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Russell Davidson

Global rank #1167 98%

Institution: McGill University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://russell-davidson.research.mcgill.ca

First Publication: 1980

Most Recent: 2020

RePEc ID: pda171 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 3.02 0.00 0.00 6.54
All Time 3.69 15.42 7.37 0.00 57.98

Publication Statistics

Raw Publications 37
Coauthorship-Adjusted Count 36.69

Publications (37)

Year Article Journal Tier Authors
2020 The fast iterated bootstrap Journal of Econometrics A 2
2017 A discrete model for bootstrap iteration Journal of Econometrics A 1
2017 Advances in specification testing Canadian Journal of Economics C 2
2015 Goodness of Fit: An Axiomatic Approach Journal of Business & Economic Statistics A 3
2015 A PARAMETRIC BOOTSTRAP FOR HEAVY-TAILED DISTRIBUTIONS Econometric Theory B 2
2015 Computing, the bootstrap and economics Canadian Journal of Economics C 1
2010 Innis Lecture: Inference on income distributions Canadian Journal of Economics C 1
2009 Reliable inference for the Gini index Journal of Econometrics A 1
2008 The wild bootstrap, tamed at last Journal of Econometrics A 2
2007 Asymptotic and bootstrap inference for inequality and poverty measures Journal of Econometrics A 2
2006 The power of bootstrap and asymptotic tests Journal of Econometrics A 2
2006 The case against JIVE Journal of Applied Econometrics B 2
2006 Reply to Ackerberg and Devereux and Blomquist and Dahlberg on ‘The case against JIVE’ Journal of Applied Econometrics B 2
2002 Bootstrap J tests of nonnested linear regression models Journal of Econometrics A 2
1999 A general equilibrium spatial model of housing quality and quantity Regional Science and Urban Economics B 4
1999 THE SIZE DISTORTION OF BOOTSTRAP TESTS Econometric Theory B 2
1993 Economies with a Two-Sector Representation. Economic Theory B 3
1992 Regression-based methods for using control variates in Monte Carlo experiments Journal of Econometrics A 2
1991 Implicit separability: Characterisation and implications for consumer demands Journal of Economic Theory A 3
1991 The validity of piecemeal second-best policy Journal of Public Economics A 3
1991 Artificial regressions and C ([alpha]) tests Economics Letters C 2
1989 Testing for Consistency using Artificial Regressions Econometric Theory B 2
1989 On the welfare effects of anti-discrimination regulations in the EC car market International Journal of Industrial Organization B 4
1988 Double Length Artificial Regressions. Oxford Bulletin of Economics and Statistics B 2
1986 Spatial aspects of housing quality, density, and maintenance Journal of Urban Economics A 3
1984 Unanticipated shocks and the maintenance and replacement of durable goods Journal of Economic Dynamics and Control B 3
1984 Convenient specification tests for logit and probit models Journal of Econometrics A 2
1983 Housing Quality, Maintenance and Rehabilitation Review of Economic Studies S 3
1983 Small sample properties of alternative forms of the Lagrange Multiplier test Economics Letters C 2
1983 Tests for model specification in the presence of alternative hypotheses : Some further results Journal of Econometrics A 3
1983 Testing the specification of multivariate models in the presence of alternative hypotheses Journal of Econometrics A 2
1983 Distribution-Free Statistical Inference with Lorenz Curves and Income Shares Review of Economic Studies S 2
1982 Some Non-Nested Hypothesis Tests and the Relations Among Them Review of Economic Studies S 2
1981 Efficient estimation of tail-area probabilities in sampling experiments Economics Letters C 2
1981 Non-Convexities in Continuous Time Investment Theory Review of Economic Studies S 2
1980 On a simple procedure for testing non-nested regression models Economics Letters C 2
1980 Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables Economics Letters C 2