Russell Davidson : Citation Profile

Are you Russell Davidson?

McGill University (50% share)
Aix-Marseille Université (30% share)
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) (20% share)

29

H index

51

i10 index

6982

Citations

RESEARCH PRODUCTION:

78

Articles

141

Papers

2

Books

RESEARCH ACTIVITY:

   41 years (1979 - 2020). See details.
   Cites by year: 170
   Journals where Russell Davidson has often published
   Relations with other researchers
   Recent citing documents: 252.    Total self citations: 67 (0.95 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda171
   Updated: 2023-11-04    RAS profile: 2023-04-07    
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Relations with other researchers

Works with:

Ben maatoug, Abderrazak (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Russell Davidson.

Is cited by:

MacKinnon, James (108)

Flachaire, Emmanuel (92)

Wong, Wing-Keung (72)

Duclos, Jean-Yves (64)

Nielsen, Morten (51)

Webb, Matthew (47)

Cowell, Frank (43)

Makdissi, Paul (42)

Sentana, Enrique (36)

Stengos, Thanasis (31)

Lean, Hooi Hooi (31)

Cites to:

MacKinnon, James (97)

Cappellari, Lorenzo (17)

Godfrey, Leslie (15)

Bollerslev, Tim (14)

Perron, Pierre (10)

Engle, Robert (10)

Flachaire, Emmanuel (9)

bordignon, massimo (9)

Assenza, Tiziana (9)

Pesaran, Mohammad (9)

Ursino, Giovanni (8)

Main data

Where Russell Davidson has published?

Journals with more than one article published# docs
Journal of Econometrics11
Economics Letters5
Econometrica5
Econometric Reviews5
Review of Economic Analysis4
Review of Economic Studies4
Canadian Journal of Economics4
Econometrics Journal3
International Economic Review3
Canadian Journal of Economics/Revue canadienne d'économique3
Econometric Theory3
Annals of Economics and Statistics2
Econometrics2
Econometrics Journal2
Computational Statistics & Data Analysis2
Journal of Applied Econometrics2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper / Economics Department, Queen's University45
Post-Print / HAL18
Working Papers / HAL16
Queen's Institute for Economic Research Discussion Papers / Queen's University - Department of Economics10
LIS Working papers / LIS Cross-National Data Center in Luxembourg2
DISCE - Working Papers del Dipartimento di Economia e Finanza / Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE)2

Recent works citing Russell Davidson (2023 and 2022)

YearTitle of citing document
2022A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model. (2022). Teräsvirta, Timo ; Wade, Glen ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Jakobsen, Johan Stax ; Kang, Jian. In: CREATES Research Papers. RePEc:aah:create:2022-01.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Nielsen, Morten Orregaard ; MacKINNON, James . In: CREATES Research Papers. RePEc:aah:create:2022-08.

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2023.

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2022A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data. (2020). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Papers. RePEc:arx:papers:2001.04867.

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2022Treatment recommendation with distributional targets. (2020). Veliyev, Bezirgen ; Preinerstorfer, David ; Kock, Anders Bredahl. In: Papers. RePEc:arx:papers:2005.09717.

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2023Valid Heteroskedasticity Robust Testing. (2021). Potscher, Benedikt M ; Preinerstorfer, David. In: Papers. RePEc:arx:papers:2104.12597.

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2023Mind the Income Gap: Behavior of Inequality Estimators from Complex Survey Small Samples. (2021). Pacei, Silvia ; Ferrante, Maria Rosaria ; de Nicolo, Silvia. In: Papers. RePEc:arx:papers:2107.08950.

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2022Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters. (2021). Wang, Wenjie ; Zhang, Yichong. In: Papers. RePEc:arx:papers:2108.13707.

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2023Robust Permutation Tests in Linear Instrumental Variables Regression. (2021). Tuvaandorj, Purevdorj. In: Papers. RePEc:arx:papers:2111.13774.

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2022Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes. (2022). Soulier, Philippe ; Hurvich, Clifford ; Hsieh, Meng-Chen. In: Papers. RePEc:arx:papers:2202.00793.

