Russell Davidson

Generating author description...

All published works

Action	Title	Year	Authors
+ PDF Chat	Statistical Inference on the Canadian Middle Class	2018	Russell Davidson
+ PDF Chat	Advances in specification testing	2017	Russell Davidson Victoria Zinde‐Walsh
+	Advances in specification testing	2017	Russell Davidson Victoria Zinde‐Walsh
+ PDF Chat	A discrete model for bootstrap iteration	2017	Russell Davidson
+	Diagnostics for the bootstrap and fast double bootstrap	2017	Russell Davidson
+	Une nouvelle forme du test de Ia matrice d'information	2016	Russell Davidson James G. MacKinnon
+ PDF Chat	Bootstrap Tests for Overidentification in Linear Regression Models	2015	Russell Davidson James G. MacKinnon
+	A discrete model for bootstrap iteration	2015	Russell Davidson
+ PDF Chat	A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS	2014	Adriana Cornea‐Madeira Russell Davidson
+ PDF Chat	Bootstrap Confidence Sets with Weak Instruments	2013	Russell Davidson James G. MacKinnon
+ PDF Chat	Confidence sets based on inverting Anderson–Rubin tests	2013	Russell Davidson James G. MacKinnon
+ PDF Chat	Testing for Restricted Stochastic Dominance	2012	Russell Davidson Jean‐Yves Duclos
+	Bootstrap Confidence Sets with Weak Instruments	2012	Russell Davidson James G. MacKinnon
+	Statistical inference in the presence of heavy tails	2012	Russell Davidson
+	Statistical inference in the presence of heavy tails	2012	Russell Davidson
+	Confidence Sets Based On Inverting Anderson-rubin Tests	2011	Russell Davidson James G. MacKinnon
+	The Iterated Bootstrap	2011	Russell Davidson Mirza Trokić
+ PDF Chat	Size Distortion of Bootstrap Tests: an Example from Unit Root Testing	2010	Russell Davidson
+	Size Distortion of Bootstrap Tests Application to a Unit Root Test	2009	Russell Davidson
+	A parametric bootstrap for heavytailed distributions	2009	Adriana Cornea‐Madeira Russell Davidson
+	Testing for restricted stochastic dominance: some further results	2009	Russell Davidson
+ PDF Chat	Wild Bootstrap Tests for IV Regression	2009	Russell Davidson James G. MacKinnon
+ PDF Chat	Testing for Restricted Stochastic Dominance: Some Further Results	2009	Russell Davidson
+ PDF Chat	Bootstrap inference in a linear equation estimated by instrumental variables	2008	Russell Davidson James G. MacKinnon
+ PDF Chat	The wild bootstrap, tamed at last	2008	Russell Davidson Emmanuel Flachaire
+ PDF Chat	Exploring the Bootstrap Discrepancy	2008	Russell Davidson
+	Moments of IV and JIVE estimators	2007	Russell Davidson James G. MacKinnon
+	Wild Bootstrap Tests for IV Regression	2007	Russell Davidson James G. MacKinnon
+	The case against JIVE	2006	Russell Davidson James G. MacKinnon
+	Moments of IV and JIVE estimators	2006	Russell Davidson James G. MacKinnon
+ PDF Chat	Improving the reliability of bootstrap tests with the fast double bootstrap	2006	Russell Davidson James G. MacKinnon
+	Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap	2006	Russell Davidson James G. MacKinnon
+	Bootstrap inference in a linear equation estimated by instrumental variables	2006	Russell Davidson James G. MacKinnon
+ PDF Chat	The power of bootstrap and asymptotic tests	2005	Russell Davidson James G. MacKinnon
+	The Power Of Bootstrap And Asymptotic Tests	2004	Russell Davidson James G. MacKinnon
+	Artificial Regressions	2003	Russell Davidson James G. MacKinnon
+	Bootstrap J tests of nonnested linear regression models	2002	Russell Davidson James G. MacKinnon
+ PDF Chat	FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS	2002	Russell Davidson James G. MacKinnon
