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Bootstrap tests : how many bootstraps?
Davidson, Russell; MacKinnon, James G. - In: Econometric reviews 19 (2000) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10001455660
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The size distortion of bootstrap tests
Davidson, Russell; MacKinnon, James G. - In: Econometric theory 15 (1999) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10001434314
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Heteroskedasticity - robust tests in regressions directions
Davidson, Russell - In: Annales de l'INSEE 59 (1985), pp. 1-278
Persistent link: https://www.econbiz.de/10001266393
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Double length artificial regressions
Davidson, Russell - In: Oxford bulletin of economics and statistics 50 (1988) 2, pp. 203-217
Persistent link: https://www.econbiz.de/10001068948
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Testing for consistency using artificial regressions
Davidson, Russell - In: Econometric theory 5 (1989) 3, pp. 363-384
Persistent link: https://www.econbiz.de/10001079350
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Implicit alternatives and the local power of test statistics
Davidson, Russell - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 6, pp. 1305-1329
Persistent link: https://www.econbiz.de/10001036128
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Une nouvelle forme du test de la matrice d'information
Davidson, Russell - In: Annales d'économie et de statistique (1990)
Persistent link: https://www.econbiz.de/10001277888
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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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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