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2023Encompassing Tests for Nonparametric Regressions. (2022). Lapenta, Elia ; Lavergne, Pascal. In: Papers. RePEc:arx:papers:2203.06685.

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2022Dealing with Logs and Zeros in Regression Models. (2022). Pape, Louis ; Benatia, David ; Bell, Christophe. In: Papers. RePEc:arx:papers:2203.11820.

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2022Estimation and Inference by Stochastic Optimization. (2022). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2205.03254.

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2022Cluster-Robust Inference: A Guide to Empirical Practice. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03285.

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2023Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust. (2022). Webb, Matthew D ; Nielsen, Morten Orregaard ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2205.03288.

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2022Stochastic arbitrage with market index options. (2022). Seo, Juwon ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2207.00949.

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2022Schooling and Labor Market Consequences of School Construction in Indonesia: Comment. (2022). Roodman, David. In: Papers. RePEc:arx:papers:2207.09036.

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2023Bootstrap inference in the presence of bias. (2022). Cavaliere, Giuseppe ; Nielsen, Morten Orregaard ; Gonccalves, S'Ilvia. In: Papers. RePEc:arx:papers:2208.02028.

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2022Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models. (2022). Lee, Jieun. In: Papers. RePEc:arx:papers:2209.05563.

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2022From Rules to Regs: A Structural Topic Model of Collusion Research. (2022). Schmal, Benedikt W. In: Papers. RePEc:arx:papers:2210.02957.

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2022Modified Wilcoxon-Mann-Whitney tests of stochastic dominance. (2022). Clarke, Jackson D ; Beare, Brendan K. In: Papers. RePEc:arx:papers:2210.08892.

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2022Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments. (2022). Lapenta, Elia ; Florens, Jean-Pierre. In: Papers. RePEc:arx:papers:2212.11012.

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2022A Bootstrap Specification Test for Semiparametric Models with Generated Regressors. (2022). Lapenta, Elia. In: Papers. RePEc:arx:papers:2212.11112.

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2023Testing for the appropriate level of clustering in linear regression models. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2301.04522.

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2023Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference. (2023). Nielsen, Morten ; Webb, Matthew D ; MacKinnon, James G. In: Papers. RePEc:arx:papers:2301.04527.

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2023Bridging TSLS and JIVE. (2023). Wang, Lei. In: Papers. RePEc:arx:papers:2305.17615.

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2023A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance. (2023). Sun, Zhenting ; Jiang, Hongyi ; Hu, Shiyun. In: Papers. RePEc:arx:papers:2306.12271.

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2023The Yule-Frisch-Waugh-Lovell Theorem. (2023). Basu, Deepankar. In: Papers. RePEc:arx:papers:2307.00369.

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2023The Yule-Frisch-Waugh-Lovell Theorem for Linear Instrumental Variables Estimation. (2023). Basu, Deepankar. In: Papers. RePEc:arx:papers:2307.12731.

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2023Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2307.14463.

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2022Revisiting the Great Ratios Hypothesis. (2022). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: BCAM Working Papers. RePEc:bbk:bbkcam:2203.

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2022Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning. (2022). Bromley, Thomas ; Guala, Diego ; Priazhkina, Sofia ; Skavysh, Vladimir. In: Staff Working Papers. RePEc:bca:bocawp:22-29.

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2022CEO organizational identification and corporate innovation investment. (2022). Wang, Huaiming ; Tang, Xiaojian ; Du, Dongying ; Lin, Dongjie ; Tsui, Stephanie ; Zhang, Joseph H. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:4185-4217.

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2023Dividend imputation taxes and the curious case of a price premium between BHP and Billiton American depositary receipts. (2023). Walter, Terry ; Hu, Hansi. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:691-717.

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2022Two robust tools for inference about causal effects with invalid instruments. (2022). Small, Dylan S ; Cai, Tony T ; Lee, Youjin ; Kang, Hyunseung. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:1:p:24-34.