+	The wild bootstrap, tamed at last	2001	Russell Davidson Emmanuel Flachaire
+	Improving the Reliability of Bootstrap Condence Intervals	2001	Russell Davidson James G. MacKinnon
+	Improving the Reliability of Bootstrap Tests	2000	Russell Davidson James G. MacKinnon
+	Efficiency and robustness in a geometrical perspective	2000	Russell Davidson
+	Bootstrap Condence Intervals Based on Inverting Hypothesis Tests	2000	Russell Davidson
+	Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests	2000	Russell Davidson
+ PDF Chat	THE SIZE DISTORTION OF BOOTSTRAP TESTS	1999	Russell Davidson James G. MacKinnon
+ PDF Chat	Bootstrap Testing in Nonlinear Models	1999	Russell Davidson James G. MacKinnon
+ PDF Chat	Graphical Methods for Investigating the Size and Power of Hypothesis Tests	1998	Russell Davidson James G. MacKinnon
+	Efficiency and Robustness in a Geometrical Perspective	1998	Russell Davidson
+	Efficiency and Robustness in a Geometrical Perspective	1998	Russell Davidson
+	Bootstrap Testing in Nonlinear Models	1997	Russell Davidson James G. MacKinnon
+	The Size and Power of Bootstrap Tests	1996	Russell Davidson James G. MacKinnon
+	The Power of Bootstrap Tests	1996	Russell Davidson James G. MacKinnon
+	Estimation and Inference in Econometrics	1995	Jean-Marie-Dufour Russell Davidson Mackinnon
+ PDF Chat	Estimation and Inference in Econometrics.	1995	James Davidson Russell Davidson James G. MacKinnon
+	Semiparametric Estimation of ARCH Models Using Nearest Neighbour Regression: Some Mote Carlo Results	1995	Russell Davidson Dirk Eddelbüttel
+	Semiparametric Estimation of ARCH Models Using Nearest Neighbour Regression: Some Mote Carlo Results	1995	Russell Davidson Dirk Eddelbüttel
+	Estimation and Inference in Econometrics.	1994	Andrew Levin Russell Davidson James G. MacKinnon
+	Graphical Methods for Investigating the Size and Power of Hypothesis Tests	1994	Russell Davidson James G. MacKinnon
+	Toeplitz Operators and Related Topics	1994	Tel Aviv Russell Davidson Peter Fuhrmann Seymour Goldberg G Heinig J.C. Helton La Jolla M. A. Kaashoek Amsterdam Kailath Hans G. Kaper
+	Estimation and Inference in Econometrics	1993	Russell Davidson James G. MacKinnon
+ PDF Chat	Regression-based methods for using control variates in Monte Carlo experiments	1992	Russell Davidson James G. MacKinnon
+	Regression-Based Methods for Using Control Variates in Monte Carlo Experiments	1991	Russell Davidson James G. MacKinnon
+	Artificial regressions and C (α) tests	1991	Russell Davidson James G. MacKinnon
+	The Geometry of the Wald Test	1991	Russell Davidson
+	Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments	1990	Russell Davidson James G. MacKinnon
+ PDF Chat	Specification Tests Based on Artificial Regressions	1990	Russell Davidson James G. MacKinnon
+ PDF Chat	Specification Tests Based on Artificial Regressions	1990	Russell Davidson James G. MacKinnon
+	The Geometry of the Wald Test	1990	Russell Davidson
+ PDF Chat	Testing for Consistency using Artificial Regressions	1989	Russell Davidson James G. MacKinnon
+	Implicit Alternatives and the Local Power of Test Statistics	1987	Russell Davidson James G. MacKinnon
+	Double-Length Artificial Regressions	1987	Russell Davidson James G. MacKinnon
+	Testing for Consistency using Artificial Regressions	1987	Russell Davidson James G. MacKinnon
+	Testing the Specification of Econometric Models in Regression and Non-Regression Directions	1986	Russell Davidson James G. MacKinnon
