Davidson, Russell.
Davidson, Russell, 1941-....
Russell Davidson
VIAF ID: 61617696 ( Personal )
Permalink: http://viaf.org/viaf/61617696
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- 100 1 _ ‡a Davidson, Russell
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- 100 1 _ ‡a Davidson, Russell, ‡d 1941-....
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- 100 0 _ ‡a Russell Davidson
4xx's: Alternate Name Forms (4)
Works
Title | Sources |
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Bootstrap raffiné pour les lois stables parétiennes avec applications aux rendements des actifs financiers | |
Bootstrap testing in nonlinear models . | |
Convenient specification tests for logit and probit models | |
Distribution-free statistical inference for inequality dominance with crossing Lorenz curves | |
Econometric theory and methods | |
Economies with a two-sector representation | |
Effets établissement dans l'enseignement supérieur et la recherche | |
Essays in comparative dynamics | |
Estimation and inference in econometrics | |
The geometry of the Wald test | |
Graphical methods for investigating the size and power of hypothesis tests | |
The handling of uncertainty in economic evaluations of health care strategies, anglais | |
Heteroskedasticity-robust tests in regression directions | |
Housing quality and maintenance | |
Implicit alternatives and the local power of test statistics | |
Implicit separability : characterisation and implications for consumer demands | |
Improving the reliability of bootstrap tests | |
Inflation and the savings rate | |
Les méthodes du bootstrap et l'inférence robuste à l'hétéroscédasticité | |
Methodologie bayesienne de construction de modèles | |
Model specification tests based on artificial linear regressions | |
Modèles d'hétéroscédasticité conditionnelle : quelques propositions | |
Modelling foreign exchange realized volatility using high frequency data : long memory versus structural breaks | |
Refined bootstrap for the distributions in the domain of attraction of the stable Paretian laws with applications to financial returns. | |
Regression-based methods for using control and antithetic variates in Monte Carlo experiments | |
A sceptical exposition ... 1976 (a.e.) | |
Schooling effects in higher education and research. | |
Second best and stepwise control | |
Several tests for model specification in the presence of alternative hypotheses | |
A simplified version of a differencing specification test | |
The size distortion of bootstrap tests | |
Small sample properties of alternative forms of the Lagrange Multiplier test | |
Some non-nested hypothesis tests and the relations among them | |
Statistical inference for the measurement of the incidence of taxes and transfers | |
Testing for consistency using artificial regressions | |
Testing for restricted stochastic dominance | |
Testing the specification of econometric models in regression and non-regression directions | |
Thesis. Vita. Born in Scotland. Date. | |
THREE ESSAYS IN FINANCIAL ECONOMICS AND ECONOMETRICS. | |
Three notes on money and transaction costs | |
TROIS ESSAIS PORTANT SUR L'ECONOMIE ET SUR L'ECONOMETRIE FINANCIERE | |
Unanticipated shocks and the maintenance and replacement of durable goods | |
The validity of piecemeal second-best policy | |
wild bootstrap, tamed at last |