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2022Weak?instrument robust tests in two?sample summary?data Mendelian randomization. (2022). Kang, Hyunseung ; Wang, Sheng. In: Biometrics. RePEc:bla:biomet:v:78:y:2022:i:4:p:1699-1713.

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2022Cross?border networks and knowledge spillovers for foreign entry. (2022). Hsieh, Chihsheng. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:4:p:1730-1756.

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2022Output market power and firm characteristics in dairy processing: Evidence from three EU countries. (2022). Hirsch, Stefan ; Koppenberg, Maximilian. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:2:p:490-517.

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2022Quantitative easing and economic growth in Japan: A meta?analysis. (2022). Sequeira, Tiago ; Lopes, Alexandra ; Martins, Luis Filipe ; Linhares, Pedro ; Ferreiralopes, Alexandra. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:36:y:2022:i:1:p:235-268.

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2022Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence. (2022). Liu, Yan ; Harvey, Campbell R. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1921-1966.

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2022Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy. (2022). di Giovanni, Julian ; Hale, Galina. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3373-3421.

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2022Local job multipliers revisited. (2022). Kemeny, Thomas ; Osman, Taner. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:1:p:150-170.

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2022How representative are social partners in Europe? The role of dissimilarity. (2022). Martins, Pedro ; Matute, Marta Martinez. In: LABOUR. RePEc:bla:labour:v:36:y:2022:i:4:p:424-444.

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2022The Impact of Top Incomes Biases on the Measurement of Inequality in the United States. (2022). Verme, Paolo ; Hlasny, Vladimir. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:749-788.

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2022Testing the Presence of Outliers in Regression Models. (2022). Pretis, Felix ; Jiao, Xiyu. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:6:p:1452-1484.

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2023Exploring Okuns law asymmetry: An endogenous threshold logistic smooth transition regression approach. (2023). McAdam, Peter ; Tzavalis, Elias ; Christopoulos, Dimitris. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:123-158.

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2023Economic resilience and regionally differentiated cycles: Evidence from a turning point approach in Italy. (2023). Fratesi, Ugo ; Duran, Hasan Engin. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:2:p:219-252.

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2022On the determinants and interrelationship of components of government spending. (2022). Obeng, Samuel K. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:4:p:2414-2435.

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2023The spread of urban–rural areas and rural depopulation in central Spain. (2023). Fernandez, Maria Teresa ; Santos, Juan Luis. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:15:y:2023:i:4:p:863-877.

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2023Cultural diversity, human capital, and regional economic growth in India. (2023). Khan, Shahbaz ; Shaban, Abdul. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:15:y:2023:i:5:p:973-991.

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2022Is body weight better distributed among men than among women? A robust normative analysis for France, the UK, and the US. (2022). magdalou, brice ; Gravel, Nicolas ; Moyes, Patrick ; Bennia, Fatiha. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:124:y:2022:i:1:p:69-103.

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2023.

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2023A threshold model for the spread. (2023). Georgios, Sarigiannidis ; Dimitris, Hatzinikolaou. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:67-82:n:7.

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2022Revisiting the Great Ratios Hypothesis. (2022). Pesaran, M ; Chudik, Alexander ; Smith, R P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2215.

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2022Imputing Monthly Values for Quarterly Time Series. An Application Performed with Swiss Business Cycle Data. (2022). Siliverstovs, Boriss ; Muller, Oliver ; Graff, Michael ; Abberger, Klaus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10191.

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2022Revisiting the Great Ratios Hypothesis. (2022). Smith, Ron P ; Pesaran, Hashem M ; Chudik, Alexander. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9625.

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2023Carbon costs and industrial firm performance: Evidence from international microdata. (2023). Hille, Erik ; Trinks, Arjan. In: CPB Discussion Paper. RePEc:cpb:discus:445.

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2022Dealing with Logs and Zeros in Regression Models. (2022). Pape, Louis-Daniel ; Benatia, David ; Bellego, Christophe. In: Working Papers. RePEc:crs:wpaper:2022-08.

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2022News and narratives: A cointegration analysis of Russian economic policy uncertainty.. (2022). Dragomirescu-Gaina, Catalin ; Boitani, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def115.

