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Statistical inference in the presence of heavy tails
Davidson, Russell - In: The econometrics journal 15 (2012) 1, pp. 31-53
Persistent link: https://www.econbiz.de/10009520552
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[Rezension von: Godfrey, Leslie G., Misspecification tests in econometrics]
Davidson, Russell - In: Journal of economic literature 28 (1990) 2, pp. 690-691
Persistent link: https://www.econbiz.de/10001344215
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Efficiency and robustness in a geometrical perspective
Davidson, Russell - In: Applications of differential geometry to econometrics, (pp. 151-183). 2000
Persistent link: https://www.econbiz.de/10001554911
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Comment on "Recent developments in bootstrapping time series"
Davidson, Russell - In: Econometric reviews 19 (2000) 1, pp. 49-54
Persistent link: https://www.econbiz.de/10001455658
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Diagnostics for the bootstrap and fast double bootstrap
Davidson, Russell - In: Econometric reviews 36 (2017) 6/9, pp. 1021-1038
Persistent link: https://www.econbiz.de/10011795562
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A new form of the information matrix test
Davidson, Russell; MacKinnon, James G. - 1988
Persistent link: https://www.econbiz.de/10000125027
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Regression-based methods for using control and antithetic variates in Monte Carlo experiments
Davidson, Russell; MacKinnon, James G. - 1990
Persistent link: https://www.econbiz.de/10000129394
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Moments of IV and JIVE estimators
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 10 (2007) 3, pp. 541-553
Persistent link: https://www.econbiz.de/10003637613
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Artificial regressions
Davidson, Russell (contributor);  … - 2001
Persistent link: https://www.econbiz.de/10003780927
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Moments of IV and JIVE estimators
Davidson, Russell (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003358720