Davidson, Russell; Trokić, Mirza The fast iterated bootstrap. (English) Zbl 1464.62054 J. Econom. 218, No. 2, 451-475 (2020). MSC: 62-08 62F40 62G09 62M10 62P20 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{M. Trokić}, J. Econom. 218, No. 2, 451--475 (2020; Zbl 1464.62054) Full Text: DOI Link
Davidson, Russell Diagnostics for the bootstrap and fast double bootstrap. (English) Zbl 1524.62424 Econom. Rev. 36, No. 6-9, 1021-1038 (2017). MSC: 62M10 62G09 PDFBibTeX XMLCite \textit{R. Davidson}, Econom. Rev. 36, No. 6--9, 1021--1038 (2017; Zbl 1524.62424) Full Text: DOI
Davidson, Russell A discrete model for bootstrap iteration. (English) Zbl 1377.62096 J. Econom. 201, No. 2, 228-236 (2017). MSC: 62F40 62M10 PDFBibTeX XMLCite \textit{R. Davidson}, J. Econom. 201, No. 2, 228--236 (2017; Zbl 1377.62096) Full Text: DOI Link
Allen, Rebecca; Burgess, Simon; Davidson, Russell; Windmeijer, Frank More reliable inference for the dissimilarity index of segregation. (English) Zbl 1521.62220 Econom. J. 18, No. 1, 40-66 (2015). MSC: 62P25 62F03 91B82 PDFBibTeX XMLCite \textit{R. Allen} et al., Econom. J. 18, No. 1, 40--66 (2015; Zbl 1521.62220) Full Text: DOI Link
Cornea-Madeira, Adriana; Davidson, Russell A parametric bootstrap for heavy-tailed distributions. (English) Zbl 1441.62062 Econom. Theory 31, No. 3, 449-470 (2015). MSC: 62E20 62F40 62P20 PDFBibTeX XMLCite \textit{A. Cornea-Madeira} and \textit{R. Davidson}, Econom. Theory 31, No. 3, 449--470 (2015; Zbl 1441.62062) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Confidence sets based on inverting Anderson-Rubin tests. (English) Zbl 1521.62034 Econom. J. 17, No. 2, S39-S58 (2014). MSC: 62F25 62P20 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. J. 17, No. 2, S39--S58 (2014; Zbl 1521.62034) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Bootstrap confidence sets with weak instruments. (English) Zbl 1491.62200 Econom. Rev. 33, No. 5-6, 651-675 (2014). MSC: 62P20 62G09 62G15 62J05 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. Rev. 33, No. 5--6, 651--675 (2014; Zbl 1491.62200) Full Text: DOI Link
Davidson, Russell; Duclos, Jean-Yves Testing for restricted stochastic dominance. (English) Zbl 1491.62199 Econom. Rev. 32, No. 1, 84-125 (2013). MSC: 62P20 60E15 91B82 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J.-Y. Duclos}, Econom. Rev. 32, No. 1, 84--125 (2013; Zbl 1491.62199) Full Text: DOI Link
Bauwens, Luc (ed.); Belsley, David A. (ed.); Kontoghiorghes, Erricos John (ed.); Koopman, Siem Jan (ed.); McAleer, Michael (ed.); van Dijk, Herman K. (ed.); Amendola, Alessandra (ed.); Billio, Monica (ed.); Croux, Christophe (ed.); Chen, Cathy W. S. (ed.); Davidson, Russell (ed.); Duchesne, Pierre (ed.); Foschi, Paolo (ed.); Francq, Christian (ed.); Fuertes, Ana-Maria (ed.); Koop, Gary (ed.); Khalaf, Lynda (ed.) Editorial: The Annals of Computational and Financial Econometrics, first issue. (English) Zbl 1254.00020 Comput. Stat. Data Anal. 56, No. 11, 2991-2992 (2012). MSC: 00B15 62-06 PDFBibTeX XMLCite \textit{L. Bauwens} (ed.) et al., Comput. Stat. Data Anal. 56, No. 11, 2991--2992 (2012; Zbl 1254.00020) Full Text: DOI
