Biblio

Efficient estimation of tail-area probabilities in sampling experimentsJournal articleRussell Davidson et James G. MacKinnon, Economics Letters, Volume 8, Issue 1, pp. 73-77, 1981

On the Intertemporal Incidence of ExternalitiesJournal articleRussell Davidson et G. C. Archibald, Economica, Volume 48, Issue 191, pp. 267-77, 1981

Non-Convexities in Continuous-Time Investment TheoryJournal articleRussell Davidson et Richard Harris, Review of Economic Studies, Volume 48, Issue 2, pp. 235-253, 1981

Several Tests for Model Specification in the Presence of Alternative HypothesesJournal articleRussell Davidson et James G. MacKinnon, Econometrica, Volume 49, Issue 3, pp. 781-93, 1981

Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variablesJournal articleRussell Davidson et James G. MacKinnon, Economics Letters, Volume 6, Issue 2, pp. 119-123, 1980

On a simple procedure for testing non-nested regression modelsJournal articleRussell Davidson et James G. MacKinnon, Economics Letters, Volume 5, Issue 1, pp. 45-48, 1980

A Homiletic Exposition of the Expected Utility HypothesisJournal articleCharles Blackorby, Russell Davidson et David Donaldson, Economica, Volume 44, Issue 176, pp. 351-58, 1977