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## Davidson, Russell

Compute Distance To:
 Author ID: davidson.russell Published as: Davidson, R.; Davidson, Russel; Davidson, Russell
 Documents Indexed: 44 Publications since 1968, including 1 Book
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#### Co-Authors

 4 single-authored 21 MacKinnon, James G. 2 Belsley, David A. 2 Blackorby, Charles 2 Duclos, Jean-Yves 2 Flachaire, Emmanuel 2 Kontoghiorghes, Erricos John 2 Schworm, William 2 van Dijk, Herman K. 1 Amendola, Alessandra 1 Arnott, Richard J. 1 Bauwens, Luc C. A. A. 1 Beach, Charles M. 1 Billio, Monica 1 Chen, Cathy W. S. 1 Cornea-Madeira, Adriana 1 Croux, Christophe 1 Duchesne, Pierre 1 Foschi, Paolo 1 Francq, Christian 1 Fuertes, Ana-María 1 Godfrey, Leslie G. 1 Harris, Richard J. 1 Khalaf, Lynda 1 Koop, Gary 1 Koopman, Siem Jan 1 Kozak, John J. 1 Labys, Walter C. 1 Lesourd, Jean-Baptiste 1 McAleer, Michael 1 Pines, David 1 Trokić, Mirza 1 White, Halbert Lynn jun.
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#### Serials

 9 Journal of Econometrics 5 Econometrica 4 The Review of Economic Studies 3 Computational Statistics and Data Analysis 3 The Econometrics Journal 2 International Economic Review 2 Econometric Reviews 2 Econometric Theory 1 Journal of Mathematical Physics 1 Journal of the American Statistical Association 1 Journal of Economic Theory 1 Economics Letters 1 Computational Economics 1 Economic Theory 1 Journal of Business and Economic Statistics
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#### Fields

 32 Statistics (62-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Numerical analysis (65-XX) 2 General and overarching topics; collections (00-XX) 1 Operator theory (47-XX) 1 Quantum theory (81-XX) 1 Operations research, mathematical programming (90-XX)

