Access Statistics for Russell Davidson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Equilibrium Spatial Model of Housing Quality and Quantity 0 0 0 2 3 4 4 241
A General Equilibrium Spatial Model of Housing Quality and Quantity 0 0 0 629 1 3 4 2,382
A New Form of the Information Matrix Test 0 0 0 0 2 4 6 537
A Parametric Bootstrap for Heavy Tailed Distributions 0 0 0 0 2 4 4 15
A REFINED BOOTSTRAP FOR HEAVY TAILED DISTRIBUTIONS 0 0 0 51 1 5 8 276
A Simplified Version of a Differencing Specification Test 0 0 0 0 0 1 2 137
A discrete model for bootstrap iteration 0 0 1 28 3 5 10 74
A discrete model for bootstrap iteration 0 0 0 0 2 3 3 22
A discrete model for bootstrap iteration 0 0 0 0 2 4 6 8
A parametric bootstrap for heavytailed distributions 0 0 0 29 2 2 2 111
ASYMPTOTIC AND BOOTSTRAP INFERENCE FOR INEQUALITY AND POVERTY MEASURES 0 0 0 77 1 5 6 209
Advances in specification testing 0 0 0 2 1 3 6 40
An Agnostic Look at Bayesian Statistics and Econometrics 0 0 0 104 0 0 1 87
Analyse Contrefactuelle de l'Article 55 de la Loi SRU sur la Production de Logements Sociaux 0 0 1 11 1 5 11 92
Analyse Contrefactuelle de l’Article 55 de la Loi SRU sur la Production de Logements Sociaux 0 0 2 55 2 5 10 188
Artificial Regressions 0 0 0 0 0 0 0 0
Artificial Regressions 0 0 0 0 0 1 4 401
Artificial Regressions 0 0 0 0 0 0 0 0
Artificial Regressions 0 0 0 49 1 4 5 205
Artificial Regressions 0 1 3 363 2 4 13 1,027
Asymptotic and bootstrap inference for inequality and poverty measures 0 0 1 30 0 0 3 66
Asymptotic and bootstrap inference for inequality and poverty measures 0 0 0 32 0 2 5 123
Asymptotic and bootstrap inference for inequality and poverty measures 0 0 0 232 4 6 9 601
BOOTSTRAP INFERENCE IN A LINEAR EQUATION ESTIMATED BY INSTRUMENTAL VARIABLES 0 0 0 33 7 10 12 234
BOOTSTRAPPING ECONOMETRIC MODELS 0 0 0 63 2 6 8 186
Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests 0 0 0 2 0 1 3 1,008
Bootstrap Confidence Sets With Weak Instruments 0 0 1 206 5 10 15 593
Bootstrap Confidence Sets with Weak Instruments 0 0 0 1 0 0 0 3
Bootstrap Confidence Sets with Weak Instruments 0 0 0 0 1 1 2 29
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 261 4 6 7 919
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 150 3 9 12 613
Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables 0 0 0 0 2 2 2 8
Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables 0 0 0 0 0 0 0 5
Bootstrap Performance with Heteroskedasticity 0 0 0 29 2 5 7 38
Bootstrap Testing How Many Bootstraps 0 0 0 0 5 6 9 26
Bootstrap Testing in Nonlinear Models 0 0 0 2 2 2 4 815
Bootstrap Testing in Nonlinear Models 1 1 2 10 1 2 3 44
Bootstrap Tests For Overidentification In Linear Regression Models 0 0 1 148 4 7 11 406
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 1 2 3 4 24
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 0 2 4 787
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 2 2 4 6 966
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 3 2 4 11 36
Bootstrap Tests: How Many Bootstraps? 0 0 0 0 2 2 2 4
Bootstrap Tests: How Many Bootstraps? 0 1 2 1,067 3 11 14 2,907
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 25 1 2 3 94
Bootstrap tests for overidentification in linear regression models 0 0 0 0 0 0 0 2
Bootstraping econometric models 0 0 0 89 1 3 4 162
Computing, the bootstrap and economics 0 0 0 4 2 3 5 47
Confidence Sets Based On Inverting Anderson-rubin Tests 0 1 1 168 0 7 12 683
Confidence Sets Based on Inverting Anderson-Rubin Tests 0 0 0 0 1 1 2 27