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2022The Long-Term Effects of Hospitalization on Health Care Expenditures: An Empirical Analysis for the Young-Old Population.. (2022). Russo, Antonio ; Lucifora, Claudio ; Torrini, Irene. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def117.

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2022Money versus debt financed regime: Evidence from an estimated DSGE model.. (2022). Rivolta, Giulia ; Punzo, Chiara. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def120.

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2023The Effect of Crude Oil Price and Inflation on Algae Export in Indonesia. (2023). Kamaluddin, Murdjani ; Muhammad, La Ode ; Arifuddin, Arifuddin ; Nuryadi, Ahmad Muhlis ; Muthalib, Abd Azis ; Tambunan, Rince ; Azis, Muh Irfandy ; Sahili, La Ode. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-55.

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2023Design standardization by Airbnb multi-unit hosts. (2023). Xiang, Zheng ; Zach, Florian J ; Zhang, Huihui. In: Annals of Tourism Research. RePEc:eee:anture:v:98:y:2023:i:c:s0160738322001748.

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2022Civil liberties and social and environmental information transparency: A global investigation of financial institutions. (2022). van Staden, Chris J ; Jain, Ameeta ; Islam, Muhammad Azizul ; Guo, Jianan. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:1:s0890838921000445.

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2022Central moments, stochastic dominance, moment rule, and diversification with an application. (2022). Wong, Wing-Keung ; Guo, XU ; Chow, Sheung-Chi ; Chan, Raymond H. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922004611.

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2023Shape-constrained estimation in functional regression with Bernstein polynomials. (2023). Schrack, Jennifer A ; Urbanek, Jacek ; Ghosh, Sujit ; Ghosal, Rahul ; Zipunnikov, Vadim. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322001943.

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2022What is the optimal locus of control for social assistance programs? Evidence from the Productive Safety Net Program in Ethiopia. (2022). Simons, Andrew M. In: Journal of Development Economics. RePEc:eee:deveco:v:158:y:2022:i:c:s0304387822000591.

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2022Asymmetries in risk premia, macroeconomic uncertainty and business cycles. (2022). Yeromonahos, Mallory ; Gortz, Christoph. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000355.

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2022Product switching and efficiency in a declining small-scale fishery. (2022). Yamazaki, Satoshi ; Kiyama, Shoichi . In: Ecological Economics. RePEc:eee:ecolec:v:193:y:2022:i:c:s0921800921003773.

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2022Artificial regression test diagnostics for impact measures in spatial models. (2022). Wang, Mingxi ; Deng, Mingyu. In: Economics Letters. RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002336.

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2022Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models. (2022). Cavaliere, Giuseppe ; Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Nielsen, Heino Bohn . In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:241-263.

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2022Estimation and inference for the counterfactual distribution and quantile functions in continuous treatment models. (2022). LINTON, OLIVER ; Zhang, Zheng ; Ai, Chunrong. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:39-61.

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2022A stochastic dominance test under survey nonresponse with an application to comparing trust levels in Lebanese public institutions. (2022). Makdissi, Paul ; Fakih, Ali ; Yazbeck, Myra ; Tabri, Rami V ; Marrouch, Walid. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:342-358.

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2023Cluster-robust inference: A guide to empirical practice. (2023). Webb, Matthew ; Nielsen, Morten ; MacKinnon, James. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:272-299.

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2023Treatment recommendation with distributional targets. (2023). Veliyev, Bezirgen ; Preinerstorfer, David ; Kock, Anders Bredahl. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:624-646.

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2023A higher-order correct fast moving-average bootstrap for dependent data. (2023). Scaillet, Olivier ; Moor, Alban ; la Vecchia, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:65-81.

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2023On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference. (2023). Windmeijer, Frank ; Van de Sijpe, Nicolas. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:82-104.

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2022Valuing access to urban greenspace using non-linear distance decay in hedonic property pricing. (2022). Chen, Xianwen ; Nowell, Megan ; Cimburova, Zofie ; Heyman, Axel ; Aszkiewicz, Edyta ; Barton, David N. In: Ecosystem Services. RePEc:eee:ecoser:v:53:y:2022:i:c:s2212041621001522.

