Biblio
82 resultats trouvés
Filtres: Auteur est Russell Davidson [Clear All Filters]
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