#### Citations contained in zbMATH Open

37 Publications have been cited 1,004 times in 801 Documents Cited by Year
Estimation and inference in econometrics. Zbl 1009.62596
Davidson, Russell; MacKinnon, James G.
1993
Several tests for model specification in the presence of alternative hypotheses. Zbl 0472.62108
Davidson, Russell; MacKinnon, James G.
1981
Davidson, R.; Pitts, David R.
1999
The wild bootstrap, tamed at last. Zbl 1418.62183
Davidson, Russell; Flachaire, Emmanuel
2008
Statistical inference for stochastic dominance and for the measurement of poverty and inequality. Zbl 1055.91543
Davidson, Russell; Duclos, Jean-Yves
2000
Bootstrap tests: How many bootstraps? Zbl 0949.62030
Davidson, Russell; MacKinnon, James G.
2000
The size distortion of bootstrap tests. Zbl 0963.62025
Davidson, Russell; MacKinnon, James G.
1999
The power of bootstrap and asymptotic tests. Zbl 1345.62058
Davidson, Russell; MacKinnon, James G.
2006
Distribution-free statistical inference with Lorenz curves and income shares. Zbl 0528.62095
Beach, Charles M.; Davidson, Russell
1983
Improving the reliability of bootstrap tests with the fast double bootstrap. Zbl 1161.62357
Davidson, Russell; Mackinnon, James G.
2007
Implicit alternatives and the local power of test statistics. Zbl 0644.62023
Davidson, Russell; MacKinnon, James G.
1987
Model specification tests based on artificial linear regressions. Zbl 0554.62099
Davidson, Russell; MacKinnon, James G.
1984
Tests for model specification in the presence of alternative hypotheses. Zbl 0518.62090
MacKinnon, James G.; White, Halbert; Davidson, Russell
1983
Non-convexities in continuous-time investment theory. Zbl 0475.90014
Davidson, Russell; Harris, Richard
1981
Small sample properties of alternative forms of the Lagrange multiplier test. Zbl 1273.91362
Davidson, Russel; Mackinnon, James G.
1983
Bootstrap $$J$$ tests of nonnested linear regression models. Zbl 1016.62082
Davidson, Russell; MacKinnon, James G.
2002
Reliable inference for the Gini index. Zbl 1429.91243
Davidson, Russell
2009
Asymptotic and bootstrap inference for inequality and poverty measures. Zbl 1418.62440
Davidson, Russell; Flachaire, Emmanuel
2007
A new form of the information matrix test. Zbl 0744.62150
Davidson, Russell; MacKinnon, James G.
1992
Statistical inference for the measurement of the incidence of taxes and transfers. Zbl 0887.90038
Davidson, Russell; Duclos, Jean-Yves
1997
Specification tests based on artificial regressions. Zbl 0708.62053
Davidson, Russell; MacKinnon, James G.
1990
Some non-nested hypothesis tests and the relations among them. Zbl 0503.62045
Davidson, Russell; MacKinnon, James G.
1982
A parametric bootstrap for heavy-tailed distributions. Zbl 1441.62062
2015
Fast double bootstrap tests of nonnested linear regression models. Zbl 1049.62074
Davidson, Russell; MacKinnon, James G.
2002
Wavelet analysis of commodity price behavior. Zbl 0897.90073
Davidson, Russell; Labys, Walter C.; Lesourd, Jean-Baptiste
1998
Wild bootstrap tests for IV regression. Zbl 1198.62035
Davidson, Russell; MacKinnon, James G.
2010
A simplified version of the differencing test. Zbl 0588.62199
Davidson, Russell; Godfrey, Leslie; MacKinnon, James G.
1985
Statistical inference in the presence of heavy tails. Zbl 1241.62176
Davidson, Russell
2012
Bootstrap inference in a linear equation estimated by instrumental variables. Zbl 1154.62018
Davidson, Russell; MacKinnon, James G.
2008
Implicit separability: Characterisation and implications for consumer demands. Zbl 0747.90026
Blackorby, Charles; Davidson, Russell; Schworm, William
1991
A discrete model for bootstrap iteration. Zbl 1377.62096
Davidson, Russell
2017
Editorial: The fourth special issue on computational econometrics. Zbl 1453.00017
Belsley, David A. (ed.); Davidson, Russell (ed.); Kontoghiorghes, Erricos John (ed.); MacKinnon, James G. (ed.); van Dijk, Herman K. (ed.)
2009
Moments of IV and JIVE estimators. Zbl 1126.62057
Davidson, Russel; MacKinnon, James G.
2007
Economies with a two-sector representation. Zbl 0821.90028
Blackorby, Charles; Davidson, Russell; Schworm, William
1993
Testing the specification of multivariate models in the presence of alternative hypotheses. Zbl 0541.62108
Davidson, Russell; MacKinnon, James G.
1983
A comparison of two transformation theories of classical mechanics. Zbl 0287.70012
Rae, J.; Davidson, R.
1973
On the nature of irreversibility in soluble classical systems. Zbl 0197.53601