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2022Testing for coefficient differences across nested linear regression specifications. (2022). Blackburn, Mckinley L. In: Econometrics and Statistics. RePEc:eee:ecosta:v:23:y:2022:i:c:p:1-18.

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2023Fast cluster bootstrap methods for linear regression models. (2023). MacKinnon, James G. In: Econometrics and Statistics. RePEc:eee:ecosta:v:26:y:2023:i:c:p:52-71.

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2022A Dutch disease approach into the premature deindustrialization. (2022). Aydemir, Resul ; Akir, Muhammet Sait. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522000991.

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2022Consistency without Inference: Instrumental Variables in Practical Application. (2022). Young, Alwyn. In: European Economic Review. RePEc:eee:eecrev:v:147:y:2022:i:c:s001429212200054x.

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2023The macroeconomic effects of uncertainty and risk aversion shocks. (2023). Berthold, Brendan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000715.

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2023Obesity inequality and well-being in Germany. (2023). Nie, Peng ; Sousa-Poza, Alfonso ; Meng, Fan. In: Economics & Human Biology. RePEc:eee:ehbiol:v:49:y:2023:i:c:s1570677x23000175.

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2022Reducing transaction costs for interest rate risk hedging with stochastic programming. (2022). Hagenbjork, Johan ; Blomvall, Jorgen. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:3:p:1282-1293.

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2023Using covariates to improve the efficacy of univariate bubble detection methods. (2023). Taylor, Robert ; Korkos, Ioannis ; Kellard, Neil ; Robert, A M ; Astill, Sam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366.

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2022How does ICT agglomeration affect carbon emissions? The case of Yangtze River Delta urban agglomeration in China. (2022). Dong, Kangyin ; Wang, Jianda. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002663.

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2022How prices guide investment decisions under net purchasing — An empirical analysis on the impact of network tariffs on residential PV. (2022). Sitzmann, Amelie ; Jeddi, Samir ; Arnold, Fabian. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003292.

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2022Price responsiveness of commercial demand for natural gas in the US. (2022). Zarnikau, Jay ; Tishler, Asher ; Woo, Chi-Keung ; Li, Raymond. In: Energy. RePEc:eee:energy:v:256:y:2022:i:c:s0360544222015134.

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2023Determinants of electricity consumption from decentralized solar PV mini-grids in rural East Africa: An econometric analysis. (2023). Ahlgren, Erik O ; Wassie, Yibeltal T. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007454.

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2022Air pollution and mediation effects in stock market, longitudinal evidence from China. (2022). Xu, Alan. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002101.

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2022Internationalization, foreign exchange exposure and firm risk. (2022). Vithessonthi, Chaiporn ; Likitwongkajon, Napaporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200285x.

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2022Does corporate social responsibility impact mergers & acquisition premia? New international evidence. (2022). Zulch, Henning ; Ottenstein, Philipp ; Erben, Saskia ; Jost, Sebastien. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002944.

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2022Is the index efficient? A worldwide tour with stochastic dominance. (2022). Xu, Xia ; le Courtois, Olivier ; Kolokolova, Olga. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pb:s1386418121000410.

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2022Learning, foreign operations and operating performance. (2022). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000230.

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2023Understanding the relationship between the use of social media and the prevalence of anxiety at the country level: a multi-country examination. (2023). Yalcinkaya, Goksel ; Lee, Hannah S ; Griffith, David A. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:4:s0969593123000021.

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2023Bidder asymmetries in procurement auctions: Efficiency vs. information – Evidence from railway passenger services. (2023). Weiergraeber, Stefan ; Carnehl, Christoph. In: International Journal of Industrial Organization. RePEc:eee:indorg:v:87:y:2023:i:c:s0167718722000777.

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2023A new stochastic dominance criterion for dependent random variables with applications. (2023). Martinez-Riquelme, Carolina ; Belzunce, Felix. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:165-176.