+	A Simplified Version of the Differencing Test	1985	Russell Davidson L. G. Godfrey James G. MacKinnon
+	Testing Linear and Loglinear Regressions against Box-Cox Alternatives	1985	Russell Davidson James G. MacKinnon
+	The Interpretation of Test Statistics	1985	Russell Davidson James G. MacKinnon
+	Heteroskedasticity-Robust Tests in Regression Directions	1985	Russell Davidson James G. MacKinnon
+	Implicit Alternatives and the Local Power of Test Statistics	1984	Russell Davidson James G. MacKinnon
+	Testing the specification of multivariate models in the presence of alternative hypotheses	1983	Russell Davidson James G. MacKinnon
+	Tests for model specification in the presence of alternative hypotheses	1983	James G. MacKinnon Halbert White Russell Davidson
+ PDF Chat	Some Non-Nested Hypothesis Tests and the Relations Among Them	1982	Russell Davidson James G. MacKinnon
+	Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses	1982	James G. MacKinnon Halbert White Russell Davidson
+ PDF Chat	Several Tests for Model Specification in the Presence of Alternative Hypotheses	1981	Russell Davidson James G. MacKinnon
+	Efficient estimation of tail-area probabilities in sampling experiments	1981	Russell Davidson James G. MacKinnon
+	Model Specification Tests Based on Artificial Linear Regressions	1980	Russell Davidson James G. MacKinnon
+	Relations Among Some Non-Nested Hypothesis Tests	1980	Russell Davidson James G. MacKinnon
+	Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables	1980	Russell Davidson James G. MacKinnon
+	On a simple procedure for testing non-nested regression models	1980	Russell Davidson James G. MacKinnon
+	Some Non-Nested Hypothesis Tests and the Relations Among Them	1980	Russell Davidson James G. MacKinnon

Common Coauthors

Coauthor	Papers Together
James G. MacKinnon	59
Halbert White	2
Emmanuel Flachaire	2
Victoria Zinde‐Walsh	2
Dirk Eddelbüttel	2
Adriana Cornea‐Madeira	2
Vladimir Peller	1
Andrew T. Levin	1
Hans G. Kaper	1
L. G. Godfrey	1
Seymour Goldberg	1
Harold Widom	1
Peter Fuhrmann	1
Amsterdam Kailath	1
Jean-Marie-Dufour	1
G Heinig	1
J.C. Helton	1
Jean‐Yves Duclos	1
James Davidson	1
Seiji Kuroda	1
La Jolla	1
Tel Aviv	1
L. Lerer	1
M. A. Kaashoek	1
Mirza Trokić	1
Mackinnon	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements	1988	Rudolf Beran	23
+ PDF Chat	THE SIZE DISTORTION OF BOOTSTRAP TESTS	1999	Russell Davidson James G. MacKinnon	20
+ PDF Chat	Graphical Methods for Investigating the Size and Power of Hypothesis Tests	1998	Russell Davidson James G. MacKinnon	15
+	Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables	1970	J. Durbin	12
+ PDF Chat	Several Tests for Model Specification in the Presence of Alternative Hypotheses	1981	Russell Davidson James G. MacKinnon	12
+	A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity	1980	Halbert White	12
+	Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements	1988	Rudolf Beran	11
+	Testing Linear and Log-Linear Regressions for Functional Form	1981	L. G. Godfrey Michael Wickens	9
+	Implicit Alternatives and the Local Power of Test Statistics	1987	Russell Davidson James G. MacKinnon	9
+	Bootstrap-based critical values for the information matrix test	1994	Joël L. Horowitz	9
+	Maximum Likelihood Estimation of Misspecified Models	1983	Halbert White	8
+	Testing Against General Autoregressive and Moving Average Error Models when the Regressors Include Lagged Dependent Variables	1978	L. G. Godfrey	8
+ PDF Chat	Specification Tests in Econometrics	1978	Jerry A. Hausman	8
