Biblio
82 resultats trouvés
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The BootstrapBook chapter , In: SAGE Research Methods Foundations, P. Atkinson, S. Delamont, A. Cernat, J. W. Sakshaug et R. A. Williams (Eds.), 2020, Volume on-line, SAGE Publications Ltd, 2020
The fast iterated bootstrapJournal article , Journal of Econometrics, Volume 218, Issue 2, pp. 451-475, 2020
Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural BreaksJournal article , Central European Journal of Economic Modelling and Econometrics (CEJEME), Volume 10, Issue 1, pp. 1-25, 2018
Statistical Inference on the Canadian Middle ClassJournal article , Econometrics, Volume 6, Issue 1, pp. 14, 2018
Advances in specification testingJournal article , Canadian Journal of Economics, Volume 50, Issue 5, pp. 1595-1631, 2017
Diagnostics for the bootstrap and fast double bootstrapJournal article , Econometric Reviews, Volume 36, Issue 6-9, pp. 1021-1038, 2017
A discrete model for bootstrap iterationJournal article , Journal of Econometrics, Volume 201, Issue 2, pp. 228-236, 2017
Computing, the bootstrap and economicsJournal article , Canadian Journal of Economics, Volume 48, Issue 4, pp. 1195-1214, 2016
Bootstrap Tests for Overidentification in Linear Regression ModelsJournal article , Econometrics, Volume 3, Issue 4, pp. 825-863, 2015
Goodness of Fit: An Axiomatic ApproachJournal article , Journal of Business & Economic Statistics, Volume 33, Issue 1, pp. 54-67, 2015
More reliable inference for the dissimilarity index of segregationJournal article , Econometrics Journal, Volume 18, Issue 1, pp. 40-66, 2015
A Parametric Bootstrap for Heavy Tailed DistributionsJournal article , Econometric Theory, Volume 31, Issue 03, pp. 449-470, 2015
Bootstrap Confidence Sets with Weak InstrumentsJournal article , Econometric Reviews, Volume 33, Issue 5-6, pp. 651-675, 2014
Confidence Sets Based on Inverting Anderson-Rubin TestsJournal article , Econometrics Journal, Volume 17, Issue 2, pp. S39-S58, 2014
Testing for Restricted Stochastic DominanceJournal article , Econometric Reviews, Volume 32, Issue 1, pp. 84-125, 2013
Time and CausalityJournal article , Annals of Economics and Statistics, Issue 109-110, pp. 7-22, 2013
Statistical Inference in the Presence of Heavy TailsJournal article , Econometrics Journal, Volume 15, Issue 1, pp. C31-C53, 2012
An Agnostic Look at Bayesian Statistics and EconometricsJournal article , Review of Economic Analysis, Volume 2, Issue 2, pp. 153-168, 2010
Innis Lecture: Inference on income distributionsJournal article , Canadian Journal of Economics, Volume 43, Issue 4, pp. 1122-1148, 2010
Size Distortion of Bootstrap Tests: an Example from Unit Root TestingJournal article , Review of Economic Analysis, Volume 2, Issue 2, pp. 169-193, 2010
Wild Bootstrap Tests for IV RegressionJournal article , Journal of Business & Economic Statistics, Volume 28, Issue 1, pp. 128-144, 2010
Econometric Theory and Methods: International EditionBook , OUP Catalogue, 2009, 768 pages, Oxford University Press, 2009
The fourth special issue on Computational EconometricsJournal article , Computational Statistics & Data Analysis, Volume 53, Issue 6, pp. 1923-1924, 2009
Reliable inference for the Gini indexJournal article , Journal of Econometrics, Volume 150, Issue 1, pp. 30-40, 2009
Testing for Restricted Stochastic Dominance: Some Further ResultsJournal article , Review of Economic Analysis, Volume 1, Issue 1, pp. 34-59, 2009