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2022EPU spillovers and stock return predictability: A cross-country study. (2022). Xue, Wenjun ; He, Zhongzhi ; Gong, Yuting. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000452.

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2022Corporate Political Activity and Firm Performance: The Moderating Effects of International and Product Diversification. (2022). Rajwani, Tazeeb ; Hautz, Julia ; Stadler, Christian ; Shirodkar, Vikrant. In: Journal of International Management. RePEc:eee:intman:v:28:y:2022:i:4:s1075425322000163.

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2022Predicting the stressed expected loss of large U.S. banks. (2022). Jondeau, Eric ; Khalilzadeh, Amir. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002727.

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More than 100 citations found, this list is not complete...

Works by Russell Davidson:

YearTitleTypeCited
2018Time-varying parameters: New test tailored to applications in finance and macroeconomics In: CREATES Research Papers.
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1991Une nouvelle forme du test de la matrice dinformation In: Annals of Economics and Statistics.
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1992Lintégration des marchés de lagro-industrie en Europe et la PAC In: Cahiers d'Economie et de Sociologie Rurales (CESR).
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1992Lintégration des marchés de lagro-industrie en Europe et la PAC.(1992) In: Cahiers d'Economie et Sociologie Rurales.
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1996The Size Distortion of Bootstrap Tests In: Queen's Institute for Economic Research Discussion Papers.
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1999THE SIZE DISTORTION OF BOOTSTRAP TESTS.(1999) In: Econometric Theory.
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1996The Size Distorsion of Bootstrap Tests..(1996) In: G.R.E.Q.A.M..
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1996The Power of Bootstrap Tests In: Queen's Institute for Economic Research Discussion Papers.
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1997Bootstrap Testing in Nonlinear Models In: Queen's Institute for Economic Research Discussion Papers.
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1997Bootstrap Testing in Nonlinear Models.(1997) In: G.R.E.Q.A.M..
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1999Bootstrap Testing in Nonlinear Models..(1999) In: International Economic Review.
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1997Bootstrap Testing How Many Bootstraps In: Queen's Institute for Economic Research Discussion Papers.
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1997Bootstrap Tests of Nonnested Linear Regression Models In: Queen's Institute for Economic Research Discussion Papers.
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2002Bootstrap J tests of nonnested linear regression models.(2002) In: Journal of Econometrics.
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1995Bootstrap Tests of Nonnested Linear Regression Models.(1995) In: G.R.E.Q.A.M..
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1997Bootstrap Tests of Nonnested Linear Regression Models.(1997) In: ASSET - Instituto De Economia Publica.
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1980Several Tests for Model Specification in the Presence of Alternative Hypotheses In: Queen's Institute for Economic Research Discussion Papers.
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1981Several Tests for Model Specification in the Presence of Alternative Hypotheses..(1981) In: Econometrica.
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1980Several Tests for Model Specification in the Presence of Alternative Hypotheses.(1980) In: Working Paper.
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1980Model Specification Tests Based on Artificial Linear Regressions In: Queen's Institute for Economic Research Discussion Papers.
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1984Model Specification Tests Based on Artificial Linear Regressions..(1984) In: International Economic Review.
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1980Model Specification Tests Based on Artificial Linear Regressions.(1980) In: Working Paper.
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1981Model Specification Tests Based on Artificial Linear Regressions.(1981) In: Working Paper.
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1980Some Non-Nested Hypothesis Tests and the Relations Among Them In: Queen's Institute for Economic Research Discussion Papers.
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1982Some Non-Nested Hypothesis Tests and the Relations Among Them.(1982) In: Review of Economic Studies.
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1980Some Non-Nested Hypothesis Tests and the Relations Among Them.(1980) In: Working Paper.
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1987Testing for Consistency Using Artificial Regressions In: Queen's Institute for Economic Research Discussion Papers.
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1989Testing for Consistency using Artificial Regressions.(1989) In: Econometric Theory.
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1987Testing for Consistency using Artificial Regressions.(1987) In: Working Paper.
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1987Double-Length Artificial Regressions In: Queen's Institute for Economic Research Discussion Papers.
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1988Double Length Artificial Regressions..(1988) In: Oxford Bulletin of Economics and Statistics.
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1987Double-Length Artificial Regressions.(1987) In: Working Paper.