Davidson, R.; Rae, J.
1970
A discrete model for bootstrap iteration. Zbl 1377.62096
Davidson, Russell
2017
A parametric bootstrap for heavy-tailed distributions. Zbl 1441.62062
2015
Statistical inference in the presence of heavy tails. Zbl 1241.62176
Davidson, Russell
2012
Wild bootstrap tests for IV regression. Zbl 1198.62035
Davidson, Russell; MacKinnon, James G.
2010
Reliable inference for the Gini index. Zbl 1429.91243
Davidson, Russell
2009
Editorial: The fourth special issue on computational econometrics. Zbl 1453.00017
Belsley, David A. (ed.); Davidson, Russell (ed.); Kontoghiorghes, Erricos John (ed.); MacKinnon, James G. (ed.); van Dijk, Herman K. (ed.)
2009
The wild bootstrap, tamed at last. Zbl 1418.62183
Davidson, Russell; Flachaire, Emmanuel
2008
Bootstrap inference in a linear equation estimated by instrumental variables. Zbl 1154.62018
Davidson, Russell; MacKinnon, James G.
2008
Improving the reliability of bootstrap tests with the fast double bootstrap. Zbl 1161.62357
Davidson, Russell; Mackinnon, James G.
2007
Asymptotic and bootstrap inference for inequality and poverty measures. Zbl 1418.62440
Davidson, Russell; Flachaire, Emmanuel
2007
Moments of IV and JIVE estimators. Zbl 1126.62057
Davidson, Russel; MacKinnon, James G.
2007
The power of bootstrap and asymptotic tests. Zbl 1345.62058
Davidson, Russell; MacKinnon, James G.
2006
Bootstrap $$J$$ tests of nonnested linear regression models. Zbl 1016.62082
Davidson, Russell; MacKinnon, James G.
2002
Fast double bootstrap tests of nonnested linear regression models. Zbl 1049.62074
Davidson, Russell; MacKinnon, James G.
2002
Statistical inference for stochastic dominance and for the measurement of poverty and inequality. Zbl 1055.91543
Davidson, Russell; Duclos, Jean-Yves
2000
Bootstrap tests: How many bootstraps? Zbl 0949.62030
Davidson, Russell; MacKinnon, James G.
2000
Davidson, R.; Pitts, David R.
1999
The size distortion of bootstrap tests. Zbl 0963.62025
Davidson, Russell; MacKinnon, James G.
1999
Wavelet analysis of commodity price behavior. Zbl 0897.90073
Davidson, Russell; Labys, Walter C.; Lesourd, Jean-Baptiste
1998
Statistical inference for the measurement of the incidence of taxes and transfers. Zbl 0887.90038
Davidson, Russell; Duclos, Jean-Yves
1997
Estimation and inference in econometrics. Zbl 1009.62596
Davidson, Russell; MacKinnon, James G.
1993
Economies with a two-sector representation. Zbl 0821.90028
Blackorby, Charles; Davidson, Russell; Schworm, William
1993
A new form of the information matrix test. Zbl 0744.62150
Davidson, Russell; MacKinnon, James G.
1992
Implicit separability: Characterisation and implications for consumer demands. Zbl 0747.90026
Blackorby, Charles; Davidson, Russell; Schworm, William
1991
Specification tests based on artificial regressions. Zbl 0708.62053
Davidson, Russell; MacKinnon, James G.
1990
Implicit alternatives and the local power of test statistics. Zbl 0644.62023
Davidson, Russell; MacKinnon, James G.
1987
A simplified version of the differencing test. Zbl 0588.62199
Davidson, Russell; Godfrey, Leslie; MacKinnon, James G.
1985
Model specification tests based on artificial linear regressions. Zbl 0554.62099
Davidson, Russell; MacKinnon, James G.
1984
Distribution-free statistical inference with Lorenz curves and income shares. Zbl 0528.62095
Beach, Charles M.; Davidson, Russell
1983
Tests for model specification in the presence of alternative hypotheses. Zbl 0518.62090
MacKinnon, James G.; White, Halbert; Davidson, Russell
1983
Small sample properties of alternative forms of the Lagrange multiplier test. Zbl 1273.91362
Davidson, Russel; Mackinnon, James G.
1983
Testing the specification of multivariate models in the presence of alternative hypotheses. Zbl 0541.62108
Davidson, Russell; MacKinnon, James G.
1983
Some non-nested hypothesis tests and the relations among them. Zbl 0503.62045
Davidson, Russell; MacKinnon, James G.
1982
Several tests for model specification in the presence of alternative hypotheses. Zbl 0472.62108
Davidson, Russell; MacKinnon, James G.
1981
Non-convexities in continuous-time investment theory. Zbl 0475.90014
Davidson, Russell; Harris, Richard
1981
A comparison of two transformation theories of classical mechanics. Zbl 0287.70012
Rae, J.; Davidson, R.
1973
On the nature of irreversibility in soluble classical systems. Zbl 0197.53601
Davidson, R.; Rae, J.
1970
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#### Cited by 1,095 Authors

