Russell Davidson

Discipline

Economies et finances (33)

Type de document

Articles (17) Prépublication (16) Livres et chapitres d'ouvrages (1)

Co-auteur

James Mackinnon

Emmanuel Flachaire

James G. Mackinnon

Jean-Yves Duclos

Frank A. Cowell

Victoria Zinde-Walsh

Frank Windmeijer

Mirza Trokić

Alain Trannoy

Rim Lamouchi

Stan Hurn

Ibrahim Fatnassi

Adriana Cornea-Madeira

Adriana Cornea

Simon Burgess

Pierre-Henri Bono

Abderrazak Ben Maatoug

Rebecca Allen

Date

Source

HAL-SHS : économie et finance (34)

Mot-clé

Finance (34) Finance (33) Inference (19) test (18) simulation (15) Examinations (14) Social sciences (13) spectacle (10) Methods (10) Statistics (10) Methods (10) statistiques (9) distribution (9) méthode (9) Statistics (9) Probabilities (9) Experiments (9) Example (9) Properties (9) Statistics (9) Experiments (9) papier (8) modèle (8) Testing (8) Testing (8) Paper (8) Hypothesis (8) Models (8) vraisemblance (8) paramètre (7)

Documents écrit par Russell Davidson (34) | parle de Russell Davidson (1)

The fast iterated bootstrap

Russell Davidson et al.

Russell Davidson et al. (2020)

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)

A discrete model for bootstrap iteration

Russell Davidson

Advances in specification testing

Russell Davidson et al.

Diagnostics for the bootstrap and fast double bootstrap

Russell Davidson

Computing, the bootstrap and economics

Russell Davidson

Bootstrap Tests for Overidentification in Linear Regression Models

Russell Davidson et al.

A Parametric Bootstrap for Heavy Tailed Distributions

Adriana Cornea-Madeira et al.

More reliable inference for the dissimilarity index of segregation

Rebecca Allen et al.

Goodness of Fit: An Axiomatic Approach

Frank A. Cowell et al.

Confidence Sets Based on Inverting Anderson-Rubin Tests

Russell Davidson et al. (2014)

Bootstrap Confidence Sets with Weak Instruments

Russell Davidson et al. (2014)

Testing for Restricted Stochastic Dominance

Russell Davidson et al. (2013)

Time and Causality

Russell Davidson (2013)

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)