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2013Analyse Contrefactuelle de l’Article 55 de la Loi SRU sur la Production de Logements Sociaux In: AMSE Working Papers.
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2012Analyse Contrefactuelle de lArticle 55 de la Loi SRU sur la Production de Logements Sociaux.(2012) In: Working Papers.
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2010Wild Bootstrap Tests for IV Regression In: Journal of Business & Economic Statistics.
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2009Wild bootstrap tests for IV regression.(2009) In: Working Papers.
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2007WILD BOOTSTRAP TESTS FOR IV REGRESSION.(2007) In: Departmental Working Papers.
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2007Wild Bootstrap Tests For Iv Regression.(2007) In: Working Paper.
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1998Graphical Methods for Investigating the Size and Power of Hypothesis Tests. In: The Manchester School of Economic & Social Studies.
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1994Graphical Methods for Investigating the Size and Power of Hypothesis Tests.(1994) In: Working Paper.
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1995A General Equilibrium Spatial Model of Housing Quality and Quantity In: Boston College Working Papers in Economics.
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1999A general equilibrium spatial model of housing quality and quantity.(1999) In: Regional Science and Urban Economics.
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1988A General Equilibrium Spatial Model of Housing Quality and Quantity.(1988) In: Working Paper.
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1985Testing Linear and Loglinear Regressions against Box-Cox Alternatives. In: Canadian Journal of Economics.
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2010Innis Lecture: Inference on income distributions In: Canadian Journal of Economics.
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2015Computing, the bootstrap and economics In: Canadian Journal of Economics.
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2016Computing, the bootstrap and economics.(2016) In: Post-Print.
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2015Computing, the bootstrap and economics.(2015) In: Canadian Journal of Economics/Revue canadienne d'économique.
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2017Advances in specification testing In: Canadian Journal of Economics.
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2017Advances in specification testing.(2017) In: Canadian Journal of Economics/Revue canadienne d'économique.
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1985The interpretation of test statistics In: LIDAM Discussion Papers CORE.
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1985Implicit alternatives and the local power of test statistics In: LIDAM Discussion Papers CORE.
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1987Implicit Alternatives and the Local Power of Test Statistics..(1987) In: Econometrica.
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1984Implicit Alternatives and the Local Power of Test Statistics.(1984) In: Working Paper.
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1985Heteroskedastcity-robust tests in regressions directions In: LIDAM Reprints CORE.
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1985Heteroskedasticity-Robust Tests in Regression Directions.(1985) In: Working Paper.
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1989On the welfare effects of anti-discrimination regulations in the EC car market In: LIDAM Reprints CORE.
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1989On the welfare effects of anti-discrimination regulations in the EC car market.(1989) In: International Journal of Industrial Organization.
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2014Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
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2018Improvements in Bootstrap Inference. In: DISCE - Working Papers del Dipartimento di Economia e Finanza.
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2015A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS In: Econometric Theory.
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2015A Parametric Bootstrap for Heavy Tailed Distributions.(2015) In: Post-Print.
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2009A parametric bootstrap for heavytailed distributions.(2009) In: Working Papers.
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1992A New Form of the Information Matrix Test. In: Econometrica.
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1988A New Form of the Information Matrix Test.(1988) In: Working Paper.
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1997Statistical Inference for the Measurement of the Incidence of Taxes and Transfers In: Econometrica.
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1995Statistical Inference for the Measurement of the Incidence of Taxes and Transfers..(1995) In: G.R.E.Q.A.M..
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1995Statistical Inference for the Measurement of the Incidence of Taxes and Transfers..(1995) In: Laval - Recherche en Politique Economique.
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1995Statistical Inference for the Measurement of the Incidences of Taxes and Transfers.(1995) In: Cahiers de recherche.
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2000Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality In: Econometrica.
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1998Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality.(1998) In: G.R.E.Q.A.M..
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1998Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality.(1998) In: LIS Working papers.