Davidson, Russell Statistical inference in the presence of heavy tails. (English) Zbl 1241.62176 Econom. J. 15, No. 1, C31-C53 (2012). MSC: 62P20 62G32 62G09 91B82 65C60 PDFBibTeX XMLCite \textit{R. Davidson}, Econom. J. 15, No. 1, C31--C53 (2012; Zbl 1241.62176) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Wild bootstrap tests for IV regression. (English) Zbl 1198.62035 J. Bus. Econ. Stat. 28, No. 1, 128-144 (2010). MSC: 62G09 62J05 65C60 62G15 62G10 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, J. Bus. Econ. Stat. 28, No. 1, 128--144 (2010; Zbl 1198.62035) Full Text: DOI Link
Davidson, Russell Reliable inference for the Gini index. (English) Zbl 1429.91243 J. Econom. 150, No. 1, 30-40 (2009). MSC: 91B82 62G09 62P20 PDFBibTeX XMLCite \textit{R. Davidson}, J. Econom. 150, No. 1, 30--40 (2009; Zbl 1429.91243) Full Text: DOI
Belsley, David A. (ed.); Davidson, Russell (ed.); Kontoghiorghes, Erricos John (ed.); MacKinnon, James G. (ed.); van Dijk, Herman K. (ed.) Editorial: The fourth special issue on computational econometrics. (English) Zbl 1453.00017 Comput. Stat. Data Anal. 53, No. 6, 1923-1924 (2009). MSC: 00B15 62-06 62-08 62P20 PDFBibTeX XMLCite \textit{D. A. Belsley} (ed.) et al., Comput. Stat. Data Anal. 53, No. 6, 1923--1924 (2009; Zbl 1453.00017) Full Text: DOI
Davidson, Russell; Flachaire, Emmanuel The wild bootstrap, tamed at last. (English) Zbl 1418.62183 J. Econom. 146, No. 1, 162-169 (2008). MSC: 62G09 62J05 62E20 62P20 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{E. Flachaire}, J. Econom. 146, No. 1, 162--169 (2008; Zbl 1418.62183) Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. Bootstrap inference in a linear equation estimated by instrumental variables. (English) Zbl 1154.62018 Econom. J. 11, No. 3, 443-477 (2008). MSC: 62F03 62F40 62F05 65C60 62P20 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. J. 11, No. 3, 443--477 (2008; Zbl 1154.62018) Full Text: DOI
Davidson, Russell Exploring the bootstrap discrepancy. (English) Zbl 1147.62018 Brito, Paula (ed.), COMPSTAT 2008. Proceedings in computational statistics. 18th symposium held in Porto, Portugal, August 24–29, 2008. With CD-ROM. Heidelberg: Physica-Verlag (ISBN 978-3-7908-2083-6/pbk). 131-142 (2008). MSC: 62E20 62G09 PDFBibTeX XMLCite \textit{R. Davidson}, in: COMPSTAT 2008. Proceedings in computational statistics. 18th symposium held in Porto, Portugal, August 24--29, 2008. With CD-ROM. Heidelberg: Physica-Verlag. 131--142 (2008; Zbl 1147.62018)
Davidson, Russell; Flachaire, Emmanuel Asymptotic and bootstrap inference for inequality and poverty measures. (English) Zbl 1418.62440 J. Econom. 141, No. 1, 141-166 (2007). MSC: 62P20 62G09 62F40 91B82 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{E. Flachaire}, J. Econom. 141, No. 1, 141--166 (2007; Zbl 1418.62440) Full Text: DOI Link
Davidson, Russell; Mackinnon, James G. Improving the reliability of bootstrap tests with the fast double bootstrap. (English) Zbl 1161.62357 Comput. Stat. Data Anal. 51, No. 7, 3259-3281 (2007). MSC: 62G09 65C05 62F40 65C60 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. Mackinnon}, Comput. Stat. Data Anal. 51, No. 7, 3259--3281 (2007; Zbl 1161.62357) Full Text: DOI Link
Davidson, Russel; MacKinnon, James G. Moments of IV and JIVE estimators. (English) Zbl 1126.62057 Econom. J. 10, No. 3, 541-553 (2007). MSC: 62J05 62P20 62H12 65C60 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. J. 10, No. 3, 541--553 (2007; Zbl 1126.62057) Full Text: DOI