 19 Cribari-Neto, Francisco 16 Davidson, Russell 16 Popescu, Gelu 14 Davidson, Kenneth R. 14 Godfrey, Leslie G. 14 Kawamura, Katsunori 11 Cavaliere, Giuseppe 10 MacKinnon, James G. 10 Pesaran, M. Hashem 9 Bera, Anil K. 9 Taylor, A. M. Robert 8 Flachaire, Emmanuel 8 Kort, Peter M. 8 McAleer, Michael 7 Baltagi, Badi H. 7 Dufour, Jean-Marie 7 Feichtinger, Gustav 6 Hartl, Richard F. 6 Pauly, Markus 6 Sosa-Escudero, Walter 5 Hounyo, Ulrich 5 Stengos, Thanasis 5 Windmeijer, Frank A. G. 5 Wong, Wing-Keung 4 Belsley, David A. 4 da Glória A. Lima, Maria 4 Hsu, Yu-Chin 4 Jørgensen, Palle E. T. 4 Khalaf, Lynda 4 Kobayashi, Masahito 4 Kribs, David W. 4 Orme, Chris D. 4 Power, Stephen Charles 4 Racine, Jeffrey Scott 4 Rahbek, Anders 4 Sayyareh, Abdolreza 4 Schluter, Christian 4 Shalit, Orr Moshe 4 Shamovich, Eli 4 Smith, Richard J. 4 Topaloglou, Nikolas 4 Tremayne, Andrew R. 4 Tse, Yiu Kuen 4 White, Halbert Lynn jun. 4 Yang, Zhenlin 3 Ahlgren, Niklas 3 Andrews, Donald Wilfrid Kao 3 Biørn, Erik 3 Blackorby, Charles 3 Brannas, Kurt 3 Choi, Hwan-sik 3 Clouâtre, Raphaël 3 Corradi, Valentina 3 Dastoor, Naorayex K. 3 Doğan, Osman 3 Donald, Stephen G. 3 Fan, Yanqin 3 Franses, Philip Hans 3 Friedrich, Sarah 3 Gonçalves, Sílvia 3 Hahn, Georg 3 Hausman, Jerry Allen 3 Kaffo, Maximilien 3 Katsoulis, Elias George 3 Kim, Jae-Hean 3 Kuan, Chung-Ming 3 Kundhi, Gubhinder 3 Lee, Lung-Fei 3 Lee, Taewook 3 Leo, Teng Wah 3 Levene, Rupert Howard 3 Li, Dong 3 Li, Qi 3 Lubrano, Michel 3 Maasoumi, Esfandiar 3 Martin, Robert T. W. 3 Maruotti, Antonello 3 Montes-Rojas, Gabriel V. 3 Ouysse, Rachida 3 Paolucci, Anna Maria 3 Pitts, David R. 3 Rilstone, Paul 3 Scaillet, Olivier 3 Silva, J. M. C. Santos 3 Small, Dylan S. 3 Taşpınar, Süleyman 3 Uri, Noel D. 3 Wirl, Franz 3 Yang, Dilian 3 Zhang, Xibin 3 Zhao, Yichuan 3 Zitikis, Ričardas 2 Aguirre-Torres, Victor 2 Álvarez-Esteban, Pedro César 2 Ando, Masakazu 2 Andrade, Dalton F. 2 Antell, Jan 2 Arias, Alvaro 2 Arora, Sangeeta 2 Arvanitis, Stelios ...and 995 more Authors
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#### Cited in 131 Serials