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1998Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality.(1998) In: Cahiers de recherche.
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2000The Wild Bootstrap, Tamed at Last In: Econometric Society World Congress 2000 Contributed Papers.
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2008The wild bootstrap, tamed at last.(2008) In: Journal of Econometrics.
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2001The wild bootstrap, tamed at last.(2001) In: LSE Research Online Documents on Economics.
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1999The Wild Bootstrap, Tamed at Last..(1999) In: G.R.E.Q.A.M..
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2008The wild bootstrap, tamed at last.(2008) In: Post-Print.
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2001The Wild Bootstrap, Tamed At Last.(2001) In: Working Paper.
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2007Moments of IV and JIVE estimators In: Econometrics Journal.
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2009Moments of IV and JIVE estimators.(2009) In: Working Papers.
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2006MOMENTS OF IV AND JIVE ESTIMATORS.(2006) In: Departmental Working Papers.
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2006Moments Of Iv And Jive Estimators.(2006) In: Working Paper.
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2008Bootstrap inference in a linear equation estimated by instrumental variables In: Econometrics Journal.
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2009Bootstrap inference in a linear equation estimated by instrumental variables.(2009) In: Working Papers.
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2006BOOTSTRAP INFERENCE IN A LINEAR EQUATION ESTIMATED BY INSTRUMENTAL VARIABLES.(2006) In: Departmental Working Papers.
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2006Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables.(2006) In: Working Paper.
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2008Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables.(2008) In: Working Paper.
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2007Improving the reliability of bootstrap tests with the fast double bootstrap In: Computational Statistics & Data Analysis.
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2006Improving The Reliability Of Bootstrap Tests With The Fast Double Bootstrap.(2006) In: Working Paper.
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2009The fourth special issue on Computational Econometrics In: Computational Statistics & Data Analysis.
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1983Small sample properties of alternative forms of the Lagrange Multiplier test In: Economics Letters.
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1981Small Sample Properties of Alternative Forms of the Lagrange Multiplier Test.(1981) In: Working Paper.
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1991Artificial regressions and C ([alpha]) tests In: Economics Letters.
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1980Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables In: Economics Letters.
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2006ASYMPTOTIC AND BOOTSTRAP INFERENCE FOR INEQUALITY AND POVERTY MEASURES.(2006) In: Departmental Working Papers.
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2004Asymptotic and bootstrap inference for inequality and poverty measures.(2004) In: Cahiers de la Maison des Sciences Economiques.
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2009Reliable inference for the Gini index In: Journal of Econometrics.
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2007RELIABLE INFERENCE FOR THE GINI INDEX.(2007) In: Working Papers.
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2009Reliable inference for the GINI Index.(2009) In: Working Papers.
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1981Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results.(1981) In: Working Paper.
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1983Testing the specification of multivariate models in the presence of alternative hypotheses In: Journal of Econometrics.
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1984Convenient specification tests for logit and probit models In: Journal of Econometrics.
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1982Convenient Specification Tests for Logit and Probit Models.(1982) In: Working Paper.
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1992Regression-based methods for using control variates in Monte Carlo experiments In: Journal of Econometrics.
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1991Regression-Based Methods for Using Control Variates in Monte Carlo Experiments.(1991) In: Working Paper.
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1991Implicit separability: Characterisation and implications for consumer demands In: Journal of Economic Theory.
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1990IMPLICIT SEPARABILITY: CHARACTERISATION AND IMPLICATIONS FOR CONSUMER DEMANDS..(1990) In: G.R.E.Q.A.M..
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1986Spatial aspects of housing quality, density, and maintenance In: Journal of Urban Economics.
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1991The validity of piecemeal second-best policy In: Journal of Public Economics.
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1990THE VALIDITY OF PIECEMEAL SECOND-BEST POLICY..(1990) In: G.R.E.Q.A.M..
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1990ECONOMIES WITH A TWO-SECTOR REPRESENTATION. In: G.R.E.Q.A.M..
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