Russell Davidson

Discipline

Economies et finances (22)

Type de document

Prépublication (16) Articles (7)

Co-auteur

Date

Source

Mot-clé

Finance (23) Finance (22) Inference (13) test (12) simulation (12) Examinations (10) Methods (8) Experiments (8) Methods (8) Experiments (8) spectacle (7) méthode (7) papier (6) Testing (6) Testing (6) Statistics (6) Probabilities (6) Paper (6) Models (6) statistiques (5) Statistics (5) Hypothesis (5) Example (5) Properties (5) Statistics (5) modèle (4) distribution (4) index (4) Instruments (4) Social sciences (4)

Documents écrit par Russell Davidson (23) | parle de Russell Davidson (0)

The fast iterated bootstrap
Russell Davidson et al.
Statistical Inference on the Canadian Middle Class
Russell Davidson
Modelling Foreign Exchange Realized Volatility Using High Frequency Data: Long Memory versus Structural Breaks
Abderrazak Ben Maatoug et al. (2018)
Advances in specification testing
Russell Davidson et al.
Computing, the bootstrap and economics
Russell Davidson
Bootstrap Tests for Overidentification in Linear Regression Models
Russell Davidson et al.
Analyse Contrefactuelle de l'Article 55 de la Loi SRU sur la Production de Logements Sociaux
Pierre-Henri Bono et al.
Goodness of Fit: an axiomatic approach
Frank A. Cowell et al. (8 nov. 2011)
An Agnostic Look at Bayesian Statistics and Econometrics
Russell Davidson (30 nov. 2010)
Inference on Income Distributions
Russell Davidson (30 nov. 2010)
Wild bootstrap tests for IV regression
Russell Davidson et al. (30 déc. 2009)
Exploring the bootstrap discrepancy
Russell Davidson (30 déc. 2009)
Reliable inference for the GINI Index
Russell Davidson (30 déc. 2009)
Testing for restricted stochastic dominance: some further results
Russell Davidson (30 déc. 2009)
Testing for restricted stochastic dominance
Russell Davidson et al. (30 déc. 2009)
Size distortion of bootstrap tests: application to a unit root test
Russell Davidson (30 déc. 2009)
A parametric bootstrap for heavytailed distributions
Adriana Cornea et al. (30 déc. 2009)
Moments of IV and JIVE estimators
Russell Davidson et al. (22 déc. 2009)
Bootstraping econometric models
Russell Davidson (22 déc. 2009)
Bootstrap inference in a linear equation estimated by instrumental variables
Russell Davidson et al. (22 déc. 2009)
The wild bootstrap, tamed at last
Russell Davidson et al.
RELIABLE INFERENCE FOR THE GINI INDEX
Russell Davidson (1 nov. 2007)
Improving the reliability of bootstrap tests with the fast double bootstrap
Russell Davidson et al. (2006)