Confidence Sets Based on Inverting Anderson-Rubin Tests 0 0 0 0 0 0 0 1
Convenient Specification Tests for Logit and Probit Models 0 0 0 722 2 6 7 1,682
Diagnostics for the bootstrap and fast double bootstrap 0 0 0 0 0 3 4 28
Distribution-Free Statistical Inference for Inequality Dominance with Crossing Lorenz Curves 0 0 1 11 3 3 4 175
Distribution-Free Statistical Inference for Inequality Dominance with Crossing Lorenz Curves 0 0 0 0 1 1 1 1
Double-Length Artificial Regressions 0 0 0 1 3 4 6 27
Double-Length Artificial Regressions 0 0 0 66 3 6 8 233
ECONOMIES WITH A TWO-SECTOR REPRESENTATION 0 0 0 0 0 1 3 323
Efficiency and Robustness in a Geometrical Perspective 0 0 0 0 0 1 2 589
Empirically Implementing a Social Welfare Inference Framework 0 0 6 6 4 7 13 13
Exploring the bootstrap discrepancy 0 0 0 22 1 2 3 48
FORMATION DES PRIX ET CONCURRENCE IMPARFAITE SUR LES MARCHES AGRICOLES ET DE L'AGRO-INDUSTRIE EN EUROPE 0 0 0 0 0 3 4 829
Goodness of Fit: An Axiomatic Approach 0 0 0 0 0 0 0 20
Goodness of Fit: an axiomatic approach 0 0 0 51 1 2 4 92
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 440 2 8 9 1,082
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 0 2 2 2 2
Heteroskedastcity-robust tests in regressions directions 0 0 0 0 3 4 4 126
Heteroskedasticity-Robust Tests in Regression Directions 0 0 0 160 2 3 3 670
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping 1 1 2 143 4 7 16 298
Housing Quality and Maintenance 0 0 0 0 2 2 4 131
IMPLICIT SEPARABILITY: CHARACTERISATION AND IMPLICATIONS FOR CONSUMER DEMANDS 0 0 0 1 1 2 6 460
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 0 2 4 6 1,003
Implicit alternatives and the local power of test statistics 0 0 0 0 2 3 8 131
Improvements in Bootstrap Inference 1 1 1 46 1 5 7 108
Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap 0 0 0 286 10 20 22 803
Improving the Reliability of Bootstrap Tests 0 0 0 0 0 0 0 0
Improving the Reliability of Bootstrap Tests with the Fast Double Bootstrap 0 0 0 0 1 1 1 1
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 5 43 1 6 16 178
Inference on Income Distributions 0 0 0 55 2 6 6 67
Inflation and the Saving Rate 0 0 0 0 0 1 5 262
Inflation and the Savings Rate 0 0 1 522 4 6 7 1,982
MOMENTS OF IV AND JIVE ESTIMATORS 0 0 0 21 1 3 4 122
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 1 2 3 176
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 5 9 9 215
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 3 1 2 4 25
Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks 0 0 1 1 2 9 11 42
Moments Of Iv And Jive Estimators 0 0 0 135 2 6 6 479
Moments of IV and JIVE Estimators 0 0 0 0 1 1 1 1
Moments of IV and JIVE estimators 0 0 0 20 2 2 3 81
More reliable inference for the dissimilarity index of segregation 0 0 0 0 0 1 3 67
Non-Convexities in a Continuous-Time Capital Theory Problem 0 0 0 0 1 1 4 63
On the welfare effects of anti-discrimination regulations in the EC car market 0 0 0 2 3 4 4 25
Quantile means and quantile share standard errors and a toolbox of distributional statistics 0 0 0 0 1 2 3 3
RELIABLE INFERENCE FOR THE GINI INDEX 0 0 0 35 0 1 1 139
Regression-Based Methods for Using Control Variates in Monte Carlo Experiments 0 0 0 9 3 5 5 1,036
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments 0 0 0 0 1 1 1 1
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments 0 0 1 94 2 3 5 1,008
Relations Among Some Non-Nested Hypothesis Tests 0 0 0 0 0 1 2 73
Reliable inference for the GINI Index 0 0 2 70 1 4 7 159
STOCHASTIC DOMINANCE 0 0 1 144 0 3 5 344
