Russell Davidson

McGill University

Professor

855 Sherbrooke Street West

Department of Economics

Montreal, Quebec H3A 2T7 H3A 2T7

Canada

AMSE-GREQAM

Professeur

GREQAM

Centre de la Vieille Charité

Marseille, 13002

France

SCHOLARLY PAPERS

9

DOWNLOADS

547

CITATIONS
Rank 4,657

SSRN RANKINGS

Top 4,657

in Total Papers Citations

113

Scholarly Papers (9)

1.
Downloads 253 ( 99,407)
Citation 18

Testing for Restricted Stochastic Dominance

IZA Discussion Paper No. 2047
Number of pages: 37 Posted: 30 Mar 2006
Russell Davidson and Jean-Yves Duclos
McGill University and Laval University
Downloads 166 (149,054)
Citation 18

Abstract:

stochastic dominance, empirical likelihood, bootstrap test

Testing for Restricted Stochastic Dominance

CIRPEE Working Paper No. 06-09
Number of pages: 36 Posted: 04 Apr 2006
Russell Davidson and Jean-Yves Duclos
McGill University and Laval University
Downloads 87 (244,829)
Citation 18

Abstract:

Stochastic dominance, empirical likelihood, bootstrap test

2.

Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality

Universite Laval WP98-05
Number of pages: 39 Posted: 26 Mar 1998
Russell Davidson and Jean-Yves Duclos
McGill University and Laval University
Downloads 225 (107,815)
Citation 95

Abstract:

3.

Moments of IV and JIVE Estimators

Econometrics Journal, Vol. 10, Issue 3, pp. 541-553, November 2007
Number of pages: 13 Posted: 31 Oct 2007
Russell Davidson and James G. MacKinnon
McGill University and Queen's University - Department of Economics
Downloads 29 (400,090)

Abstract:

4.

The Iterated Bootstrap

Number of pages: 32 Posted: 17 Sep 2013
Russell Davidson and Mirza Trokic
McGill University and Bilkent University
Downloads 19 (418,531)

Abstract:

Bootstrap iteration, fast iterated bootstrap

5.

Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables

Econometrics Journal, Vol. 11, Issue 3, pp. 443-477, November 2008
Number of pages: 35 Posted: 03 Nov 2008
Russell Davidson and James G. MacKinnon
McGill University and Queen's University - Department of Economics
Downloads 3 (528,150)

Abstract:

6.

Statistical Inference in the Presence of Heavy Tails

The Econometrics Journal, Vol. 15, Issue 1, pp. C31-C53, 2012
Number of pages: 23 Posted: 17 Feb 2012
Russell Davidson
McGill University
Downloads 1 (544,132)

Abstract:

Bootstrap, Heavy tails, Inference, Wild bootstrap

7.

Computing, the Bootstrap and Economics

Canadian Journal of Economics/Revue canadienne d'économique, Vol. 48, Issue 4, pp. 1195-1214, 2015,
Number of pages: 20 Posted: 27 May 2016
Russell Davidson
McGill University
Downloads 0 (544,132)

Abstract:

8.

More Reliable Inference for the Dissimilarity Index of Segregation

The Econometrics Journal, Vol. 18, Issue 1, pp. 40-66, 2015
Number of pages: 27 Posted: 31 Mar 2015
University of London - Institute of Education, University of Bristol - Department of Economics, McGill University and University of Bristol - Department of Economics
Downloads 0 (544,132)

Abstract:

Bootstrap methods, Dissimilarity index, Hypothesis testing, Segregation

9.

Confidence Sets Based on Inverting Anderson–Rubin Tests

The Econometrics Journal, Vol. 17, Issue 2, pp. S39-S58, 2014
Number of pages: 20 Posted: 05 Jun 2014
Russell Davidson and James G. MacKinnon
McGill University and Queen's University - Department of Economics
Downloads 0 (558,014)

Abstract:

AR test, Confidence set, F‐test, Limited information maximum likelihood, Overidentifying restrictions, Sargan test, Simultaneous equations, Weak instruments