+ PDF Chat	The wild bootstrap, tamed at last	2008	Russell Davidson Emmanuel Flachaire	7
+ PDF Chat	Specification Tests Based on Artificial Regressions	1990	Russell Davidson James G. MacKinnon	7
+ PDF Chat	Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties	1985	James G. MacKinnon Halbert White	7
+ PDF Chat	Improving the reliability of bootstrap tests with the fast double bootstrap	2006	Russell Davidson James G. MacKinnon	6
+	Tests of Separate Families of Hypotheses	1961	David Cox	6
+	Wald, likelihood ratio, and Lagrange multiplier tests in econometrics	1984	Robert F. Engle	6
+	Bootstrap Methods in Econometrics: Theory and Numerical Performance	1996	Joël L. Horowitz	6
+ PDF Chat	Bootstrap Testing in Nonlinear Models	1999	Russell Davidson James G. MacKinnon	6
+	Testing Linear and Loglinear Regressions against Box-Cox Alternatives	1985	Russell Davidson James G. MacKinnon	6
+	Empirically relevant critical values for hypothesis tests: A bootstrap approach	2000	Joël L. Horowitz N. E. Savin	6
+ PDF Chat	Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression	2002	Frank Kleibergen	6
+	Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations	1949	T. W. Anderson Herman Rubin	6
+ PDF Chat	Sieve Bootstrap for Time Series	1997	Peter Bühlmann Peter Bühlmann	6
+	A general approach to lagrange multiplier model diagnostics	1982	Robert F. Engle	6
+ PDF Chat	A Conditional Likelihood Ratio Test for Structural Models	2003	Marcelo J. Moreira	6
+ PDF Chat	Bootstrap Methods: Another Look at the Jackknife	1979	B. Efron	5
+	Maximum Likelihood Specification Testing and Conditional Moment Tests	1985	Whitney K. Newey	5
+ PDF Chat	Bootstrap inference in a linear equation estimated by instrumental variables	2008	Russell Davidson James G. MacKinnon	5
+	On the General Problem of Model Selection	1974	M. Hashem Pesaran	5
+	Further Results on Tests of Separate Families of Hypotheses	1962	D. R. Cox	5
+ PDF Chat	Bootstrap and Wild Bootstrap for High Dimensional Linear Models	1993	Enno Mammen	5
+ PDF Chat	Diagnostic testing and evaluation of maximum likelihood models	1985	George Tauchen	5
+ PDF Chat	Wild Bootstrap Tests for IV Regression	2009	Russell Davidson James G. MacKinnon	5
+ PDF Chat	The power of bootstrap and asymptotic tests	2005	Russell Davidson James G. MacKinnon	5
+ PDF Chat	On the Formulation of Wald Tests of Nonlinear Restrictions	1988	P. C. B. Phillips Joon‐Young Park	5
+	Exact Small Sample Theory in the Simultaneous Equations Model	1982	Peter C.B. Phillips	5
+ PDF Chat	Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order	2000	Edwin Choi Peter Hall	4
+	Improving the Reliability of Bootstrap Tests	2000	Russell Davidson James G. MacKinnon	4
+	Handbook of Mathematical Functions	1966	Donald A. McQuarrie	4
+	Bootstrapping Regression Models	1981	Darcy A. Freedman	4
+	On the Use of Artificial Regressions in Certain Microeconometric Models	1995	Chris D. Orme	4
+	Tests of non-nested regression models some results on small sample behaviour and the bootstrap	1998	L. G. Godfrey	4
+	The Power of Bootstrap Tests	1996	Russell Davidson James G. MacKinnon	4
+ PDF Chat	Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression	2006	Donald W. K. Andrews Marcelo J. Moreira James H. Stock	4
+	Nonlinear Regression with Dependent Observations	1984	Halbert White Ian Domowitz	4
+	On the Relationships Among Several Specification Error Tests Presented by Durbin, Wu, and Hausman	1981	Alice Nakamura Masao Nakamura	4
+ PDF Chat	Bootstrap Procedures under some Non-I.I.D. Models	1988	Regina Y. Liu	4