Biblio

82 resultats trouvés
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2008
Bootstrap inference in a linear equation estimated by instrumental variablesJournal articleRussell Davidson et James G. MacKinnon, Econometrics Journal, Volume 11, Issue 3, pp. 443-477, 2008
Chow testBook chapterRussell Davidson, In: International encyclopedia of the social sciences, William A. Darity (Eds.), 2008, Volume 1, pp. 529-530, Macmillan Reference USA, 2008
stochastic dominanceBook chapterRussell Davidson, In: The New Palgrave Dictionary of Economics, Steven N. Durlauf et Lawrence E. Blume (Eds.), 2008-02, pp. 921-925, Nature Publishing Group, 2008
The wild bootstrap, tamed at lastJournal articleRussell Davidson et Emmanuel Flachaire, Journal of Econometrics, Volume 146, Issue 1, pp. 162-169, 2008
2007
Asymptotic and bootstrap inference for inequality and poverty measuresJournal articleRussell Davidson et Emmanuel Flachaire, Journal of Econometrics, Volume 141, Issue 1, pp. 141-166, 2007
Bootstrapping econometric models (in Russian)Journal articleRussell Davidson, Quantile, Issue 3, pp. 13-36, 2007
Improving the reliability of bootstrap tests with the fast double bootstrapJournal articleRussell Davidson et James G. MacKinnon, Computational Statistics & Data Analysis, Volume 51, Issue 7, pp. 3259-3281, 2007
Moments of IV and JIVE estimatorsJournal articleRussell Davidson et James G. MacKinnon, Econometrics Journal, Volume 10, Issue 3, pp. 541-553, 2007
2006
Bootstrap Methods in EconometricsBook chapterRussell Davidson et James G. MacKinnon, In: Palgrave Handbook of Econometrics, T.C. Mills et K. Patterson (Eds.), 2006, Volume 1, Palgrave Macmillan, 2006
The case against JIVEJournal articleRussell Davidson et James G. MacKinnon, Journal of Applied Econometrics, Volume 21, Issue 6, pp. 827-833, 2006
The power of bootstrap and asymptotic testsJournal articleRussell Davidson et James G. MacKinnon, Journal of Econometrics, Volume 133, Issue 2, pp. 421-441, 2006
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE'Journal articleRussell Davidson et James G. MacKinnon, Journal of Applied Econometrics, Volume 21, Issue 6, pp. 843-844, 2006
2002
Bootstrap J tests of nonnested linear regression modelsJournal articleRussell Davidson et James G. MacKinnon, Journal of Econometrics, Volume 109, Issue 1, pp. 167-193, 2002
Fast Double Bootstrap Tests Of Nonnested Linear Regression ModelsJournal articleRussell Davidson et James G. MacKinnon, Econometric Reviews, Volume 21, Issue 4, pp. 419-429, 2002
2000
Bootstrap tests: how many bootstraps?Journal articleRussell Davidson et James G. MacKinnon, Econometric Reviews, Volume 19, Issue 1, pp. 55-68, 2000
Efficiency and Robustness in a Geometrical PerspectiveBook chapterRussell Davidson, In: Applications of Differential Geometry to Econometrics, Paul Marriott et Mark Salmon (Eds.), 2000, Volume 5, pp. 151-183, Cambridge University Press, 2000
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and InequalityJournal articleRussell Davidson et Jean-Yves Duclos, Econometrica, Volume 68, Issue 6, pp. 1435-1464, 2000
1999
Bootstrap Testing in Nonlinear ModelsJournal articleRussell Davidson et James G. MacKinnon, International Economic Review, Volume 40, Issue 2, pp. 487-508, 1999
A general equilibrium spatial model of housing quality and quantityJournal articleRussell Davidson, Richard Arnott, Ralph Braid et David Pines, Regional Science and Urban Economics, Volume 29, Issue 3, pp. 283-316, 1999
The Size Distortion Of Bootstrap TestsJournal articleRussell Davidson et James G. MacKinnon, Econometric Theory, Volume 15, Issue 03, pp. 361-376, 1999
1998
Graphical Methods for Investigating the Size and Power of Hypothesis TestsJournal articleRussell Davidson et James G. MacKinnon, The Manchester School of Economic & Social Studies, Volume 66, Issue 1, pp. 1-26, 1998
Stochastic Approach to the Study of Atomistic Processes in the Early Stages of Thin-Film Growth. 2. Island FormationJournal articleRussell Davidson et John J. Kozak, The Journal of Physical Chemistry B, Volume 102, Issue 38, pp. 7400-7405, 1998
A Stochastic Approach to the Study of Atomistic Processes in the Early Stages of Thin-Film GrowthJournal articleRussell Davidson et John J. Kozak, The Journal of Physical Chemistry B, Volume 102, Issue 38, pp. 7393-7399, 1998
Wavelet Analysis of Commodity Price BehaviorJournal articleRussell Davidson, Walter C. Labys et Jean-Baptiste Lesourd, Computational Economics, Volume 11, Issue 1-2, pp. 103-28, 1998
1997
Statistical Inference for the Measurement of the Incidence of Taxes and TransfersJournal articleRussell Davidson et Jean-Yves Duclos, Econometrica, Volume 65, Issue 6, pp. 1453-1466, 1997