Russell Davidson
Aix-Marseille Université(FR)Groupement de Recherche en Économie Quantitative d’Aix-Marseille(FR)McGill University(CA)École des hautes études en sciences sociales(FR)
Publications by Year
Research Areas
Statistical Methods and Inference, Advanced Statistical Methods and Models, Monetary Policy and Economic Impact, Economic theories and models, Financial Risk and Volatility Modeling
Most-Cited Works
- → Estimation and Inference in Econometrics.(1994)5,592 cited
- → Several Tests for Model Specification in the Presence of Alternative Hypotheses(1981)1,805 cited
- Econometric Theory and Methods(2003)
- → The wild bootstrap, tamed at last(2008)490 cited
- → Bootstrap tests: how many bootstraps?(2000)448 cited
- → Tests for model specification in the presence of alternative hypotheses(1983)352 cited
- → Distribution-Free Statistical Inference with Lorenz Curves and Income Shares(1983)334 cited