Semiparametric Estimation of ARCH Models Using Nearest Neighbour Regression: Some Mote Carlo Results 0 0 0 0 0 0 1 439
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 5 11 15 1,053
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 1 1 31 4 8 13 126
Size distortion of bootstrap tests: application to a unit root test 0 0 1 36 1 2 5 70
Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test 0 0 0 1 0 2 2 415
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 2 4 5 169
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 0 2 4 4 288
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 2 2 4 5 49
Specification Tests Based on Artificial Regressions 0 0 1 151 2 4 5 383
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality 0 0 0 7 4 6 10 54
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality 0 0 0 964 3 9 9 3,195
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality 0 0 0 1 27 34 35 1,459
Statistical Inference for the Measurement of the Incidence of Taxes and Transfers 0 0 0 0 1 2 4 654
Statistical Inference for the Measurement of the Incidence of Taxes and Transfers 0 0 0 1 50 51 53 474
Statistical Inference for the Measurement of the Incidences of Taxes and Transfers 0 0 0 176 1 3 6 759
Statistical Inference on the Canadian Middle Class 0 0 0 0 0 3 10 44
Survival Probabilities of Random Walks on General Lattices with Trapping Sites 0 0 0 0 0 2 2 552
TESTING FOR RESTRICTED STOCHASTIC DOMINANCE 0 0 0 86 1 8 8 244
TESTING FOR RESTRICTED STOCHASTIC DOMINANCES: SOME FURTHER RESULTS 0 0 0 25 1 4 4 106
THE CASE AGAINST JIVE 0 0 0 23 51 55 55 164
THE VALIDITY OF PIECEMEAL SECOND-BEST POLICY 0 0 0 0 1 3 5 253
Testing for Consistency Using Artificial Regressions 0 0 0 2 0 8 10 35
Testing for Consistency using Artificial Regressions 0 0 0 149 1 6 8 568
Testing for Restricted Stochastic Dominance 0 0 0 113 1 4 8 298
Testing for Restricted Stochastic Dominance 0 0 0 84 4 5 6 271
Testing for Restricted Stochastic Dominance 0 0 0 2 0 1 2 38
Testing for Restricted Stochastic Dominance 0 0 0 1 2 3 5 24
Testing for Restricted Stochastic Dominance 0 0 0 180 4 8 10 614
Testing for restricted stochastic dominance 0 0 0 70 2 5 7 116
Testing for restricted stochastic dominance: some further results 0 0 0 30 1 3 4 81
Testing the Specification of Econometric Models in Regression and Non-Regression Directions 0 0 0 45 3 4 4 228
Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results 0 0 0 0 0 3 4 248
The Bootstrap 0 0 0 0 2 4 9 47
The Case Against JIVE 0 0 0 0 1 1 1 2
The Case Against Jive 0 1 1 84 5 9 12 397
The Geometry of the Wald Test 0 0 0 13 1 1 3 1,036
The Geometry of the Wald Test 0 0 0 0 0 0 0 0
The Geometry of the Wald Test 0 0 0 1 1 1 3 1,367
The Power Of Bootstrap And Asymptotic Tests 0 0 1 605 1 3 5 1,672
The Power of Bootstrap Tests 0 0 0 8 0 3 3 26
The Power of Bootstrap and Asymptotic Tests 0 0 0 0 1 1 1 1
The Size And Power Of Bootstrap Tests 0 0 0 203 2 3 6 1,055
The Size Distorsion of Bootstrap Tests 0 0 0 0 1 3 5 953
The Size Distortion of Bootstrap Tests 0 0 0 2 4 7 8 33
The Size and Power of Bootstrap Tests 0 0 0 0 2 2 2 3
The Size and Power of Bootstrap Tests 0 0 0 0 3 6 8 1,170
The Wild Bootstrap, Tamed At Last 0 0 0 253 1 5 8 743
The Wild Bootstrap, Tamed at Last 0 0 0 0 3 3 3 3
The Wild Bootstrap, Tamed at Last 0 0 0 1 2 5 8 534
The Wild Bootstrap, Tamed at Last 0 0 0 693 2 4 6 1,719
The fast iterated bootstrap 0 0 0 6 0 1 4 33
The interpretation of test statistics 0 0 0 0 1 1 2 141
The wild bootstrap, tamed at last 0 0 0 8 5 10 13 73
