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Discussion of S.G. Donald et al. and R. Davidson

Schluter, Christian - In: The econometrics journal 15 (2012) 1, pp. 54-57

Persistent link: https://www.econbiz.de/10009520551

Royal Economic Society Annual Conference 2010 : special Issue on econometrics of inequality ; editorial

Chernozhukov, Victor; Schluter, Christian; Whang, Yoon-jae - In: The econometrics journal 15 (2012) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10009522892

Testing for restrited stochastic dominance

Davidson, Russell (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003362252

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

The wild bootstrap, tamed at last

Davidson, Russell; Flachaire, Emmanuel - In: Journal of econometrics 146 (2008) 1, pp. 162-169

Persistent link: https://www.econbiz.de/10003778276

Inflation and the savings rate

Davidson, Russell; MacKinnon, James C. - 1982 - Rev. vers.

Persistent link: https://www.econbiz.de/10003522863

Asymptotic and bootstrap inference for inequality and poverty measures

Davidson, Russell; Flachaire, Emmanuel - In: Journal of econometrics 141 (2007) 1, pp. 141-166

Persistent link: https://www.econbiz.de/10003571269

Goodness of fit : an axiomatic approach

Cowell, Frank A.; Davidson, Russell; Fachaire, Emmanuel - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 1, pp. 54-67

Persistent link: https://www.econbiz.de/10011389677

Time-varying parameters : new test tailored to applications in finance and macroeconomics

Davidson, Russell; Grønborg, Niels S. - 2018

Persistent link: https://www.econbiz.de/10011913753

Modelling foreign exchange realized volatility using high frequency data : long memory versus structural breaks

Ben Maatoug, Abderrazak; Lamouchi, Rim; Davidson, Russell; … - In: Central European journal of economic modelling and … 10 (2018) 1, pp. 1-25

Persistent link: https://www.econbiz.de/10011918105

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