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

549

CITATIONS
Rank 4,663

SSRN RANKINGS

Top 4,663

in Total Papers Citations

113

Scholarly Papers (9)

1.
Downloads 254 (100,356)
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 (151,081)
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 88 (246,238)
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 (109,326)
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 (404,949)
  • Add to Cart

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 (418,767)

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 (534,385)
  • Add to Cart

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 (551,404)
  • Add to Cart

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 (551,404)
  • Add to Cart

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 (551,404)
  • Add to Cart

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 (565,802)
  • Add to Cart

Abstract:

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