The wild bootstrap, tamed at last 0 0 2 12 2 5 11 173
Three Notes on Money and Transaction Costs 0 0 0 0 1 2 3 127
Time and Causality 0 0 0 0 1 3 3 24
Time-varying parameters: New test tailored to applications in finance and macroeconomics 0 0 3 25 2 4 11 97
Unanticipated Shocks and the Maintenance And Replacement of Durable Goods 0 0 0 0 0 0 0 91
Unrestricted Statistical Inference with Lorenz Curves and Income Shares 0 0 0 0 0 2 3 123
WILD BOOTSTRAP TESTS FOR IV REGRESSION 0 0 0 27 2 4 4 131
Wavelet Analysis of Commodity Price Behavior 0 0 0 0 2 3 3 1,000
Wild Bootstrap Tests For Iv Regression 0 0 1 415 0 8 13 1,148
Wild Bootstrap Tests for IV Regression 0 0 0 0 0 0 0 0
Wild bootstrap tests for IV regression 0 0 0 47 3 5 7 152
Total Working Papers 3 8 47 11,652 395 736 1,038 60,477

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'The 21st Century Belongs to Bayes' Debate: Introduction 0 0 0 30 0 0 1 89
A New Form of the Information Matrix Test 0 0 0 99 1 3 5 584
A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS 0 0 1 10 0 1 2 52
A Simplified Version of the Differencing Test 0 0 0 25 0 1 3 197
A Statistical Characterization of Median-Based Inequality Measures 0 0 0 0 7 9 9 9
A discrete model for bootstrap iteration 0 0 0 8 1 2 6 50
A general equilibrium spatial model of housing quality and quantity 0 0 0 104 2 4 9 344
Advances in specification testing 0 1 1 9 1 4 7 42
Advances in specification testing 0 1 1 4 3 8 10 27
An Agnostic Look at Bayesian Statistics and Econometrics 0 0 0 35 1 2 3 130
Artificial regressions and C ([alpha]) tests 0 0 0 33 0 1 1 102
Asymptotic and bootstrap inference for inequality and poverty measures 0 0 1 98 3 6 8 290
Bootstrap Confidence Sets with Weak Instruments 0 0 1 17 0 1 8 87
Bootstrap J tests of nonnested linear regression models 0 0 0 181 1 2 6 608
Bootstrap Testing in Nonlinear Models 0 0 0 98 4 10 19 1,027
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 48 1 3 5 207
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 73 1 9 13 368
Bootstrap tests: how many bootstraps? 0 0 7 233 4 8 26 647
Bootstrapping econometric models (in Russian) 0 0 1 26 2 4 7 118
Computing, the bootstrap and economics 0 0 0 13 0 1 6 58
Computing, the bootstrap and economics 0 0 0 0 0 2 4 13
Confidence sets based on inverting Anderson–Rubin tests 0 0 0 14 0 1 1 60
Convenient specification tests for logit and probit models 0 0 1 290 5 11 25 737
Diagnostics for the bootstrap and fast double bootstrap 0 0 0 5 2 4 7 26
Distribution-Free Statistical Inference with Lorenz Curves and Income Shares 0 0 4 252 3 5 13 855
Double Length Artificial Regressions 0 0 0 0 7 10 16 201
Economies with a Two-Sector Representation 0 0 0 0 1 3 4 108
Efficient estimation of tail-area probabilities in sampling experiments 0 0 0 40 0 2 3 235
Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables 0 0 0 157 0 0 1 676
FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS 0 0 0 134 1 4 6 693
Goodness of Fit: An Axiomatic Approach 0 0 0 10 0 4 4 43
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 0 1 8 10 1,223
Housing Quality, Maintenance and Rehabilitation 1 1 1 177 2 5 11 478
Implicit Alternatives and the Local Power of Test Statistics 0 1 1 199 2 5 5 975
Implicit separability: Characterisation and implications for consumer demands 0 0 1 100 2 2 4 231
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 0 89 1 4 6 342
Innis Lecture: Inference on income distributions 0 0 0 0 1 5 6 16
Innis Lecture: Inference on income distributions 0 0 0 9 1 1 6 70
