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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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Practitioners' corner : double length artificial regressions
Davidson, Russell; MacKinnon, James G. - In: Oxford bulletin of economics and statistics 50 (1988) 2, pp. 203-217
Persistent link: https://www.econbiz.de/10003522163
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Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198
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Double-length artificial regressions
Davidson, Russell; MacKinnon, James G. - 1987
Persistent link: https://www.econbiz.de/10003522807
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Heteroskedasticity-robust tests in regression directions
Davidson, Russell; MacKinnon, James C. - 1985
Persistent link: https://www.econbiz.de/10003522821
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Testing for specification of econometric models in regression and non-regression directions
Davidson, Russell; MacKinnon, James G. - 1986
Persistent link: https://www.econbiz.de/10003523093
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Fast double bootstrap tests of nonnested linear regression models
Davidson, Russell; MacKinnon, James G. - In: Econometric reviews 21 (2002) 4, pp. 419-429
Persistent link: https://www.econbiz.de/10001718222
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Bootstrap "J" tests of nonnested linear regression models
Davidson, Russell; MacKinnon, James G. - In: Journal of econometrics 109 (2002) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10001663896