Davidson, Russell; MacKinnon, James G. The power of bootstrap and asymptotic tests. (English) Zbl 1345.62058 J. Econom. 133, No. 2, 421-441 (2006). MSC: 62F40 62F03 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, J. Econom. 133, No. 2, 421--441 (2006; Zbl 1345.62058) Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. Fast double bootstrap tests of nonnested linear regression models. (English) Zbl 1049.62074 Econom. Rev. 21, No. 4, 419-429 (2002). MSC: 62J05 62G09 65C05 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. Rev. 21, No. 4, 419--429 (2002; Zbl 1049.62074) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Bootstrap \(J\) tests of nonnested linear regression models. (English) Zbl 1016.62082 J. Econom. 109, No. 1, 167-193 (2002). MSC: 62J05 62H15 62H10 65C05 62F40 62G09 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, J. Econom. 109, No. 1, 167--193 (2002; Zbl 1016.62082) Full Text: DOI
Davidson, Russell; Duclos, Jean-Yves Statistical inference for stochastic dominance and for the measurement of poverty and inequality. (English) Zbl 1055.91543 Econometrica 68, No. 6, 1435-1464 (2000). MSC: 91B82 62P20 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J.-Y. Duclos}, Econometrica 68, No. 6, 1435--1464 (2000; Zbl 1055.91543) Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. Bootstrap tests: How many bootstraps? (English) Zbl 0949.62030 Econom. Rev. 19, No. 1, 55-68 (2000). MSC: 62G09 62G10 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. Rev. 19, No. 1, 55--68 (2000; Zbl 0949.62030) Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. The size distortion of bootstrap tests. (English) Zbl 0963.62025 Econom. Theory 15, No. 3, 361-376 (1999). MSC: 62F40 62G09 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econom. Theory 15, No. 3, 361--376 (1999; Zbl 0963.62025) Full Text: DOI
Davidson, R.; Pitts, David R. Invariant subspaces and hyper-reflexivity for free semigroup algebras. (English) Zbl 0997.46042 Proc. Lond. Math. Soc., III. Ser. 78, No. 2, 401-430 (1999). Reviewer: D.R.Pitts MSC: 46L54 47A15 46L35 47L80 46L55 PDFBibTeX XML Full Text: DOI
Davidson, Russell; Labys, Walter C.; Lesourd, Jean-Baptiste Wavelet analysis of commodity price behavior. (English) Zbl 0897.90073 Comput. Econ. 11, No. 1-2, 103-128 (1998). MSC: 91B84 62P20 PDFBibTeX XMLCite \textit{R. Davidson} et al., Comput. Econ. 11, No. 1--2, 103--128 (1998; Zbl 0897.90073) Full Text: DOI
Davidson, Russell; Duclos, Jean-Yves Statistical inference for the measurement of the incidence of taxes and transfers. (English) Zbl 0887.90038 Econometrica 65, No. 6, 1453-1465 (1997). MSC: 91B82 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J.-Y. Duclos}, Econometrica 65, No. 6, 1453--1465 (1997; Zbl 0887.90038) Full Text: DOI Link
Blackorby, Charles; Davidson, Russell; Schworm, William Economies with a two-sector representation. (English) Zbl 0821.90028 Econ. Theory 3, No. 4, 717-734 (1993). MSC: 91B66 PDFBibTeX XMLCite \textit{C. Blackorby} et al., Econ. Theory 3, No. 4, 717--734 (1993; Zbl 0821.90028) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Estimation and inference in econometrics. (English) Zbl 1009.62596 New York, NY: Oxford University Press. xx, 874 p. (1993). MSC: 62P20 62-01 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Estimation and inference in econometrics. New York, NY: Oxford University Press (1993; Zbl 1009.62596)
