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The geometry of the Wald test

Davidson, Russell - 1990

Persistent link: https://www.econbiz.de/10000129411

Bootstrap tests : how many bootstraps?

Davidson, Russell (contributor); … - 2001

Persistent link: https://www.econbiz.de/10003780920

The power of bootstrap and asymptotic tests

Davidson, Russell; MacKinnon, James G. - In: Journal of econometrics 133 (2006) 2, pp. 421-441

Persistent link: https://www.econbiz.de/10003359537

Improving the reliability of bootstrap tests with the fast double bootstrap

Davidson, Russell (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003308040

The power of bootstrap and asymptotic tests

Davidson, Russell (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003595159

A simplified version of a differencing specification test

Davidson, Russell; MacKinnon, James G. - 1984

Persistent link: https://www.econbiz.de/10003522178

Testing for consistency using artificial regressions

MacKinnon, James G.; Davidson, Russell - 1987

Persistent link: https://www.econbiz.de/10003522198

Some further results on tests for model specification in the presence of alternative hypotheses

MacKinnon, James C.; White, Halbert; Davidson, Russell - 1982

Persistent link: https://www.econbiz.de/10003522814

Tests for model specification in the presence of alternative hypotheses: some further results

Davidson, Russell; MacKinnon, James G. - 1981

Persistent link: https://www.econbiz.de/10003523319

Testing for restricted stochastic dominance

Davidson, Russell (contributor); … - 2006

Asymptotic and bootstrap tests are studied for testing whether there is a relation of stochastic dominance between two distributions. These tests have a null hypothesis of nondominance, with the advantage that, if this null is rejected, then all that is left is dominance. This also leads us to...

Persistent link: https://www.econbiz.de/10003301664