L'intégration des marchés de l'agro-industrie en Europe et la PAC 0 0 0 1 1 2 3 13
L'intégration des marchés de l'agro-industrie en Europe et la PAC 0 0 0 2 0 0 0 9
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 103 1 7 9 358
Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks 1 1 2 29 4 11 16 75
Moments of IV and JIVE estimators 0 0 0 46 2 3 3 311
More reliable inference for the dissimilarity index of segregation 0 1 1 11 2 4 20 131
Non-Convexities in Continuous Time Investment Theory 0 0 1 45 1 3 7 137
On a simple procedure for testing non-nested regression models 0 0 1 10 0 1 3 51
On the welfare effects of anti-discrimination regulations in the EC car market 0 0 0 44 2 3 4 179
Quantile means and quantile share standard errors and a toolbox of distributional statistics 0 2 2 2 3 5 5 5
Regression-based methods for using control variates in Monte Carlo experiments 0 0 0 87 1 7 10 269
Reliable inference for the Gini index 0 0 1 98 1 4 13 396
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on 'The case against JIVE' 0 0 0 37 0 0 1 173
Reply to Ackerberg and Devereux and Blomquist and Dahlberg on ‘The case against JIVE’ 0 0 0 0 1 1 2 3
Several Tests for Model Specification in the Presence of Alternative Hypotheses 1 2 3 601 3 14 20 1,513
Size Distortion of Bootstrap Tests: an Example from Unit Root Testing 0 0 0 16 1 4 7 108
Small sample properties of alternative forms of the Lagrange Multiplier test 0 0 1 62 11 11 15 202
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 1 81 1 6 13 237
Spatial aspects of housing quality, density, and maintenance 0 0 0 133 2 3 5 352
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality 0 0 0 1 3 5 7 996
Statistical Inference for the Measurement of the Incidence of Taxes and Transfers 0 0 0 2 2 2 3 360
Statistical Inference on the Canadian Middle Class 0 0 0 16 3 3 4 72
Statistical inference in the presence of heavy tails 0 0 0 29 1 1 3 87
THE SIZE DISTORTION OF BOOTSTRAP TESTS 0 1 1 101 2 4 5 437
Testing Linear and Loglinear Regressions against Box-Cox Alternatives 0 0 0 107 1 2 2 488
Testing for Consistency using Artificial Regressions 0 0 0 28 0 0 3 172
Testing for Restricted Stochastic Dominance 0 0 2 62 5 13 21 195
Testing for Restricted Stochastic Dominance: Some Further Results 0 0 0 23 3 6 9 113
Testing the specification of multivariate models in the presence of alternative hypotheses 0 0 0 29 1 2 4 93
Tests for model specification in the presence of alternative hypotheses: Some further results 0 0 0 278 1 6 13 648
The case against JIVE 0 0 1 81 1 3 8 343
The case against JIVE 0 0 0 2 3 5 7 13
The fast iterated bootstrap 0 0 0 7 0 1 2 31
The fourth special issue on Computational Econometrics 0 0 0 33 1 1 5 124
The power of bootstrap and asymptotic tests 0 1 1 179 2 6 11 498
The validity of piecemeal second-best policy 0 0 0 20 1 1 2 106
The wild bootstrap, tamed at last 0 1 5 268 2 17 32 740
Time and Causality 0 0 1 16 2 6 8 65
Unanticipated shocks and the maintenance and replacement of durable goods 0 0 0 14 0 1 1 64
Une nouvelle forme du test de la matrice d'information 0 0 0 2 1 3 3 18
Wavelet Analysis of Commodity Price Behavior 0 0 1 238 10 12 15 572
Wild Bootstrap Tests for IV Regression 0 1 1 127 3 6 15 375
Total Journal Articles 3 14 47 5,691 146 350 625 23,150

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric Theory and Methods: International Edition 0 0 0 0 1 5 20 568
Estimation and Inference in Econometrics 0 0 0 0 12 33 98 11,783
Total Books 0 0 0 0 13 38 118 12,351

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-08