 173 Journal of Econometrics 78 Economics Letters 42 Computational Statistics and Data Analysis 30 Econometric Reviews 26 Communications in Statistics. Simulation and Computation 23 Communications in Statistics. Theory and Methods 23 Journal of Statistical Computation and Simulation 20 Econometric Theory 18 Journal of Functional Analysis 16 Journal of Economic Dynamics & Control 16 The Econometrics Journal 14 Journal of Applied Statistics 13 Statistics & Probability Letters 13 European Journal of Operational Research 10 Journal of Statistical Planning and Inference 10 Computational Statistics 10 Computational Economics 10 Statistical Papers 9 Statistical Methods and Applications 8 Quantitative Finance 8 Journal of Econometric Methods 7 Integral Equations and Operator Theory 7 Journal of Economic Theory 7 Mathematics and Computers in Simulation 6 Test 5 Journal of Mathematical Analysis and Applications 5 Journal of Mathematical Physics 5 Journal of Multivariate Analysis 5 Mathematische Annalen 5 Transactions of the American Mathematical Society 5 Journal of Time Series Analysis 5 AStA. Advances in Statistical Analysis 4 Advances in Mathematics 4 Journal of the American Statistical Association 4 Social Choice and Welfare 4 Statistics 4 Journal of Nonparametric Statistics 3 The Canadian Journal of Statistics 3 Letters in Mathematical Physics 3 Psychometrika 3 Annals of the Institute of Statistical Mathematics 3 The Annals of Statistics 3 Applied Mathematics and Computation 3 Journal of Mathematical Psychology 3 Journal of Optimization Theory and Applications 3 Journal für die Reine und Angewandte Mathematik 3 Metron 3 Statistical Science 3 Applied Mathematical Modelling 3 Economic Theory 3 Statistics and Computing 2 Scandinavian Journal of Statistics 2 International Statistical Review 2 Journal of Mathematical Economics 2 Memoirs of the American Mathematical Society 2 Metroeconomica 2 Proceedings of the American Mathematical Society 2 Proceedings of the Edinburgh Mathematical Society. Series II 2 Statistica Neerlandica 2 Operations Research Letters 2 Journal of Economics 2 Annals of Operations Research 2 International Journal of Algebra and Computation 2 Games and Economic Behavior 2 Linear Algebra and its Applications 2 Bernoulli 2 Algebras and Representation Theory 2 Australian & New Zealand Journal of Statistics 2 CEJOR. Central European Journal of Operations Research 2 Brazilian Journal of Probability and Statistics 2 Computational Management Science 2 The Annals of Applied Statistics 2 Sankhyā. Series B 2 Journal of Time Series Econometrics 1 Israel Journal of Mathematics 1 Metrika 1 Periodica Mathematica Hungarica 1 Physica A 1 Rocky Mountain Journal of Mathematics 1 Chaos, Solitons and Fractals 1 Acta Mathematica 1 Biometrics 1 Canadian Journal of Mathematics 1 International Economic Review 1 Journal of Environmental Economics and Management 1 Journal of Number Theory 1 Results in Mathematics 1 Semigroup Forum 1 Journal of the Japan Statistical Society 1 Mathematical Social Sciences 1 Insurance Mathematics & Economics 1 Mathematical and Computer Modelling 1 Multidimensional Systems and Signal Processing 1 International Journal of Foundations of Computer Science 1 Journal of Risk and Uncertainty 1 Applications of Mathematics 1 Celestial Mechanics 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Open Economies Review ...and 31 more Serials
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#### Cited in 35 Fields

 599 Statistics (62-XX) 226 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 100 Numerical analysis (65-XX) 60 Operator theory (47-XX) 54 Functional analysis (46-XX) 44 Probability theory and stochastic processes (60-XX) 25 Operations research, mathematical programming (90-XX) 11 Quantum theory (81-XX) 7 Several complex variables and analytic spaces (32-XX) 7 Computer science (68-XX) 7 Biology and other natural sciences (92-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Calculus of variations and optimal control; optimization (49-XX) 6 Systems theory; control (93-XX) 5 General and overarching topics; collections (00-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 4 Information and communication theory, circuits (94-XX) 2 Combinatorics (05-XX) 2 Number theory (11-XX) 2 Special functions (33-XX) 2 Ordinary differential equations (34-XX) 2 Abstract harmonic analysis (43-XX) 2 Mechanics of particles and systems (70-XX) 1 History and biography (01-XX) 1 Field theory and polynomials (12-XX) 1 Algebraic geometry (14-XX) 1 Associative rings and algebras (16-XX) 1 $$K$$-theory (19-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Integral transforms, operational calculus (44-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX)