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 0 629 0 1 1 2,379
A General Equilibrium Spatial Model of Housing Quality and Quantity 0 0 0 2 0 0 0 237
A New Form of the Information Matrix Test 0 0 0 0 0 0 2 533
A Parametric Bootstrap for Heavy Tailed Distributions 0 0 0 0 0 0 0 11
A REFINED BOOTSTRAP FOR HEAVY TAILED DISTRIBUTIONS 0 0 0 51 0 0 3 271
A Simplified Version of a Differencing Specification Test 0 0 0 0 0 1 1 136
A discrete model for bootstrap iteration 0 0 0 0 0 1 3 4
A discrete model for bootstrap iteration 0 0 0 0 0 0 1 19
A discrete model for bootstrap iteration 0 0 1 28 1 2 6 69
A parametric bootstrap for heavytailed distributions 0 0 0 29 0 0 0 109
ASYMPTOTIC AND BOOTSTRAP INFERENCE FOR INEQUALITY AND POVERTY MEASURES 0 0 0 77 0 1 2 204
Advances in specification testing 0 0 0 2 0 1 3 37
An Agnostic Look at Bayesian Statistics and Econometrics 0 0 0 104 0 0 4 87
Analyse Contrefactuelle de l'Article 55 de la Loi SRU sur la Production de Logements Sociaux 1 1 2 11 2 5 7 87
Analyse Contrefactuelle de l’Article 55 de la Loi SRU sur la Production de Logements Sociaux 1 1 2 55 1 3 9 183
Artificial Regressions 0 0 0 49 0 0 1 201
Artificial Regressions 0 0 4 362 0 1 11 1,023
Artificial Regressions 0 0 0 0 0 0 3 400
Asymptotic and bootstrap inference for inequality and poverty measures 0 0 1 30 1 1 4 66
Asymptotic and bootstrap inference for inequality and poverty measures 0 0 0 232 0 0 4 595
Asymptotic and bootstrap inference for inequality and poverty measures 0 0 0 32 1 2 3 121
BOOTSTRAP INFERENCE IN A LINEAR EQUATION ESTIMATED BY INSTRUMENTAL VARIABLES 0 0 0 33 0 0 2 224
BOOTSTRAPPING ECONOMETRIC MODELS 0 0 0 63 0 1 4 180
Bootstrap Confidence Intervals Based on Inverting Hypothesis Tests 0 0 0 2 0 1 3 1,007
Bootstrap Confidence Sets With Weak Instruments 0 0 1 206 0 1 5 583
Bootstrap Confidence Sets with Weak Instruments 0 0 0 0 0 1 1 28
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 150 0 1 3 604
Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables 0 0 0 261 0 0 1 913
Bootstrap Performance with Heteroskedasticity 0 0 0 29 0 0 4 33
Bootstrap Testing How Many Bootstraps 0 0 0 0 2 3 3 20
Bootstrap Testing in Nonlinear Models 0 0 1 9 0 0 1 42
Bootstrap Testing in Nonlinear Models 0 0 0 2 0 0 2 813
Bootstrap Tests For Overidentification In Linear Regression Models 0 0 1 148 1 1 5 399
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 1 0 1 1 21
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 3 1 3 7 32
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 2 0 2 2 962
Bootstrap Tests of Nonnested Linear Regression Models 0 0 0 0 0 0 2 785
Bootstrap Tests: How Many Bootstraps? 0 0 2 1,066 0 0 7 2,896
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 25 1 1 2 92
Bootstraping econometric models 0 0 0 89 0 0 2 159
Computing, the bootstrap and economics 0 0 0 4 0 2 3 44
Confidence Sets Based On Inverting Anderson-rubin Tests 0 0 2 167 0 1 7 676
Confidence Sets Based on Inverting Anderson-Rubin Tests 0 0 0 0 1 1 2 26
Convenient Specification Tests for Logit and Probit Models 0 0 0 722 0 0 1 1,676
Diagnostics for the bootstrap and fast double bootstrap 0 0 0 0 0 1 3 25
Distribution-Free Statistical Inference for Inequality Dominance with Crossing Lorenz Curves 0 0 1 11 0 0 1 172
Double-Length Artificial Regressions 0 0 0 66 0 1 2 227
Double-Length Artificial Regressions 0 0 0 1 1 2 3 23
ECONOMIES WITH A TWO-SECTOR REPRESENTATION 0 0 0 0 1 1 3 322
Efficiency and Robustness in a Geometrical Perspective 0 0 0 0 0 0 1 588
Empirically Implementing a Social Welfare Inference Framework 0 1 6 6 1 4 6 6
Exploring the bootstrap discrepancy 0 0 0 22 0 0 1 46
FORMATION DES PRIX ET CONCURRENCE IMPARFAITE SUR LES MARCHES AGRICOLES ET DE L'AGRO-INDUSTRIE EN EUROPE 0 0 0 0 0 0 1 826
Goodness of Fit: An Axiomatic Approach 0 0 0 0 0 0 0 20
Goodness of Fit: an axiomatic approach 0 0 0 51 0 0 2 90
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 2 440 0 1 4 1,074
Heteroskedastcity-robust tests in regressions directions 0 0 0 0 0 0 0 122
Heteroskedasticity-Robust Tests in Regression Directions 0 0 0 160 0 0 1 667
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping 0 0 2 142 0 2 12 291
Housing Quality and Maintenance 0 0 0 0 0 0 2 129
IMPLICIT SEPARABILITY: CHARACTERISATION AND IMPLICATIONS FOR CONSUMER DEMANDS 0 0 0 1 2 2 4 458
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 0 0 1 3 999
Implicit alternatives and the local power of test statistics 0 0 0 0 0 1 5 128
Improvements in Bootstrap Inference 0 0 0 45 0 0 2 103
Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap 0 0 0 286 0 1 2 783
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 6 43 0 3 16 172
Inference on Income Distributions 0 0 0 55 0 0 0 61
Inflation and the Saving Rate 0 0 0 0 0 1 4 261
Inflation and the Savings Rate 1 1 1 522 1 1 1 1,976
MOMENTS OF IV AND JIVE ESTIMATORS 0 0 0 21 0 0 1 119
Model Specification Tests Based on Artificial Linear Regressions 0 0 1 3 0 1 3 23
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 0 0 1 206
Model Specification Tests Based on Artificial Linear Regressions 0 0 0 1 0 1 2 174
Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks 0 0 1 1 0 0 3 33
Moments Of Iv And Jive Estimators 0 0 0 135 0 0 0 473
Moments of IV and JIVE estimators 0 0 0 20 0 1 1 79
More reliable inference for the dissimilarity index of segregation 0 0 0 0 0 2 2 66
Non-Convexities in a Continuous-Time Capital Theory Problem 0 0 0 0 1 1 3 62
On the welfare effects of anti-discrimination regulations in the EC car market 0 0 0 2 0 0 0 21
Quantile means and quantile share standard errors and a toolbox of distributional statistics 0 0 0 0 0 1 1 1
RELIABLE INFERENCE FOR THE GINI INDEX 0 0 0 35 0 0 0 138
Regression-Based Methods for Using Control Variates in Monte Carlo Experiments 0 0 1 9 0 0 2 1,031
Regression-Based Methods for Using Control and Antithetic Variates in Monte Carlo Experiments 0 1 1 94 0 1 2 1,005
Relations Among Some Non-Nested Hypothesis Tests 0 0 0 0 0 0 1 72
Reliable inference for the GINI Index 0 0 2 70 0 1 3 155
STOCHASTIC DOMINANCE 0 0 1 144 0 0 2 341
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 1 1 6 1,042
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 1 30 1 1 8 118
Size distortion of bootstrap tests: application to a unit root test 0 0 1 36 1 2 3 68
Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test 0 0 0 1 0 0 0 413
Some Further Results on Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 0 0 0 0 1 165
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 2 0 0 1 45
Some Non-Nested Hypothesis Tests and the Relations Among Them 0 0 0 0 0 0 0 284
Specification Tests Based on Artificial Regressions 0 0 1 151 0 0 1 379
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality 0 0 0 964 0 0 1 3,186
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality 0 0 0 7 0 1 5 48
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality 0 0 0 1 0 1 3 1,425
Statistical Inference for the Measurement of the Incidence of Taxes and Transfers 0 0 0 1 0 0 3 423
Statistical Inference for the Measurement of the Incidence of Taxes and Transfers 0 0 0 0 0 0 2 652
Statistical Inference for the Measurement of the Incidences of Taxes and Transfers 0 0 0 176 0 1 4 756
Statistical Inference on the Canadian Middle Class 0 0 0 0 3 4 7 41
Survival Probabilities of Random Walks on General Lattices with Trapping Sites 0 0 0 0 0 0 0 550
TESTING FOR RESTRICTED STOCHASTIC DOMINANCE 0 0 0 86 0 0 0 236
TESTING FOR RESTRICTED STOCHASTIC DOMINANCES: SOME FURTHER RESULTS 0 0 0 25 0 0 0 102
THE CASE AGAINST JIVE 0 0 0 23 0 0 0 109
THE VALIDITY OF PIECEMEAL SECOND-BEST POLICY 0 0 0 0 0 0 2 250
Testing for Consistency Using Artificial Regressions 0 0 0 2 1 1 2 27
Testing for Consistency using Artificial Regressions 0 0 0 149 0 0 2 562
Testing for Restricted Stochastic Dominance 0 0 0 113 0 1 4 294
Testing for Restricted Stochastic Dominance 0 0 0 84 0 0 1 266
Testing for Restricted Stochastic Dominance 0 0 0 2 0 1 2 37
Testing for Restricted Stochastic Dominance 0 0 0 180 0 0 3 606
Testing for Restricted Stochastic Dominance 0 0 0 1 0 2 3 21
Testing for restricted stochastic dominance 0 0 0 70 0 1 2 111
Testing for restricted stochastic dominance: some further results 0 0 0 30 0 1 2 78
Testing the Specification of Econometric Models in Regression and Non-Regression Directions 0 0 0 45 0 0 0 224
Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results 0 0 0 0 0 1 1 245
The Bootstrap 0 0 0 0 1 3 7 43
The Case Against Jive 0 0 0 83 1 2 4 388
The Geometry of the Wald Test 0 0 0 13 0 1 2 1,035
The Geometry of the Wald Test 0 0 0 1 0 0 2 1,366
The Power Of Bootstrap And Asymptotic Tests 0 0 1 605 0 0 2 1,669
The Power of Bootstrap Tests 0 0 0 8 0 0 2 23
The Size And Power Of Bootstrap Tests 0 0 0 203 0 1 3 1,052
The Size Distorsion of Bootstrap Tests 0 0 0 0 0 0 2 950
The Size Distortion of Bootstrap Tests 0 0 0 2 0 0 2 26
The Size and Power of Bootstrap Tests 0 0 0 0 0 0 2 1,164
The Wild Bootstrap, Tamed At Last 0 0 1 253 1 3 4 738
The Wild Bootstrap, Tamed at Last 0 0 0 1 0 1 3 529
The Wild Bootstrap, Tamed at Last 0 0 0 693 1 1 2 1,715
The fast iterated bootstrap 0 0 0 6 0 0 4 32
The interpretation of test statistics 0 0 0 0 0 0 1 140
The wild bootstrap, tamed at last 0 0 0 8 1 2 4 63
The wild bootstrap, tamed at last 0 1 3 12 0 3 7 168
Three Notes on Money and Transaction Costs 0 0 0 0 0 0 1 125
Time and Causality 0 0 0 0 0 0 0 21
Time-varying parameters: New test tailored to applications in finance and macroeconomics 0 1 3 25 0 1 7 93
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 0 1 121
WILD BOOTSTRAP TESTS FOR IV REGRESSION 0 0 0 27 0 0 0 127
Wavelet Analysis of Commodity Price Behavior 0 0 0 0 0 0 0 997
Wild Bootstrap Tests For Iv Regression 0 0 1 415 0 2 6 1,140
Wild bootstrap tests for IV regression 0 0 2 47 0 0 4 147
Total Working Papers 3 7 56 11,643 31 109 386 59,720
20 registered items for which data could not be found

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 2 89
A New Form of the Information Matrix Test 0 0 0 99 1 2 2 581
A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS 0 0 1 10 0 0 1 51
A Simplified Version of the Differencing Test 0 0 0 25 0 1 2 196
A Statistical Characterization of Median-Based Inequality Measures 0 0 0 0 0 0 0 0
A discrete model for bootstrap iteration 0 0 0 8 0 3 5 48
A general equilibrium spatial model of housing quality and quantity 0 0 0 104 1 5 5 340
Advances in specification testing 0 0 0 3 0 0 4 19
Advances in specification testing 0 0 0 8 0 3 3 38
An Agnostic Look at Bayesian Statistics and Econometrics 0 0 0 35 1 1 2 128
Artificial regressions and C ([alpha]) tests 0 0 0 33 0 0 0 101
Asymptotic and bootstrap inference for inequality and poverty measures 0 0 1 98 0 0 3 284
Bootstrap Confidence Sets with Weak Instruments 0 0 2 17 0 2 10 86
Bootstrap J tests of nonnested linear regression models 0 0 0 181 0 0 4 606
Bootstrap Testing in Nonlinear Models 0 0 0 98 0 1 14 1,017
Bootstrap Tests for Overidentification in Linear Regression Models 0 0 0 48 0 0 3 204
Bootstrap inference in a linear equation estimated by instrumental variables 0 0 0 73 2 2 6 359
Bootstrap tests: how many bootstraps? 0 2 10 233 0 4 25 639
Bootstrapping econometric models (in Russian) 0 0 2 26 0 0 5 114
Computing, the bootstrap and economics 0 0 0 0 0 1 4 11
Computing, the bootstrap and economics 0 0 0 13 0 4 5 57
Confidence sets based on inverting Anderson–Rubin tests 0 0 0 14 0 0 1 59
Convenient specification tests for logit and probit models 0 1 2 290 1 7 22 726
Diagnostics for the bootstrap and fast double bootstrap 0 0 0 5 2 3 3 22
Distribution-Free Statistical Inference with Lorenz Curves and Income Shares 0 0 4 252 0 3 8 850
Double Length Artificial Regressions 0 0 0 0 0 2 7 191
Economies with a Two-Sector Representation 0 0 0 0 0 1 2 105
Efficient estimation of tail-area probabilities in sampling experiments 0 0 0 40 0 0 2 233
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 0 1 2 689
Goodness of Fit: An Axiomatic Approach 0 0 0 10 0 0 0 39
Graphical Methods for Investigating the Size and Power of Hypothesis Tests 0 0 0 0 0 0 6 1,215
Housing Quality, Maintenance and Rehabilitation 0 0 0 176 0 3 6 473
Implicit Alternatives and the Local Power of Test Statistics 0 0 0 198 0 0 0 970
Implicit separability: Characterisation and implications for consumer demands 1 1 1 100 1 1 2 229
Improving the reliability of bootstrap tests with the fast double bootstrap 0 0 0 89 0 2 2 338
Innis Lecture: Inference on income distributions 0 0 0 9 0 2 5 69
Innis Lecture: Inference on income distributions 0 0 0 0 0 1 1 11
L'intégration des marchés de l'agro-industrie en Europe et la PAC 0 0 0 2 0 0 0 9
L'intégration des marchés de l'agro-industrie en Europe et la PAC 0 0 0 1 0 0 1 11
Model Specification Tests Based on Artificial Linear Regressions 0 0 1 103 0 2 3 351
Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks 0 0 2 28 0 0 6 64
Moments of IV and JIVE estimators 0 0 0 46 0 0 1 308
More reliable inference for the dissimilarity index of segregation 0 0 1 10 0 16 17 127
Non-Convexities in Continuous Time Investment Theory 0 0 1 45 0 2 4 134
On a simple procedure for testing non-nested regression models 0 1 1 10 0 1 2 50
On the welfare effects of anti-discrimination regulations in the EC car market 0 0 0 44 0 0 1 176
Quantile means and quantile share standard errors and a toolbox of distributional statistics 0 0 0 0 0 0 0 0
Regression-based methods for using control variates in Monte Carlo experiments 0 0 1 87 0 2 4 262
Reliable inference for the Gini index 0 0 1 98 1 4 9 392
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 0 1 1 2
Several Tests for Model Specification in the Presence of Alternative Hypotheses 0 0 3 599 2 3 14 1,499
Size Distortion of Bootstrap Tests: an Example from Unit Root Testing 0 0 0 16 0 0 4 104
Small sample properties of alternative forms of the Lagrange Multiplier test 0 0 1 62 1 3 4 191
Some Non-Nested Hypothesis Tests and the Relations Among Them 1 1 1 81 1 5 8 231
Spatial aspects of housing quality, density, and maintenance 0 0 0 133 0 2 2 349
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality 0 0 0 1 0 2 4 991
Statistical Inference for the Measurement of the Incidence of Taxes and Transfers 0 0 0 2 1 1 2 358
Statistical Inference on the Canadian Middle Class 0 0 0 16 0 0 2 69
Statistical inference in the presence of heavy tails 0 0 0 29 0 1 4 86
THE SIZE DISTORTION OF BOOTSTRAP TESTS 0 0 0 100 0 1 2 433
Testing Linear and Loglinear Regressions against Box-Cox Alternatives 0 0 0 107 0 0 2 486
Testing for Consistency using Artificial Regressions 0 0 0 28 0 1 3 172
Testing for Restricted Stochastic Dominance 0 1 3 62 2 3 10 182
Testing for Restricted Stochastic Dominance: Some Further Results 0 0 0 23 1 2 4 107
Testing the specification of multivariate models in the presence of alternative hypotheses 0 0 0 29 1 2 3 91
Tests for model specification in the presence of alternative hypotheses: Some further results 0 0 1 278 0 2 9 642
The case against JIVE 0 0 1 2 0 1 3 8
The case against JIVE 0 0 1 81 1 2 5 340
The fast iterated bootstrap 0 0 0 7 0 1 1 30
The fourth special issue on Computational Econometrics 0 0 0 33 1 1 4 123
The power of bootstrap and asymptotic tests 0 0 0 178 0 2 5 492
The validity of piecemeal second-best policy 0 0 0 20 0 1 2 105
The wild bootstrap, tamed at last 0 3 5 267 1 8 19 723
Time and Causality 0 0 1 16 1 1 2 59
Unanticipated shocks and the maintenance and replacement of durable goods 0 0 0 14 0 0 0 63
Une nouvelle forme du test de la matrice d'information 0 0 0 2 0 0 0 15
Wavelet Analysis of Commodity Price Behavior 0 0 1 238 0 0 3 560
Wild Bootstrap Tests for IV Regression 0 0 1 126 1 3 13 369
Total Journal Articles 2 10 50 5,677 24 131 359 22,800

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 4 21 563
Estimation and Inference in Econometrics 0 0 0 0 6 16 97 11,750
Total Books 0 0 0 0 7 20 118 12,313

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Statistics updated 2025-10-06