Davidson, Russell
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- Estimation and inference in econometrics, Russell Davidson, James G. MacKinnon
- The wild bootstrap, tamed at last
- Efficiency and robustness in a geometrical perspective
- Bootstrap confidence intervals based on inverting hypothesis tests
- The power of bootstrap and asymptotic tests
- Bootstrap tests of nonnested linear regression models
- The size and power of bootstrap tests
- Statistical inference for stochastic dominance and for the measurement of poverty and inequality
- Wavelet analysis of commodity price behavior
- Graphical methods for investigating the size and power of hypothesis tests
- The geometry of the Wald test
- Survival probabilities of Random walks on general lattices with trapping sites
- Econometric theory and methods, Russell Davidson, James G. MacKinnon
- Econometric theory and methods, Russell Davidson, James G. MacKinnon
- Artificial regressions
- Maximum likelihood estimation by artificial regression
- Bootstrap testing in nonlinear models
- The size distortion of bootstrap tests
- Graphical methods for investigating the size and power of hypothesis tests
- Fast double bootstrap tests of nonnested linear regression models
- Improving the reliability of bootstrap tests
- Statistical inference for stochastic dominance and for the measurement of poverty and inequality
- Bootstrap tests of nonnested linear regression models