Davidson, Russell; MacKinnon, James G. A new form of the information matrix test. (English) Zbl 0744.62150 Econometrica 60, No. 1, 145-157 (1992). MSC: 62P20 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econometrica 60, No. 1, 145--157 (1992; Zbl 0744.62150) Full Text: DOI
Blackorby, Charles; Davidson, Russell; Schworm, William Implicit separability: Characterisation and implications for consumer demands. (English) Zbl 0747.90026 J. Econ. Theory 55, No. 2, 364-399 (1991). Reviewer: P.J.Deschamps (Fribourg) MSC: 91B42 91B16 PDFBibTeX XMLCite \textit{C. Blackorby} et al., J. Econ. Theory 55, No. 2, 364--399 (1991; Zbl 0747.90026) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Specification tests based on artificial regressions. (English) Zbl 0708.62053 J. Am. Stat. Assoc. 85, No. 409, 220-227 (1990). MSC: 62J02 62H15 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, J. Am. Stat. Assoc. 85, No. 409, 220--227 (1990; Zbl 0708.62053) Full Text: DOI Link
Davidson, Russell; MacKinnon, James G. Implicit alternatives and the local power of test statistics. (English) Zbl 0644.62023 Econometrica 55, 1305-1329 (1987). Reviewer: H.Strasser MSC: 62F05 62F03 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econometrica 55, 1305--1329 (1987; Zbl 0644.62023) Full Text: DOI
Davidson, Russel; Kozak, John J. Exact calculation of the lineshape and the scattering operator for a model of a two-level atom interacting with a continuous spectrum of radiation. (English) Zbl 0614.47010 J. Math. Phys. 26, 556-565 (1985). Reviewer: M.Codegone MSC: 47A40 81U99 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. J. Kozak}, J. Math. Phys. 26, 556--565 (1985; Zbl 0614.47010) Full Text: DOI
Davidson, Russell; Godfrey, Leslie; MacKinnon, James G. A simplified version of the differencing test. (English) Zbl 0588.62199 Int. Econ. Rev. 26, 639-647 (1985). MSC: 62P20 62H15 62J05 PDFBibTeX XMLCite \textit{R. Davidson} et al., Int. Econ. Rev. 26, 639--647 (1985; Zbl 0588.62199) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Model specification tests based on artificial linear regressions. (English) Zbl 0554.62099 Int. Econ. Rev. 25, 485-502 (1984). Reviewer: J.Schwarze MSC: 62P20 65C99 62J05 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Int. Econ. Rev. 25, 485--502 (1984; Zbl 0554.62099) Full Text: DOI Link
Davidson, Russel; Mackinnon, James G. Small sample properties of alternative forms of the Lagrange multiplier test. (English) Zbl 1273.91362 Econ. Lett. 12, No. 3-4, 269-275 (1983). MSC: 91B82 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. Mackinnon}, Econ. Lett. 12, No. 3--4, 269--275 (1983; Zbl 1273.91362) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Testing the specification of multivariate models in the presence of alternative hypotheses. (English) Zbl 0541.62108 J. Econom. 23, 301-313 (1983). MSC: 62P20 62E20 62F03 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, J. Econom. 23, 301--313 (1983; Zbl 0541.62108) Full Text: DOI
Beach, Charles M.; Davidson, Russell Distribution-free statistical inference with Lorenz curves and income shares. (English) Zbl 0528.62095 Rev. Econ. Stud. 50, 723-735 (1983). MSC: 62P20 62E20 PDFBibTeX XMLCite \textit{C. M. Beach} and \textit{R. Davidson}, Rev. Econ. Stud. 50, 723--735 (1983; Zbl 0528.62095) Full Text: DOI
