) (2001)
  2. Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
    Econometrica, 2000, 68, (6), 1435-1464 View citations (559)
    See also Working Paper Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality, LIS Working papers (1998) Downloads View citations (13) (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 (19)
    See also Working Paper A General Equilibrium Spatial Model of Housing Quality and Quantity, Boston College Working Papers in Economics (1995) Downloads View citations (1) (1995)
  2. Bootstrap Testing in Nonlinear Models
    International Economic Review, 1999, 40, (2), 487-508 View citations (56)
    See also Working Paper Bootstrap Testing in Nonlinear Models, G.R.E.Q.A.M. (1997) View citations (4) (1997)
  3. THE SIZE DISTORTION OF BOOTSTRAP TESTS
    Econometric Theory, 1999, 15, (3), 361-376 Downloads View citations (127)
    See also Working Paper The Size Distorsion of Bootstrap Tests, G.R.E.Q.A.M. (1996) View citations (9) (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 (148)
    See also Working Paper Graphical Methods for Investigating the Size and Power of Hypothesis Tests, Working Paper (1994) Downloads View citations (13) (1994)
  2. Wavelet Analysis of Commodity Price Behavior
    Computational Economics, 1998, 11, (1-2), 103-28 Downloads View citations (20)
    See also Working Paper Wavelet Analysis of Commodity Price Behavior, G.R.E.Q.A.M. (1996) View citations (1) (1996)

1997

  1. 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

  1. 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

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

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 (17)
    See also Working Paper IMPLICIT SEPARABILITY: CHARACTERISATION AND IMPLICATIONS FOR CONSUMER DEMANDS, G.R.E.Q.A.M. (1990) View citations (13) (1990)
  3. The validity of piecemeal second-best policy
    Journal of Public Economics, 1991, 46, (3), 267-290 Downloads View citations (8)
    See also Working Paper THE VALIDITY OF PIECEMEAL SECOND-BEST POLICY, G.R.E.Q.A.M. (1990) (1990)
  4. Une nouvelle forme du test de la matrice d'information
    Annals of Economics and Statistics, 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 (12)
    See also Working Paper On the welfare effects of anti-discrimination regulations in the EC car market, LIDAM Reprints CORE (1989) Downloads View citations (4) (1989)
  2. Testing for Consistency using Artificial Regressions
    Econometric Theory, 1989, 5, (3), 363-384 Downloads View citations (90)
    See also Working Paper Testing for Consistency Using Artificial Regressions, Queen's Institute for Economic Research Discussion Papers (1987) Downloads View citations (2) (1987)

1988

  1. 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) Downloads View citations (3) (1987)

1987

  1. Implicit Alternatives and the Local Power of Test Statistics
    Econometrica, 1987, 55, (6), 1305-29 Downloads View citations (51)
    See also Working Paper Implicit alternatives and the local power of test statistics, LIDAM Discussion Papers CORE (1985) (1985)

1986

  1. Spatial aspects of housing quality, density, and maintenance
    Journal of Urban Economics, 1986, 19, (2), 190-217 Downloads View citations (13)

1985

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

1984

  1. Convenient specification tests for logit and probit models
    Journal of Econometrics, 1984, 25, (3), 241-262 Downloads View citations (109)
    See also Working Paper Convenient Specification Tests for Logit and Probit Models, Working Paper (1982) Downloads View citations (3) (1982)
  2. Model Specification Tests Based on Artificial Linear Regressions
    International Economic Review, 1984, 25, (2), 485-502 Downloads View citations (40)
    See also Working Paper Model Specification Tests Based on Artificial Linear Regressions, Working Paper (1981) View citations (1) (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 Unanticipated Shocks and the Maintenance And Replacement of Durable Goods, Working Paper (1982) (1982)

1983

  1. Distribution-Free Statistical Inference with Lorenz Curves and Income Shares
    The Review of Economic Studies, 1983, 50, (4), 723-735 Downloads View citations (166)
  2. Housing Quality, Maintenance and Rehabilitation
    The Review of Economic Studies, 1983, 50, (3), 467-494 Downloads View citations (53)
  3. Small sample properties of alternative forms of the Lagrange Multiplier test
    Economics Letters, 1983, 12, (3-4), 269-275 Downloads View citations (35)
    See also Working Paper Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test, Working Paper (1981) (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 (21)
  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 (156)
    See also Working Paper Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results, Working Paper (1981) View citations (55) (1981)

1982

  1. Some Non-Nested Hypothesis Tests and the Relations Among Them
    The Review of Economic Studies, 1982, 49, (4), 551-565 Downloads View citations (45)
    See also Working Paper Some Non-Nested Hypothesis Tests and the Relations Among Them, Working Paper (1980) View citations (2) (1980)

1981

  1. Efficient estimation of tail-area probabilities in sampling experiments
    Economics Letters, 1981, 8, (1), 73-77 Downloads View citations (7)
  2. Non-Convexities in Continuous Time Investment Theory
    The Review of Economic Studies, 1981, 48, (2), 235-253 Downloads View citations (42)
  3. Several Tests for Model Specification in the Presence of Alternative Hypotheses
    Econometrica, 1981, 49, (3), 781-93 Downloads View citations (665)
    See also Working Paper Several Tests for Model Specification in the Presence of Alternative Hypotheses, Queen's Institute for Economic Research Discussion Papers (1980) Downloads View citations (4) (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 (2)
  2. On a simple procedure for testing non-nested regression models
    Economics Letters, 1980, 5, (1), 45-48 Downloads

Books

2009

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

1993

  1. Estimation and Inference in Econometrics
    OUP Catalogue, Oxford University Press View citations (2989)
 
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