MacKinnon, James G.; White, Halbert; Davidson, Russell Tests for model specification in the presence of alternative hypotheses. (English) Zbl 0518.62090 J. Econom. 21, 53-70 (1983). MSC: 62P20 62J02 62H15 PDFBibTeX XMLCite \textit{J. G. MacKinnon} et al., J. Econom. 21, 53--70 (1983; Zbl 0518.62090) Full Text: DOI
Arnott, Richard; Davidson, Russell; Pines, David Housing quality, maintenance and rehabilitation. (English) Zbl 0511.90057 Rev. Econ. Stud. 50, 467-494 (1983). MSC: 91B99 PDFBibTeX XMLCite \textit{R. Arnott} et al., Rev. Econ. Stud. 50, 467--494 (1983; Zbl 0511.90057) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Some non-nested hypothesis tests and the relations among them. (English) Zbl 0503.62045 Rev. Econ. Stud. 49, 551-565 (1982). MSC: 62H15 62J02 62P20 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Rev. Econ. Stud. 49, 551--565 (1982; Zbl 0503.62045) Full Text: DOI Link
Davidson, Russell; Harris, Richard Non-convexities in continuous-time investment theory. (English) Zbl 0475.90014 Rev. Econ. Stud. 48, 235-253 (1981). MSC: 91B28 90B99 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{R. Harris}, Rev. Econ. Stud. 48, 235--253 (1981; Zbl 0475.90014) Full Text: DOI
Davidson, Russell; MacKinnon, James G. Several tests for model specification in the presence of alternative hypotheses. (English) Zbl 0472.62108 Econometrica 49, 781-793 (1981). MSC: 62P20 62F03 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. G. MacKinnon}, Econometrica 49, 781--793 (1981; Zbl 0472.62108) Full Text: DOI Link
Rae, J.; Davidson, R. A comparison of two transformation theories of classical mechanics. (English) Zbl 0287.70012 J. Math. Phys. 14, 1706-1714 (1973). MSC: 70H99 PDFBibTeX XMLCite \textit{J. Rae} and \textit{R. Davidson}, J. Math. Phys. 14, 1706--1714 (1973; Zbl 0287.70012) Full Text: DOI
Kendall, D. G. (ed.); Harding, E. F. (ed.) [Bingham, N. H.; Bollobás, B.; Chung, K. L.; Davidson, R.; Harding, E. F.; Kendall, D. G.; Kingman, J. F. C.; Pyke, R.; Sykes, A. M.; Taylor, S. J.; Williams, David] Stochastic analysis . A tribute to the memory of Rollo Davidson. (English) Zbl 0266.60038 Wiley Series in Probability and Mathematical Statistics. London etc.: John Wiley & Sons. XIII, 465 p. £11.00 (1973). MSC: 60-02 60Hxx 60-06 60Bxx 60Gxx 60Fxx 60Jxx 00Bxx PDFBibTeX XML
Davidson, R.; Rae, J. On the nature of irreversibility in soluble classical systems. (English) Zbl 0197.53601 J. Phys. A 3, 128-135 (1970). Reviewer: C. W. Kilmister (London) MSC: 82C05 PDFBibTeX XMLCite \textit{R. Davidson} and \textit{J. Rae}, J. Phys. A, Math. Gen. 3, 128--135 (1970; Zbl 0197.53601) Full Text: DOI
Goldman, R.; Davidson, R.; Hasegawa, A. Parametric amplification in plasmas with negative energy waves. (English) Zbl 0181.57403 Phys. Fluids 12, 1247-1250 (1969). Reviewer: G. Wallis MSC: 82D10 76X05 PDFBibTeX XMLCite \textit{R. Goldman} et al., Phys. Fluids 12, 1247--1250 (1969; Zbl 0181.57403) Full Text: DOI
Davidson, R. Kinetics of plasma in a uniform electric field. (English) Zbl 0172.57301 Physica 38, 587-607 (1968). PDFBibTeX XMLCite \textit{R. Davidson}, Physica 38, 587--607 (1968; Zbl 0172.57301) Full Text: DOI